IV Skew
3.1%
25Δ put − call
Expiry 9/1817d 10/1645d 12/18108d 1/15136d 4/16227d 1/21507d
CALLS Strike PUTS OI Vol IV Δ Γ Θ V Bid/Ask Last Strike Last Bid/Ask V Θ Γ Δ IV Vol OI — 1 0.0% 1.00 — -0.01 — 0.00/0.00 14.42 50.00 — — — — — — — — — 3 2 0.0% 1.00 — -0.01 — 0.00/0.00 10.12 60.00 2.50 0.00/0.00 0.00 -0.00 0.0004 -0.00 6.3% 120 125 4 2 3.1% 0.00 0.0001 -0.00 0.00 0.00/0.00 7.42 65.00 4.50 0.00/0.00 — 0.01 — -1.00 0.0% 40 153 62 20 12.5% 0.00 0.0002 -0.00 0.00 0.00/0.00 2.80 70.00 7.30 0.00/0.00 — 0.01 — -1.00 0.0% — 10 18 4 12.5% 0.00 0.0000 -0.00 0.00 0.00/0.00 2.65 75.00 — — — — — — — — — 9 1 25.0% 0.00 0.0000 -0.00 0.00 0.00/0.00 1.80 80.00 — — — — — — — — — 2 1 25.0% 0.00 0.0000 -0.00 0.00 0.00/0.00 1.95 85.00 — — — — — — — — — 2 1 25.0% 0.00 0.0000 -0.00 0.00 0.00/0.00 1.30 90.00 — — — — — — — — — 3 1 50.0% 0.00 0.0001 -0.00 0.00 0.00/0.00 1.15 95.00 — — — — — — — — — 1 1 50.0% 0.00 0.0000 -0.00 0.00 0.00/0.00 0.95 100.00 — — — — — — — — —
Greeks Profile 2026-09-18 · 17d · σ = 1.6%
Greek Δ Delta Γ Gamma Θ Theta V Vega
-0.08 0.21 0.50 0.79 1.08 $44 $54 $63 $72 $82 spot $63.00 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).