IV Skew
-6.2%
25Δ put − call
Expiry 9/1818d 10/1646d 1/15137d 4/16228d 1/21508d 6/16655d 12/15837d
CALLS Strike PUTS OI Vol IV Δ Γ Θ V Bid/Ask Last Strike Last Bid/Ask V Θ Γ Δ IV Vol OI 701 17 106.0% 0.93 0.0079 -0.06 0.02 18.70/20.80 20.13 50.00 0.05 0.00/0.75 0.02 -0.04 0.0070 -0.05 95.0% 32 198 225 1 75.4% 0.96 0.0075 -0.03 0.01 15.70/18.10 18.95 52.50 0.05 0.00/0.35 0.01 -0.02 0.0067 -0.03 70.8% 1 197 1.6k 2 67.7% 0.95 0.0104 -0.04 0.02 14.10/14.80 14.60 55.00 0.10 0.00/0.20 0.01 -0.01 0.0069 -0.02 54.7% 22 300 555 1 63.6% 0.92 0.0155 -0.05 0.02 11.10/13.10 12.70 57.50 0.10 0.05/0.40 0.02 -0.02 0.0129 -0.05 53.8% 35 821 1.9k 8 58.7% 0.88 0.0223 -0.06 0.03 8.90/10.70 10.00 60.00 0.22 0.05/0.40 0.03 -0.03 0.0210 -0.09 50.9% 2 581 53 5 50.5% 0.84 0.0319 -0.06 0.04 6.80/8.10 9.50 62.50 0.50 0.30/0.65 0.04 -0.05 0.0321 -0.15 47.0% 3 360 448 39 48.6% 0.74 0.0433 -0.07 0.05 5.10/5.50 5.60 65.00 0.95 0.75/1.20 0.05 -0.06 0.0448 -0.25 45.9% 2 223 343 20 53.1% 0.61 0.0469 -0.09 0.06 3.40/4.20 3.70 67.50 1.80 1.60/1.95 0.06 -0.07 0.0568 -0.37 43.4% 21 295 743 98 55.4% 0.49 0.0469 -0.10 0.06 2.10/3.10 2.39 70.00 2.89 2.50/3.10 0.06 -0.07 0.0617 -0.52 42.0% 8 70 408 15 52.1% 0.37 0.0472 -0.09 0.06 1.15/1.95 1.45 72.50 3.00 3.90/5.10 0.06 -0.07 0.0498 -0.64 48.9% 7 6 498 76 47.0% 0.24 0.0432 -0.06 0.05 0.70/1.00 0.77 75.00 5.30 5.30/7.40 0.05 -0.08 0.0386 -0.71 57.8% 4 5 177 18 47.5% 0.16 0.0330 -0.05 0.04 0.20/0.60 0.40 77.50 8.56 7.80/9.60 0.05 -0.07 0.0317 -0.77 62.6% 1 3 310 11 49.8% 0.11 0.0241 -0.04 0.03 0.15/0.40 0.20 80.00 10.44 9.90/11.70 0.04 -0.06 0.0261 -0.83 62.8% 1 4 77 50 57.1% 0.10 0.0193 -0.04 0.03 0.00/0.80 0.30 82.50 — — — — — — — — — 67 7 50.2% 0.04 0.0107 -0.02 0.01 0.00/0.25 0.25 85.00 — — — — — — — — — 75 1 69.5% 0.08 0.0134 -0.04 0.02 0.00/0.75 0.24 87.50 — — — — — — — — — — — — — — — — — — 105.00 42.97 0.00/0.00 — 0.01 — -1.00 0.0% 1 —
Greeks Profile 2026-09-18 · 18d · σ = 48.7%
Greek Δ Delta Γ Gamma Θ Theta V Vega
-0.07 0.22 0.50 0.79 1.08 $48 $59 $69 $80 $90 spot $69.16 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).