IV Skew
-3.1%
25Δ put − call
Expiry 9/1818d 10/1646d 11/2081d 2/19172d
CALLS Strike PUTS OI Vol IV Δ Γ Θ V Bid/Ask Last Strike Last Bid/Ask V Θ Γ Δ IV Vol OI — — — — — — — — — 70.00 0.95 0.00/0.00 0.00 -0.00 0.0000 -0.00 25.0% 1 — — — — — — — — — — 75.00 3.31 0.00/4.90 0.05 -0.17 0.0079 -0.14 128.3% — 1 — — — — — — — — — 80.00 4.17 0.00/0.00 0.00 -0.00 0.0001 -0.00 25.0% 1 — — — — — — — — — — 85.00 3.00 0.00/0.00 0.00 -0.00 0.0000 -0.00 12.5% 2 — — — — — — — — — — 90.00 7.84 0.00/0.00 0.00 -0.00 0.0000 -0.00 6.3% 15 — — — — — — — — — — 95.00 7.70 0.00/0.00 0.00 -0.00 0.0000 -0.00 3.1% — — — 1 3.1% 0.00 0.0157 -0.00 0.00 0.00/0.00 7.69 100.00 9.21 0.00/0.00 — 0.01 — -1.00 0.0% 23 — — — 6.3% 0.00 0.0000 -0.00 0.00 0.00/0.00 10.00 105.00 12.58 0.00/0.00 — 0.01 — -1.00 0.0% — — — 1 12.5% 0.00 0.0000 -0.00 0.00 0.00/0.00 9.15 110.00 16.20 16.00/20.80 0.08 -0.27 0.0146 -0.61 120.6% 25 26 — 40 12.5% 0.00 0.0000 -0.00 0.00 0.00/0.00 10.12 115.00 19.20 19.50/24.30 0.08 -0.24 0.0139 -0.68 118.1% 10 10 — 2 25.0% 0.00 0.0001 -0.00 0.00 0.00/0.00 5.50 120.00 17.00 0.00/0.00 — 0.01 — -1.00 0.0% — — — — — — — — — — — 125.00 20.40 0.00/0.00 — 0.02 — -1.00 0.0% — — — — 25.0% 0.00 0.0000 -0.00 0.00 0.00/0.00 6.70 130.00 23.80 0.00/0.00 — 0.02 — -1.00 0.0% — — — — 25.0% 0.00 0.0000 -0.00 0.00 0.00/0.00 5.90 135.00 — — — — — — — — — — 1 25.0% 0.00 0.0000 -0.00 0.00 0.00/0.00 1.20 140.00 — — — — — — — — —
Greeks Profile 2026-09-18 · 18d · σ = 1.6%
Greek Δ Delta Γ Gamma Θ Theta V Vega
-0.08 0.21 0.50 0.79 1.08 $69 $83 $98 $113 $127 spot $97.93 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).