IV Skew
-3.0%
25Δ put − call
Expiry 9/1818d 10/1646d 12/18109d 1/15137d 3/19200d 1/21508d
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 — 239.9% 0.94 0.0031 -0.12 0.02 34.40/38.60 31.46 35.00 — — — — — — — — — — — — — — — — — — 40.00 0.20 0.00/2.10 0.02 -0.09 0.0040 -0.06 185.5% 1 2 1 — 160.1% 0.92 0.0058 -0.10 0.02 24.40/28.20 37.20 45.00 0.20 0.00/0.95 0.01 -0.05 0.0045 -0.04 125.8% 1 1 — — — — — — — — — 50.00 0.40 0.00/2.20 0.02 -0.09 0.0081 -0.09 126.5% 1 2 2 1 276.0% 0.76 0.0072 -0.37 0.05 22.70/26.20 21.40 55.00 0.10 0.05/0.40 0.01 -0.02 0.0083 -0.04 65.1% 2 12 7 3 68.3% 0.87 0.0201 -0.07 0.03 10.00/12.00 16.10 60.00 0.60 0.00/0.70 0.02 -0.03 0.0176 -0.07 51.0% 41 43 16 10 58.0% 0.75 0.0354 -0.09 0.05 4.70/8.80 7.42 65.00 1.40 0.55/1.50 0.05 -0.07 0.0366 -0.24 55.0% 9 23 303 6 60.5% 0.54 0.0422 -0.11 0.06 2.30/5.70 3.80 70.00 2.95 1.85/4.80 0.06 -0.08 0.0495 -0.46 51.6% 3 348 37 5 58.0% 0.33 0.0400 -0.09 0.06 0.60/3.30 1.60 75.00 — — — — — — — — — 54 8 57.7% 0.17 0.0283 -0.06 0.04 0.05/1.70 0.75 80.00 4.00 7.60/11.80 0.05 -0.10 0.0263 -0.75 78.4% 300 302 46 8 82.7% 0.17 0.0198 -0.09 0.04 0.00/2.50 0.50 85.00 6.70 12.20/15.60 0.03 -0.05 0.0187 -0.88 68.6% 2 8 6 2 58.8% 0.03 0.0081 -0.02 0.01 0.00/0.30 0.32 90.00 21.73 17.90/22.00 0.04 -0.13 0.0156 -0.80 116.4% 8 8 253 4 89.3% 0.08 0.0104 -0.06 0.02 0.00/1.10 0.05 95.00 — — — — — — — — — 307 5 118.0% 0.11 0.0104 -0.10 0.03 0.00/2.15 0.17 100.00 — — — — — — — — — 5 1 142.4% 0.13 0.0097 -0.13 0.03 0.00/3.10 1.20 105.00 — — — — — — — — — 3 1 139.1% 0.10 0.0079 -0.10 0.03 0.00/2.15 0.01 110.00 — — — — — — — — —
Greeks Profile 2026-09-18 · 18d · σ = 56.0%
Greek Δ Delta Γ Gamma Θ Theta V Vega
-0.06 0.23 0.51 0.79 1.08 $49 $60 $70 $81 $91 spot $70.09 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).