IV Skew
26.7%
25Δ put − call
Expiry 9/1819d 10/1647d 12/18110d 1/15138d 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 — — — — — — — — — 40.00 0.65 0.00/4.90 0.03 -0.15 0.0078 -0.13 200.6% — 1 — — — — — — — — — 45.00 0.15 0.00/4.90 0.03 -0.14 0.0114 -0.17 159.2% — 4 — — — — — — — — — 50.00 2.45 0.00/2.45 0.03 -0.08 0.0200 -0.16 89.1% — 1 303 1 53.3% 0.78 0.0407 -0.06 0.04 3.50/8.30 6.50 55.00 4.00 0.00/4.20 0.05 -0.09 0.0324 -0.28 76.0% — 300 4 1 48.8% 0.52 0.0598 -0.07 0.05 2.35/2.65 5.00 60.00 2.60 2.40/2.75 0.05 -0.06 0.0612 -0.48 47.7% 10 63 36 1 49.4% 0.26 0.0477 -0.06 0.04 0.75/1.00 0.90 65.00 — — — — — — — — — 46 1 51.4% 0.10 0.0257 -0.03 0.02 0.20/0.35 0.25 70.00 — — — — — — — — — 737 1 55.9% 0.05 0.0125 -0.02 0.01 0.05/0.25 0.09 75.00 — — — — — — — — — 5 2 143.1% 0.24 0.0158 -0.16 0.04 0.00/4.90 0.15 80.00 — — — — — — — — — 24 6 61.7% 0.01 0.0026 -0.00 0.00 0.00/0.05 0.05 85.00 — — — — — — — — —
Greeks Profile 2026-09-18 · 19d · σ = 48.3%
Greek Δ Delta Γ Gamma Θ Theta V Vega
-0.07 0.22 0.51 0.79 1.08 $42 $51 $60 $69 $78 spot $59.84 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).