IV Skew
0.0%
25Δ put − call
Expiry 9/1818d 10/1646d 1/15137d
CALLS Strike PUTS OI Vol IV Δ Γ Θ V Bid/Ask Last Strike Last Bid/Ask V Θ Γ Δ IV Vol OI — 10 0.0% 1.00 — -0.01 — 0.00/0.00 22.80 65.00 — — — — — — — — — — — 0.0% 1.00 — -0.01 — 0.00/0.00 17.75 75.00 — — — — — — — — — — — — — — — — — — 80.00 1.50 0.00/4.80 0.06 -0.12 0.0245 -0.26 68.3% 10 10 — — — — — — — — — 85.00 1.90 0.00/0.00 0.00 -0.00 0.0005 -0.00 3.1% — — — 1 3.1% 0.00 0.0000 -0.00 0.00 0.00/0.00 1.85 90.00 — — — — — — — — — — 1 12.5% 0.00 0.0016 -0.00 0.00 0.00/0.00 5.20 95.00 — — — — — — — — — — — 12.5% 0.00 0.0000 -0.00 0.00 0.00/0.00 4.20 100.00 — — — — — — — — —
Greeks Profile 2026-09-18 · 18d · σ = 3.1%
Greek Δ Delta Γ Gamma Θ Theta V Vega
-0.08 0.21 0.50 0.79 1.08 $61 $74 $87 $100 $113 spot $87.07 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).