IV Skew
6.2%
25Δ put − call
Expiry 9/1819d 10/1647d 11/2082d 1/15138d 2/19173d 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 21 1 75.2% 0.80 0.0272 -0.08 0.04 6.00/8.60 6.77 53.00 0.08 0.00/1.00 0.03 -0.06 0.0288 -0.17 64.1% 2 4 — 2 68.8% 0.78 0.0312 -0.08 0.04 5.00/7.60 5.98 54.00 0.05 0.00/0.10 0.01 -0.01 0.0234 -0.04 28.8% 4 204 17 3 48.5% 0.81 0.0405 -0.05 0.04 4.00/6.00 4.90 55.00 0.07 0.05/0.10 0.01 -0.01 0.0300 -0.05 24.8% 23 389 — 7 29.9% 0.87 0.0521 -0.03 0.03 3.10/4.50 3.90 56.00 0.11 0.05/0.15 0.02 -0.01 0.0455 -0.08 23.1% 2 227 249 3 36.6% 0.76 0.0615 -0.05 0.04 2.00/4.00 3.00 57.00 0.14 0.05/0.15 0.02 -0.01 0.0638 -0.09 18.8% 17 620 97 5 15.8% 0.86 0.1012 -0.02 0.03 1.75/2.35 2.20 58.00 0.23 0.20/0.25 0.03 -0.01 0.1018 -0.16 17.1% 89 1.4k 4.2k 70 18.0% 0.71 0.1392 -0.03 0.05 1.00/1.70 1.25 59.00 0.40 0.40/0.50 0.05 -0.02 0.1448 -0.28 17.0% 84 7.1k 4.6k 635 9.1% 0.60 0.3107 -0.02 0.05 0.40/0.60 0.44 60.00 0.84 0.60/1.00 0.05 -0.02 0.1542 -0.45 18.7% 226 570 3.0k 141 8.9% 0.29 0.2776 -0.01 0.05 0.05/0.20 0.10 61.00 1.55 1.35/1.60 0.05 -0.02 0.1456 -0.60 19.4% 9 113 996 73 11.0% 0.14 0.1441 -0.01 0.03 0.00/0.10 0.05 62.00 — — — — — — — — — 488 1 12.6% 0.06 0.0733 -0.01 0.02 0.00/0.05 0.04 63.00 2.95 2.00/4.60 0.05 -0.06 0.0548 -0.63 50.3% — 3 5 — 25.3% 0.16 0.0693 -0.02 0.03 0.00/0.30 0.18 64.00 — — — — — — — — — 2 2 18.8% 0.04 0.0347 -0.01 0.01 0.00/0.05 0.01 65.00 — — — — — — — — — 1 — 59.9% 0.11 0.0228 -0.04 0.03 0.00/0.95 0.04 72.00 — — — — — — — — —
Greeks Profile 2026-09-18 · 19d · σ = 13.9%
Greek Δ Delta Γ Gamma Θ Theta V Vega
-0.08 0.21 0.50 0.79 1.08 $42 $51 $60 $69 $78 spot $60.15 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).