IV Skew
-3.5%
25Δ put − call
Expiry 9/1819d 10/1647d 11/2082d 1/15138d 2/19173d 6/17291d 9/17383d 1/21509d
CALLS Strike PUTS OI Vol IV Δ Γ Θ V Bid/Ask Last Strike Last Bid/Ask V Θ Γ Δ IV Vol OI 6 1 129.6% 0.97 0.0022 -0.05 0.01 37.00/40.60 53.68 55.00 0.06 0.00/0.25 0.01 -0.02 0.0012 -0.01 106.3% 9 4.6k 47 5 125.4% 0.96 0.0035 -0.07 0.02 32.50/35.70 38.60 60.00 0.04 0.00/0.20 0.01 -0.01 0.0014 -0.01 87.7% 8 87 17 1 108.5% 0.94 0.0048 -0.08 0.02 27.60/30.70 43.80 65.00 0.04 0.00/0.05 0.00 -0.00 0.0008 -0.00 60.9% 2 1.6k 24 3 93.6% 0.93 0.0068 -0.08 0.03 23.00/25.50 29.88 70.00 0.05 0.00/0.25 0.01 -0.01 0.0032 -0.02 62.5% 5 355 58 14 76.1% 0.91 0.0097 -0.08 0.03 18.00/20.50 25.00 75.00 0.25 0.00/0.65 0.02 -0.03 0.0074 -0.04 59.7% 7 148 260 13 67.2% 0.86 0.0152 -0.09 0.05 13.60/15.70 20.20 80.00 0.65 0.40/0.80 0.03 -0.05 0.0140 -0.09 53.2% 143 341 956 21 63.3% 0.77 0.0225 -0.12 0.06 9.90/11.30 11.10 85.00 1.60 1.50/1.80 0.06 -0.09 0.0240 -0.20 55.2% 141 326 491 29 53.7% 0.65 0.0324 -0.12 0.08 6.00/7.20 7.20 90.00 3.20 3.10/3.50 0.08 -0.11 0.0318 -0.35 54.9% 103 697 367 111 58.4% 0.48 0.0320 -0.14 0.08 4.30/4.70 4.30 95.00 5.80 5.50/6.30 0.08 -0.12 0.0333 -0.52 56.2% 369 1.2k 424 251 58.4% 0.33 0.0293 -0.12 0.08 2.55/2.90 2.85 100.00 8.85 8.50/9.50 0.08 -0.10 0.0308 -0.68 54.4% 123 888 810 96 57.4% 0.21 0.0235 -0.09 0.06 1.30/1.70 1.55 105.00 12.58 11.60/13.80 0.06 -0.06 0.0239 -0.82 51.1% 1 496 798 293 59.4% 0.13 0.0168 -0.07 0.05 0.70/1.10 1.01 110.00 17.20 16.60/17.70 0.04 -0.04 0.0154 -0.90 51.8% 4 369 899 95 64.2% 0.09 0.0120 -0.06 0.04 0.50/0.80 0.57 115.00 21.94 20.80/22.50 0.04 -0.06 0.0129 -0.89 70.0% 2 590 1.3k 33 58.8% 0.04 0.0065 -0.03 0.02 0.05/0.40 0.30 120.00 25.61 25.50/27.50 0.04 -0.07 0.0104 -0.90 79.8% 1 91 811 59 61.9% 0.02 0.0043 -0.02 0.01 0.05/0.25 0.25 125.00 30.04 29.80/32.50 0.04 -0.07 0.0088 -0.91 88.8% 1 3 1.1k 19 64.6% 0.02 0.0029 -0.01 0.01 0.00/0.20 0.20 130.00 32.10 34.50/38.40 0.05 -0.13 0.0088 -0.86 117.0% 3 4
Greeks Profile 2026-09-18 · 19d · σ = 57.3%
Greek Δ Delta Γ Gamma Θ Theta V Vega
-0.05 0.23 0.51 0.79 1.08 $65 $79 $93 $107 $121 spot $93.40 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).