IV Skew
0.3%
25Δ put − call
Expiry 9/1818d 10/1646d 1/15137d 4/16228d
CALLS Strike PUTS OI Vol IV Δ Γ Θ V Bid/Ask Last Strike Last Bid/Ask V Θ Γ Δ IV Vol OI — — — — — — — — — 65.00 1.32 0.00/0.75 0.02 -0.03 0.0123 -0.06 57.9% — 1 3 — 74.0% 0.78 0.0229 -0.11 0.05 7.50/10.30 9.85 70.00 0.62 0.00/1.00 0.04 -0.06 0.0254 -0.16 54.8% 1 4 — — — — — — — — — 75.00 1.15 0.75/1.50 0.06 -0.06 0.0493 -0.29 39.8% 20 50 3 2 39.6% 0.43 0.0571 -0.08 0.07 1.30/2.15 2.21 80.00 3.50 2.55/3.60 0.07 -0.06 0.0624 -0.58 36.1% 1 2 38 11 43.8% 0.22 0.0389 -0.06 0.05 0.10/1.00 0.85 85.00 4.60 5.70/8.40 0.06 -0.08 0.0348 -0.72 55.6% — 5 17 15 54.6% 0.14 0.0237 -0.06 0.04 0.00/0.75 1.49 90.00 — — — — — — — — — 4 1 56.9% 0.07 0.0141 -0.04 0.02 0.00/0.75 0.10 95.00 — — — — — — — — — — — — — — — — — — 100.00 23.10 20.10/23.40 0.04 -0.12 0.0142 -0.83 102.6% — — 10 — 100.3% 0.12 0.0112 -0.10 0.03 0.00/2.15 0.30 105.00 — — — — — — — — —
Greeks Profile 2026-09-18 · 18d · σ = 37.8%
Greek Δ Delta Γ Gamma Θ Theta V Vega
-0.08 0.21 0.50 0.79 1.08 $55 $67 $78 $90 $102 spot $78.30 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).