IV Skew
3.7%
25Δ put − call
Expiry 9/1818d 10/1646d 11/2081d 12/18109d 1/15137d 2/19172d 12/17473d
CALLS Strike PUTS OI Vol IV Δ Γ Θ V Bid/Ask Last Strike Last Bid/Ask V Θ Γ Δ IV Vol OI 1 — 86.7% 0.98 0.0026 -0.03 0.01 28.00/31.80 32.90 65.00 — — — — — — — — — — — — — — — — — — 75.00 2.30 0.00/0.75 0.02 -0.04 0.0073 -0.05 67.9% — 2 — — — — — — — — — 77.50 0.10 0.00/0.40 0.02 -0.02 0.0072 -0.04 52.5% 2 11 — — — — — — — — — 80.00 1.75 0.00/0.35 0.03 -0.04 0.0111 -0.06 51.7% — 10 1 — 84.7% 0.80 0.0157 -0.15 0.06 10.70/14.60 15.00 82.50 0.20 0.10/0.40 0.03 -0.04 0.0149 -0.08 45.8% 20 22 — — — — — — — — — 85.00 1.30 0.00/1.10 0.05 -0.07 0.0217 -0.16 53.1% 1 1 — — — — — — — — — 87.50 1.20 0.00/1.45 0.06 -0.08 0.0279 -0.21 49.3% 2 6 1 1 66.9% 0.67 0.0258 -0.15 0.08 4.10/8.30 7.05 90.00 1.60 0.25/2.50 0.07 -0.11 0.0313 -0.30 53.2% 1 10 4 2 62.4% 0.60 0.0294 -0.15 0.08 2.55/6.50 3.77 92.50 — — — — — — — — — 15 2 58.3% 0.52 0.0324 -0.14 0.08 2.40/4.90 3.00 95.00 3.33 2.00/4.90 0.08 -0.12 0.0343 -0.48 55.2% 1 2 64 1 49.6% 0.34 0.0351 -0.11 0.08 0.00/2.25 1.00 100.00 — — — — — — — — — 88 2 55.0% 0.22 0.0258 -0.10 0.06 0.00/1.45 0.55 105.00 — — — — — — — — — 24 5 48.2% 0.09 0.0164 -0.05 0.04 0.00/0.45 0.45 110.00 — — — — — — — — — 3 2 65.1% 0.06 0.0088 -0.05 0.03 0.00/0.75 0.31 120.00 — — — — — — — — — 18 8 80.6% 0.07 0.0083 -0.07 0.03 0.00/1.15 0.05 125.00 — — — — — — — — —
Greeks Profile 2026-09-18 · 18d · σ = 56.8%
Greek Δ Delta Γ Gamma Θ Theta V Vega
-0.06 0.23 0.51 0.79 1.08 $66 $81 $95 $109 $123 spot $94.73 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).