IV Skew
3.1%
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 20 8 0.0% 1.00 — -0.01 — 6.00/8.60 7.30 44.70 0.95 0.90/1.00 0.02 -0.07 0.0130 -0.11 111.1% 46 653 6 6 0.0% 1.00 — -0.01 — 0.00/0.00 13.70 45.00 2.07 0.00/0.00 0.00 -0.00 0.0000 -0.00 25.0% 3 231 — 1 0.0% 1.00 — -0.01 — 0.00/0.00 9.60 49.40 0.05 0.00/0.00 0.00 -0.00 0.0000 -0.00 12.5% 40 — 227 5 0.0% 1.00 — -0.01 — 2.55/3.70 2.40 49.70 2.45 2.15/2.60 0.04 -0.12 0.0195 -0.22 117.3% 14 836 51 36 0.0% 1.00 — -0.01 — 0.00/0.00 7.45 50.00 3.40 0.00/0.00 0.00 -0.00 0.0000 -0.00 12.5% 8 412 — 4 0.0% 1.00 — -0.01 — 0.00/0.00 4.40 54.40 0.15 0.00/0.00 0.00 -0.00 0.0000 -0.00 6.3% 3 — 958 11 0.0% 1.00 — -0.01 — 0.75/1.20 0.95 54.70 5.03 4.50/6.00 0.05 -0.18 0.0209 -0.35 136.6% 5 266 52 12 0.0% 1.00 — -0.01 — 0.00/0.00 4.35 55.00 5.35 0.00/0.00 0.00 -0.00 0.0000 -0.00 6.3% 3 139 — 73 1.6% 0.00 0.0041 -0.00 0.00 0.00/0.00 0.50 59.40 1.55 0.00/0.00 — 0.01 — -1.00 0.0% 77 — 709 7 14.8% 0.31 0.1823 -0.02 0.05 0.25/0.35 0.32 59.70 8.86 8.20/11.10 0.05 -0.24 0.0179 -0.44 169.5% 3 940 166 13 3.1% 0.00 0.0058 -0.00 0.00 0.00/0.00 2.40 60.00 8.07 0.00/0.00 — 0.01 — -1.00 0.0% 900 918 — 2 12.5% 0.00 0.0009 -0.00 0.00 0.00/0.00 0.05 64.40 6.61 0.00/0.00 — 0.01 — -1.00 0.0% 20 — 599 1 38.7% 0.14 0.0436 -0.03 0.03 0.00/0.35 0.10 64.70 13.57 12.90/15.80 0.05 -0.28 0.0155 -0.50 198.0% 3 415 271 14 12.5% 0.00 0.0003 -0.00 0.00 0.00/0.00 1.07 65.00 9.68 0.00/0.00 — 0.01 — -1.00 0.0% 1 410 — 1 12.5% 0.00 0.0000 -0.00 0.00 0.00/0.00 0.03 69.40 14.00 — — — — — — — — 104 15 66.4% 0.14 0.0254 -0.05 0.03 0.05/1.15 0.09 69.70 14.00 0.00/0.00 — 0.01 — -1.00 0.0% — —
Greeks Profile 2026-09-18 · 18d · σ = 0.8%
Greek Δ Delta Γ Gamma Θ Theta V Vega
-0.08 0.21 0.50 0.79 1.08 $41 $50 $59 $67 $76 spot $58.55 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).