IV Skew
-7.3%
25Δ put − call
Expiry 9/1818d 10/1646d 11/2081d 1/15137d 2/19172d 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 2 1 119.1% 0.96 0.0035 -0.06 0.01 28.80/32.90 36.75 55.00 0.50 0.00/1.25 0.02 -0.07 0.0040 -0.05 130.7% 5 14 1 1 99.2% 0.96 0.0048 -0.05 0.02 23.80/27.90 44.00 60.00 0.07 0.00/0.30 0.01 -0.02 0.0032 -0.02 81.8% 42 50 2 — 111.5% 0.89 0.0088 -0.12 0.04 18.80/21.80 36.25 65.00 0.30 0.00/0.50 0.02 -0.03 0.0058 -0.04 72.4% 1 39 10 12 75.4% 0.90 0.0122 -0.08 0.03 14.80/17.70 17.44 70.00 0.18 0.10/0.65 0.02 -0.04 0.0103 -0.06 61.3% 5 130 31 15 66.5% 0.83 0.0197 -0.09 0.05 11.00/12.50 29.36 75.00 1.00 0.60/1.20 0.04 -0.07 0.0199 -0.14 57.9% 14 177 29 6 65.3% 0.71 0.0278 -0.12 0.07 7.10/9.10 11.60 80.00 2.24 1.85/2.55 0.06 -0.10 0.0302 -0.28 58.4% 17 2.4k 105 41 63.6% 0.55 0.0328 -0.14 0.08 4.70/5.60 5.10 85.00 4.36 3.80/4.70 0.08 -0.11 0.0362 -0.45 57.6% 13 174 160 8 65.7% 0.39 0.0309 -0.14 0.07 2.65/3.90 3.15 90.00 7.24 6.30/8.00 0.07 -0.10 0.0352 -0.63 56.5% 5 844 335 9 63.3% 0.25 0.0266 -0.11 0.06 1.50/2.00 1.75 95.00 9.40 10.10/11.90 0.06 -0.08 0.0275 -0.77 58.2% 3 151 241 9 63.7% 0.15 0.0195 -0.08 0.04 0.75/1.15 0.98 100.00 14.97 13.70/16.10 0.05 -0.10 0.0196 -0.80 75.2% 2 119 233 16 70.0% 0.11 0.0140 -0.07 0.04 0.40/1.00 0.57 105.00 19.65 18.60/20.70 0.04 -0.09 0.0150 -0.85 80.5% 1 390 1.2k 5 68.0% 0.06 0.0088 -0.04 0.02 0.10/0.55 0.65 110.00 19.62 23.10/25.50 0.04 -0.08 0.0118 -0.88 87.4% 1 42 1.1k 82 80.3% 0.06 0.0077 -0.05 0.02 0.15/0.65 0.31 115.00 20.80 27.50/31.30 0.05 -0.13 0.0108 -0.84 116.6% 10 3 81 4 72.7% 0.02 0.0038 -0.02 0.01 0.00/0.25 0.20 120.00 28.70 32.30/36.60 0.05 -0.16 0.0096 -0.84 133.5% 6 30 222 10 108.2% 0.07 0.0067 -0.08 0.03 0.00/1.35 0.38 125.00 39.37 37.40/41.40 0.04 -0.15 0.0085 -0.86 139.4% 1 —
Greeks Profile 2026-09-18 · 18d · σ = 60.6%
Greek Δ Delta Γ Gamma Θ Theta V Vega
-0.05 0.23 0.51 0.79 1.07 $60 $73 $85 $98 $111 spot $85.44 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).