IV Skew
-4.7%
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 4 4 60.4% 0.56 0.0323 -0.14 0.08 0.60/5.40 5.28 90.00 1.20 0.00/0.00 0.00 -0.00 0.0052 -0.00 1.6% — — — 2 6.3% 0.00 0.0029 -0.00 0.00 0.00/0.00 0.55 95.00 3.30 0.00/0.00 — 0.01 — -1.00 0.0% — — — 1 12.5% 0.00 0.0005 -0.00 0.00 0.00/0.00 0.15 100.00 — — — — — — — — — — 1 12.5% 0.00 0.0000 -0.00 0.00 0.00/0.00 0.05 105.00 — — — — — — — — —
Greeks Profile 2026-09-18 · 18d · σ = 31.0%
Greek Δ Delta Γ Gamma Θ Theta V Vega
-0.08 0.21 0.50 0.79 1.08 $64 $77 $91 $104 $118 spot $90.84 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).