IV Skew
8.9%
25Δ put − call
Expiry 9/1820d 10/1648d 1/15139d 4/16230d 1/21510d
CALLS Strike PUTS OI Vol IV Δ Γ Θ V Bid/Ask Last Strike Last Bid/Ask V Θ Γ Δ IV Vol OI — — — — — — — — — 47.00 0.02 0.00/0.85 0.02 -0.03 0.0165 -0.08 68.5% 1 1 1 — 103.4% 0.82 0.0191 -0.10 0.04 8.20/11.50 9.37 48.00 0.10 0.00/0.85 0.02 -0.03 0.0189 -0.09 63.2% — 1 3 1 89.4% 0.79 0.0238 -0.09 0.04 6.20/9.50 7.90 50.00 — — — — — — — — — 2 — 82.4% 0.78 0.0269 -0.09 0.04 5.20/8.50 6.85 51.00 — — — — — — — — — — — — — — — — — — 52.00 0.10 0.00/0.85 0.04 -0.05 0.0357 -0.18 54.5% 2 2 — — — — — — — — — 53.00 0.05 0.00/0.10 0.02 -0.01 0.0344 -0.06 24.4% 6 16 — — — — — — — — — 54.00 0.05 0.00/0.15 0.02 -0.01 0.0518 -0.09 22.5% 3 123 3 3 28.0% 0.80 0.0749 -0.03 0.04 1.65/3.30 4.50 55.00 0.05 0.00/0.20 0.03 -0.01 0.0772 -0.12 19.6% 20 180 150 2 30.4% 0.70 0.0851 -0.04 0.05 1.05/2.70 1.70 56.00 0.12 0.05/0.15 0.03 -0.01 0.1201 -0.13 13.1% 13 432 710 153 5.6% 0.89 0.2419 -0.01 0.02 0.65/0.85 0.81 57.00 0.20 0.15/0.30 0.04 -0.01 0.2152 -0.26 11.2% 44 796 2.6k 76 5.3% 0.46 0.5570 -0.01 0.05 0.10/0.20 0.16 58.00 0.70 0.50/1.05 0.05 -0.02 0.1735 -0.50 17.0% 30 215 418 1 6.9% 0.13 0.2280 -0.01 0.03 0.00/0.05 0.04 59.00 1.50 0.95/2.20 0.05 -0.03 0.1050 -0.60 27.2% 20 16 5 1 10.7% 0.08 0.1057 -0.01 0.02 0.00/0.05 0.02 60.00 2.10 0.90/4.20 0.05 -0.06 0.0547 -0.59 52.6% 1 2
Greeks Profile 2026-09-18 · 20d · σ = 11.1%
Greek Δ Delta Γ Gamma Θ Theta V Vega
-0.08 0.21 0.50 0.79 1.08 $40 $49 $58 $66 $75 spot $57.79 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).