IV Skew
59.2%
25Δ put − call
Expiry 9/1818d 10/1646d 12/18109d 3/19200d
CALLS Strike PUTS OI Vol IV Δ Γ Θ V Bid/Ask Last Strike Last Bid/Ask V Θ Γ Δ IV Vol OI — 2 0.0% 1.00 — -0.01 — 0.00/0.00 21.00 60.00 — — — — — — — — — — — — — — — — — — 70.00 0.35 0.00/0.00 0.00 -0.00 0.0000 -0.00 12.5% — — — — — — — — — — — 75.00 0.50 0.00/4.80 0.06 -0.11 0.0290 -0.28 65.4% — 1 — 1 0.0% 1.00 — -0.01 — 0.00/0.00 4.30 80.00 3.00 0.00/0.00 0.00 -0.00 0.0001 -0.00 0.8% 4 — — 2 6.3% 0.00 0.0003 -0.00 0.00 0.00/0.00 0.84 85.00 3.90 0.00/0.00 — 0.01 — -1.00 0.0% 10 — — — — — — — — — — 90.00 10.00 0.00/0.00 — 0.01 — -1.00 0.0% 1 — 1 2 149.9% 0.37 0.0141 -0.28 0.07 4.00/8.00 3.80 95.00 13.30 0.00/0.00 — 0.01 — -1.00 0.0% 5 — — 1 25.0% 0.00 0.0001 -0.00 0.00 0.00/0.00 5.10 100.00 19.70 0.00/0.00 — 0.01 — -1.00 0.0% 2 — — 20 25.0% 0.00 0.0000 -0.00 0.00 0.00/0.00 5.02 105.00 24.68 0.00/0.00 — 0.01 — -1.00 0.0% 2 — — 4 25.0% 0.00 0.0000 -0.00 0.00 0.00/0.00 2.85 110.00 — — — — — — — — — — 188 25.0% 0.00 0.0000 -0.00 0.00 0.00/0.00 1.80 115.00 — — — — — — — — — 2 1 158.8% 0.17 0.0089 -0.20 0.05 0.00/4.80 5.90 120.00 25.63 0.00/0.00 — 0.01 — -1.00 0.0% 1 — — 8 50.0% 0.00 0.0000 -0.00 0.00 0.00/0.00 0.10 125.00 — — — — — — — — — — — — — — — — — — 140.00 30.00 42.60/47.50 — 0.02 — -1.00 0.0% — — — — — — — — — — — 165.00 57.50 67.60/72.50 — 0.02 — -1.00 0.0% — —
Greeks Profile 2026-09-18 · 18d · σ = 0.4%
Greek Δ Delta Γ Gamma Θ Theta V Vega
-0.08 0.21 0.50 0.79 1.08 $56 $68 $80 $93 $105 spot $80.45 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).