IV Skew
-0.1%
25Δ put − call
Expiry 9/1819d 10/1647d 11/2082d 12/18110d 1/15138d 2/19173d 3/19201d 12/17474d
CALLS Strike PUTS OI Vol IV Δ Γ Θ V Bid/Ask Last Strike Last Bid/Ask V Θ Γ Δ IV Vol OI 4 4 102.3% 0.98 0.0017 -0.04 0.01 41.00/45.80 50.36 75.00 — — — — — — — — — 6 1 106.2% 0.96 0.0031 -0.08 0.02 36.50/41.00 46.50 80.00 — — — — — — — — — 6 14 88.8% 0.96 0.0037 -0.07 0.02 31.30/36.00 41.49 85.00 — — — — — — — — — 26 15 79.2% 0.95 0.0051 -0.07 0.03 26.50/31.00 36.61 90.00 1.70 0.20/4.90 0.06 -0.18 0.0064 -0.13 120.1% — 3 — — — — — — — — — 95.00 5.50 0.00/4.90 0.06 -0.16 0.0082 -0.14 101.7% — 40 13 2 66.9% 0.88 0.0110 -0.10 0.05 17.00/21.80 26.50 100.00 — — — — — — — — — 6 1 62.7% 0.82 0.0156 -0.13 0.07 13.00/17.20 19.40 105.00 1.20 0.00/4.90 0.08 -0.13 0.0150 -0.20 69.2% 2 22 21 5 57.1% 0.74 0.0212 -0.14 0.09 9.00/13.00 11.22 110.00 — — — — — — — — — 9 2 53.2% 0.62 0.0266 -0.15 0.10 5.90/9.10 7.72 115.00 — — — — — — — — — 41 2 63.8% 0.49 0.0232 -0.19 0.11 3.00/6.20 4.80 120.00 — — — — — — — — — 1 — 69.3% 0.40 0.0206 -0.19 0.10 0.50/4.90 3.45 125.00 — — — — — — — — — 21 17 59.0% 0.27 0.0206 -0.14 0.09 0.05/4.90 2.45 130.00 — — — — — — — — — 7 3 70.3% 0.23 0.0161 -0.15 0.08 0.00/4.90 0.85 135.00 — — — — — — — — —
Greeks Profile 2026-09-18 · 19d · σ = 66.5%
Greek Δ Delta Γ Gamma Θ Theta V Vega
-0.02 0.25 0.52 0.79 1.07 $83 $100 $118 $136 $154 spot $118.15 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).