IV Skew
0.0%
25Δ put − call
Expiry 9/1818d 10/1646d 11/2081d 1/15137d 2/19172d 3/19200d 4/16228d 1/21508d
CALLS Strike PUTS OI Vol IV Δ Γ Θ V Bid/Ask Last Strike Last Bid/Ask V Θ Γ Δ IV Vol OI — 4 0.0% 1.00 — -0.01 — 0.00/0.00 25.05 50.00 0.17 0.00/0.00 0.00 -0.00 0.0000 -0.00 25.0% 6 — — 1 0.0% 1.00 — -0.01 — 0.00/0.00 17.28 55.00 0.25 0.00/0.00 0.00 -0.00 0.0000 -0.00 25.0% 1 — — 3 0.0% 1.00 — -0.01 — 0.00/0.00 14.80 60.00 0.52 0.00/0.00 0.00 -0.00 0.0002 -0.00 25.0% 1 — — 2 0.0% 1.00 — -0.01 — 0.00/0.00 10.56 65.00 1.50 0.00/0.00 0.00 -0.00 0.0001 -0.00 12.5% 43 — — 53 0.0% 1.00 — -0.01 — 0.00/0.00 5.40 70.00 3.50 0.00/0.00 0.00 -0.00 0.0000 -0.00 3.1% 32 — — 147 3.1% 0.00 0.0000 -0.00 0.00 0.00/0.00 3.10 75.00 4.80 0.00/0.00 — 0.01 — -1.00 0.0% 1 — — 108 12.5% 0.00 0.0005 -0.00 0.00 0.00/0.00 1.98 80.00 8.20 0.00/0.00 — 0.01 — -1.00 0.0% 2 — — 32 12.5% 0.00 0.0000 -0.00 0.00 0.00/0.00 1.15 85.00 12.13 0.00/0.00 — 0.01 — -1.00 0.0% 30 — — 544 25.0% 0.00 0.0001 -0.00 0.00 0.00/0.00 0.87 90.00 17.17 0.00/0.00 — 0.01 — -1.00 0.0% — — — 259 25.0% 0.00 0.0000 -0.00 0.00 0.00/0.00 0.40 95.00 20.82 0.00/0.00 — 0.01 — -1.00 0.0% 2 — — 209 25.0% 0.00 0.0000 -0.00 0.00 0.00/0.00 0.30 100.00 26.36 0.00/0.00 — 0.01 — -1.00 0.0% — — — 25 25.0% 0.00 0.0000 -0.00 0.00 0.00/0.00 0.25 105.00 — — — — — — — — — — 5 50.0% 0.00 0.0001 -0.00 0.00 0.00/0.00 0.10 110.00 36.20 0.00/0.00 — 0.01 — -1.00 0.0% 2 —
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 $51 $62 $73 $83 $94 spot $72.52 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).