IV Skew
-5.7%
25Δ put − call
Expiry 9/1818d 10/1646d 12/18109d 1/15137d 3/19200d 12/17473d
CALLS Strike PUTS OI Vol IV Δ Γ Θ V Bid/Ask Last Strike Last Bid/Ask V Θ Γ Δ IV Vol OI 3 2 73.1% 0.72 0.0212 -0.16 0.07 6.00/10.80 11.00 90.00 1.80 0.00/4.90 0.07 -0.11 0.0240 -0.25 61.5% — 1 11 3 67.2% 0.47 0.0273 -0.17 0.09 1.00/5.00 3.00 100.00 5.50 2.15/6.90 0.09 -0.14 0.0305 -0.54 60.1% 1 1 5 — 57.2% 0.31 0.0283 -0.12 0.08 0.00/4.90 1.30 105.00 9.00 5.50/10.30 0.08 -0.12 0.0271 -0.68 61.0% — 2 5 5 73.2% 0.26 0.0204 -0.14 0.07 0.00/5.00 0.80 110.00 — — — — — — — — — — — — — — — — — — 115.00 7.50 16.00/20.80 0.04 -0.06 0.0157 -0.88 59.8% — 2 2 — 98.0% 0.20 0.0133 -0.17 0.06 0.00/4.90 10.00 120.00 — — — — — — — — — 9 — 109.1% 0.18 0.0113 -0.18 0.06 0.00/4.90 9.50 125.00 — — — — — — — — — 6 — 77.9% 0.06 0.0069 -0.06 0.03 0.00/1.00 8.00 130.00 — — — — — — — — — 10 — 128.9% 0.16 0.0088 -0.19 0.05 0.00/4.90 6.50 135.00 20.00 36.00/40.50 0.03 -0.06 0.0067 -0.93 92.3% — — 3 — 146.2% 0.15 0.0072 -0.20 0.05 0.00/4.90 5.00 145.00 29.60 46.00/50.50 0.03 -0.06 0.0052 -0.94 107.0% — — — — — — — — — — — 150.00 33.60 51.00/55.50 0.03 -0.06 0.0047 -0.94 113.8% — — — — — — — — — — — 155.00 37.60 56.00/60.50 0.02 -0.06 0.0043 -0.94 120.2% — —
Greeks Profile 2026-09-18 · 18d · σ = 63.6%
Greek Δ Delta Γ Gamma Θ Theta V Vega
-0.04 0.24 0.52 0.79 1.07 $68 $83 $97 $112 $127 spot $97.46 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).