IV Skew
-6.9%
25Δ put − call
Expiry 9/1819d 10/1647d 11/2082d 12/18110d 3/19201d
CALLS Strike PUTS OI Vol IV Δ Γ Θ V Bid/Ask Last Strike Last Bid/Ask V Θ Γ Δ IV Vol OI — — — — — — — — — 50.00 0.45 0.00/2.25 0.02 -0.10 0.0039 -0.06 166.4% — 8 — — — — — — — — — 55.00 0.65 0.00/1.40 0.02 -0.07 0.0047 -0.06 124.5% 1 4 1 1 135.4% 0.89 0.0075 -0.14 0.04 22.80/26.70 20.00 60.00 1.10 0.00/0.55 0.01 -0.03 0.0049 -0.04 83.4% 1 22 — — — — — — — — — 65.00 0.65 0.00/1.80 0.03 -0.07 0.0100 -0.09 88.9% 36 65 — — — — — — — — — 70.00 0.30 0.20/0.85 0.03 -0.04 0.0143 -0.09 58.2% 603 632 1 1 55.3% 0.81 0.0258 -0.08 0.05 7.50/11.00 8.12 75.00 0.85 0.70/0.95 0.05 -0.06 0.0266 -0.16 49.2% 11 154 71 1 68.1% 0.63 0.0293 -0.13 0.07 3.90/6.80 6.86 80.00 2.30 1.85/2.95 0.07 -0.10 0.0350 -0.36 56.2% 608 300 236 5 63.1% 0.47 0.0333 -0.13 0.08 1.40/4.00 2.80 85.00 4.70 3.40/6.30 0.08 -0.13 0.0315 -0.53 66.7% 1 198 3.0k 5 53.7% 0.28 0.0331 -0.09 0.06 1.15/1.70 1.62 90.00 7.91 7.10/9.10 0.07 -0.10 0.0311 -0.70 59.4% 2 123 371 9 50.3% 0.14 0.0229 -0.06 0.04 0.05/1.25 0.85 95.00 7.70 10.80/13.90 0.06 -0.10 0.0223 -0.76 73.6% 4 147 6.3k 1 57.9% 0.09 0.0150 -0.05 0.03 0.25/0.70 0.40 100.00 11.63 15.50/18.00 0.04 -0.07 0.0170 -0.86 70.8% 1 52 123 1 68.7% 0.08 0.0114 -0.05 0.03 0.00/0.95 0.20 105.00 18.00 19.00/22.00 — 0.01 — -1.00 0.0% 1 6 25 3 73.6% 0.06 0.0082 -0.04 0.02 0.00/0.70 1.35 110.00 21.27 25.30/28.00 0.04 -0.08 0.0109 -0.89 93.7% 1 1 28 1 85.6% 0.06 0.0073 -0.05 0.02 0.00/0.85 0.60 115.00 25.30 30.20/34.30 0.02 -0.02 0.0057 -0.96 76.2% 6 22 110 6 117.9% 0.11 0.0084 -0.11 0.04 0.00/2.30 1.55 120.00 32.53 38.80/42.60 0.06 -0.24 0.0094 -0.78 168.8% 9 10
Greeks Profile 2026-09-18 · 19d · σ = 64.9%
Greek Δ Delta Γ Gamma Θ Theta V Vega
-0.03 0.25 0.52 0.79 1.07 $58 $71 $83 $95 $108 spot $82.98 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).