IV Skew
3.1%
25Δ put − call
Expiry 9/1818d 11/2081d 12/18109d 2/19172d
CALLS Strike PUTS OI Vol IV Δ Γ Θ V Bid/Ask Last Strike Last Bid/Ask V Θ Γ Δ IV Vol OI — — — — — — — — — 60.00 0.90 0.00/0.05 0.00 -0.01 0.0002 -0.00 119.5% 1 1 — — — — — — — — — 65.00 1.15 0.00/0.10 0.00 -0.01 0.0003 -0.00 115.6% 1 1 — — — — — — — — — 70.00 1.50 0.00/0.05 0.00 -0.01 0.0003 -0.00 96.1% 1 1 — 3 0.0% 1.00 — -0.01 — 0.00/0.00 17.70 90.00 — — — — — — — — — — 10 0.0% 1.00 — -0.01 — 0.00/0.00 14.20 95.00 — — — — — — — — — — 1 0.0% 1.00 — -0.01 — 0.00/0.00 25.75 100.00 — — — — — — — — — — 16 0.0% 1.00 — -0.01 — 0.00/0.00 8.90 105.00 0.05 0.00/0.00 0.00 -0.00 0.0000 -0.00 12.5% — — — 1 0.0% 1.00 — -0.01 — 0.00/0.00 15.00 110.00 0.10 0.00/0.00 0.00 -0.00 0.0000 -0.00 12.5% — — — 1 0.0% 1.00 — -0.01 — 0.00/0.00 10.50 115.00 0.05 0.00/0.00 0.00 -0.00 0.0000 -0.00 6.3% — — — 30 0.0% 1.00 — -0.01 — 0.00/0.00 5.30 120.00 0.05 0.00/0.00 0.00 -0.00 0.0010 -0.00 6.3% 5 — — — — — — — — — — 125.00 0.36 0.00/0.00 0.00 -0.00 0.0000 -0.00 0.4% 4 — — 18 3.1% 0.00 0.0000 -0.00 0.00 0.00/0.00 0.05 130.00 8.90 0.00/0.00 — 0.02 — -1.00 0.0% 4 — — — — — — — — — — 135.00 13.20 0.00/0.00 — 0.02 — -1.00 0.0% 1 —
Greeks Profile 2026-09-18 · 18d · σ = 1.8%
Greek Δ Delta Γ Gamma Θ Theta V Vega
-0.08 0.21 0.50 0.79 1.08 $88 $107 $125 $144 $163 spot $125.33 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).