IV Skew
-6.5%
25Δ put − call
Expiry 9/1819d 10/1647d 1/15138d 4/16229d 12/17474d 1/21509d
CALLS Strike PUTS OI Vol IV Δ Γ Θ V Bid/Ask Last Strike Last Bid/Ask V Θ Γ Δ IV Vol OI — — — — — — — — — 42.50 0.45 0.00/1.00 0.02 -0.05 0.0076 -0.06 111.6% 1 1.0k — — — — — — — — — 45.00 0.05 0.00/0.75 0.02 -0.04 0.0089 -0.06 90.7% 10 33 — — — — — — — — — 47.50 0.62 0.00/1.15 0.02 -0.05 0.0128 -0.08 87.1% 1 130 15 5 111.9% 0.82 0.0168 -0.11 0.04 9.40/12.90 13.20 50.00 0.30 0.00/0.50 0.02 -0.02 0.0142 -0.06 58.9% 31 703 267 12 73.0% 0.84 0.0237 -0.07 0.03 8.60/10.50 11.70 52.50 0.66 0.40/0.70 0.03 -0.04 0.0235 -0.11 59.2% 11 303 689 8 65.3% 0.79 0.0321 -0.07 0.04 6.50/8.20 9.10 55.00 0.91 0.70/1.55 0.04 -0.06 0.0331 -0.20 61.1% 40 1.3k 864 3 61.2% 0.70 0.0410 -0.08 0.05 4.60/6.30 5.17 57.50 1.33 0.70/2.05 0.05 -0.06 0.0473 -0.28 50.6% 1 167 869 57 60.6% 0.58 0.0462 -0.09 0.05 2.75/5.20 3.60 60.00 2.40 1.70/3.20 0.05 -0.07 0.0535 -0.41 52.1% 81 2.2k 644 279 56.8% 0.46 0.0502 -0.09 0.06 2.00/3.20 2.95 62.50 3.96 2.85/5.30 0.06 -0.08 0.0498 -0.54 57.2% 2 525 2.9k 47 57.2% 0.35 0.0463 -0.08 0.05 1.55/1.95 1.70 65.00 3.30 4.30/6.80 0.05 -0.07 0.0482 -0.66 54.3% 2 136 913 3 62.1% 0.27 0.0380 -0.08 0.05 0.75/1.95 1.90 67.50 5.60 6.80/9.10 0.05 -0.07 0.0370 -0.72 65.2% 42 65 1.7k 37 52.9% 0.15 0.0311 -0.05 0.03 0.15/0.95 0.65 70.00 7.59 8.30/10.90 0.03 -0.04 0.0314 -0.84 55.9% 2 10 9 2 54.6% 0.10 0.0226 -0.04 0.02 0.00/0.70 0.98 72.50 2.65 9.60/12.50 0.04 -0.07 0.0253 -0.81 76.0% 27 54 1.3k 1.0k 63.3% 0.09 0.0185 -0.04 0.02 0.00/0.75 0.65 75.00 22.50 12.10/15.50 0.04 -0.10 0.0213 -0.79 97.8% 1.0k — 79 10 74.7% 0.10 0.0165 -0.05 0.02 0.00/0.95 0.27 77.50 25.65 14.70/18.60 0.02 -0.02 0.0127 -0.95 61.5% 180 — 177 25 81.7% 0.09 0.0142 -0.05 0.02 0.00/0.95 0.22 80.00 28.43 17.00/21.00 0.01 0.00 0.0056 -0.98 53.9% 220 227
Greeks Profile 2026-09-18 · 19d · σ = 56.4%
Greek Δ Delta Γ Gamma Θ Theta V Vega
-0.05 0.23 0.51 0.79 1.08 $43 $52 $61 $70 $79 spot $61.05 Strike Δ Synthetic strikes from −30% to +30% of spot. Greeks computed from ATM IV via Black-Scholes-Merton. Calls approach 1 deep ITM, 0 deep OTM. Puts mirror to (−1, 0).