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 — — — — — — — — — 42.50 0.49 — — — — — — — — — — — — — — — — 13.74 45.00 0.56 0.00/0.10 0.00 -0.01 0.0031 -0.01 68.8% — 431 129 2 0.0% 1.00 — -0.01 — 0.00/0.00 13.78 47.50 — — — — — — — — — 44 — 77.1% 0.92 0.0133 -0.05 0.02 11.50/15.00 10.15 50.00 0.63 0.00/0.00 0.00 -0.00 0.0000 -0.00 25.0% 2 4 — — 0.0% 1.00 — -0.01 — 0.00/0.00 17.00 52.50 1.52 0.00/2.60 0.03 -0.09 0.0191 -0.16 91.7% 16 25 25 — 65.5% 0.84 0.0265 -0.07 0.03 7.60/9.80 6.44 55.00 0.38 0.00/0.00 0.00 -0.00 0.0000 -0.00 12.5% 1 33 65 10 54.5% 0.79 0.0379 -0.07 0.04 5.20/7.50 6.20 57.50 0.30 0.00/0.00 0.00 -0.00 0.0011 -0.00 12.5% 8 39 142 10 0.0% 1.00 — -0.01 — 0.00/0.00 4.41 60.00 0.70 0.00/0.00 0.00 -0.00 0.0012 -0.00 6.3% 7 58 82 1 0.0% 1.00 — -0.01 — 0.00/0.00 2.36 62.50 1.65 0.00/0.00 0.00 -0.00 0.0011 -0.00 0.8% 2 63 125 2 3.1% 0.00 0.0000 -0.00 0.00 0.00/0.00 0.80 65.00 3.20 0.00/0.00 — 0.01 — -1.00 0.0% 4 43 405 5 6.3% 0.00 0.0000 -0.00 0.00 0.00/0.00 0.50 67.50 3.40 0.00/0.00 — 0.01 — -1.00 0.0% 2 16 211 26 12.5% 0.00 0.0002 -0.00 0.00 0.00/0.00 0.18 70.00 9.00 0.00/0.00 — 0.01 — -1.00 0.0% 22 30 107 20 12.5% 0.00 0.0000 -0.00 0.00 0.00/0.00 0.20 72.50 5.81 13.90/16.30 0.05 -0.23 0.0179 -0.59 154.9% — 4 107 20 25.0% 0.00 0.0009 -0.00 0.00 0.00/0.00 0.30 75.00 1.07 0.00/0.00 — 0.01 — -1.00 0.0% 13 — — — 25.0% 0.00 0.0001 -0.00 0.00 0.00/0.00 0.78 77.50 — — — — — — — — — 86 3 25.0% 0.00 0.0000 -0.00 0.00 0.00/0.00 0.05 80.00 16.40 14.40/18.70 0.04 -0.10 0.0180 -0.81 108.1% — 2 306 — 109.6% 0.16 0.0160 -0.10 0.03 0.00/2.50 0.70 82.50 — — — — — — — — — — — — — — — — — — 85.00 0.98 0.00/1.50 — 0.01 — -1.00 0.0% 1 2 — — — — — — — — — 90.00 2.65 0.00/0.00 — 0.01 — -1.00 0.0% 101 —
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 $44 $53 $63 $72 $82 spot $62.80 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).