IV Skew
-6.4%
25Δ put − call
Expiry 9/1819d 10/1647d 11/2082d 12/18110d 1/15138d 4/16229d 6/17291d
CALLS Strike PUTS OI Vol IV Δ Γ Θ V Bid/Ask Last Strike Last Bid/Ask V Θ Γ Δ IV Vol OI — — — — — — — — — 30.00 0.20 0.00/2.15 0.02 -0.09 0.0062 -0.08 197.9% — 1 — — — — — — — — — 35.00 0.30 0.00/2.15 0.02 -0.08 0.0097 -0.10 152.9% 1 3 — — — — — — — — — 40.00 0.30 0.00/1.15 0.02 -0.05 0.0154 -0.09 92.0% — 1 3 — 59.5% 0.86 0.0318 -0.05 0.03 5.10/9.10 11.80 45.00 0.57 0.00/2.15 0.03 -0.06 0.0305 -0.19 75.2% 7 8 — — — — — — — — — 50.00 1.96 1.50/2.35 0.04 -0.06 0.0585 -0.38 55.1% 3 145 60 1 61.6% 0.35 0.0513 -0.07 0.04 1.10/2.15 4.90 55.00 4.96 4.50/5.20 0.04 -0.06 0.0556 -0.67 55.6% 3 68 26 4 83.5% 0.24 0.0320 -0.08 0.04 0.00/2.70 0.98 60.00 8.04 7.00/9.90 0.04 -0.08 0.0317 -0.75 85.2% 1 8 18 1 79.8% 0.12 0.0214 -0.05 0.02 0.10/1.00 0.20 65.00 7.58 11.80/14.50 0.03 -0.07 0.0227 -0.83 96.0% 1 10 8 1 77.2% 0.05 0.0115 -0.03 0.01 0.00/0.40 0.40 70.00 17.75 16.70/19.30 0.03 -0.06 0.0169 -0.87 107.5% 1 4 33 1 110.6% 0.09 0.0123 -0.06 0.02 0.00/1.05 0.24 75.00 21.00 21.70/24.80 0.03 -0.10 0.0146 -0.84 141.6% 1 60 — — — — — — — — — 80.00 24.80 26.70/30.00 0.03 -0.12 0.0128 -0.84 163.6% — 1 8 10 139.3% 0.08 0.0090 -0.06 0.02 0.00/1.15 0.85 85.00 — — — — — — — — — 9 1 138.2% 0.05 0.0068 -0.05 0.01 0.00/0.75 0.88 90.00 — — — — — — — — — 2 1 176.8% 0.10 0.0081 -0.09 0.02 0.00/1.75 0.85 95.00 — — — — — — — — —
Greeks Profile 2026-09-18 · 19d · σ = 58.4%
Greek Δ Delta Γ Gamma Θ Theta V Vega
-0.05 0.23 0.51 0.79 1.07 $36 $44 $52 $59 $67 spot $51.51 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).