IV Skew
4.5%
25Δ put − call
Expiry 9/1819d 10/1647d 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 — — — — — — — — — 55.00 0.15 0.00/0.50 0.01 -0.03 0.0043 -0.03 86.6% — 1 — — — — — — — — — 60.00 0.06 0.00/0.10 0.00 -0.01 0.0029 -0.01 52.0% 1 3 — — — — — — — — — 65.00 0.10 0.00/0.55 0.02 -0.03 0.0112 -0.05 52.3% 5 20 — — — — — — — — — 67.50 0.35 0.00/0.15 0.01 -0.01 0.0123 -0.04 38.2% 2 233 2 1 47.7% 0.86 0.0256 -0.06 0.04 7.90/9.00 11.36 70.00 0.10 0.05/0.15 0.02 -0.01 0.0181 -0.05 30.5% 20 512 31 1 43.1% 0.80 0.0361 -0.06 0.05 5.40/6.80 7.31 72.50 0.15 0.05/0.35 0.03 -0.02 0.0363 -0.11 28.8% 9 168 677 1 33.2% 0.74 0.0552 -0.06 0.06 3.30/4.40 4.03 75.00 0.65 0.45/0.85 0.05 -0.04 0.0604 -0.23 28.5% 1 229 559 5 24.8% 0.60 0.0876 -0.05 0.07 1.70/2.25 4.60 77.50 1.65 1.25/1.70 0.07 -0.05 0.0789 -0.41 27.6% 36 318 2.3k 15 23.6% 0.37 0.0894 -0.05 0.07 0.65/1.05 0.71 80.00 2.40 2.10/3.60 0.07 -0.06 0.0627 -0.58 34.9% 6 149 738 3 24.0% 0.19 0.0625 -0.03 0.05 0.05/0.45 0.66 82.50 — — — — — — — — — 136 8 33.1% 0.15 0.0399 -0.04 0.04 0.10/0.50 0.25 85.00 5.15 6.60/8.00 0.06 -0.06 0.0372 -0.75 47.3% 1 2 22 1 47.3% 0.11 0.0225 -0.04 0.03 0.00/0.50 0.10 90.00 — — — — — — — — —
Greeks Profile 2026-09-18 · 19d · σ = 26.2%
Greek Δ Delta Γ Gamma Θ Theta V Vega
-0.08 0.21 0.50 0.79 1.08 $55 $67 $78 $90 $102 spot $78.26 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).