IV Skew
0.0%
25Δ put − call
Expiry 9/1818d 10/1646d 11/2081d 12/18109d 1/15137d 2/19172d
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 0.0% 1.00 — -0.00 — 0.00/0.00 18.05 32.50 — — — — — — — — — — 1 0.0% 1.00 — -0.01 — 0.00/0.00 8.45 42.50 — — — — — — — — — — — — — — — — — — 45.00 1.80 0.00/0.00 0.00 -0.00 0.0034 -0.00 12.5% 3 — — — 0.0% 1.00 — -0.01 — 0.00/0.00 2.70 47.50 2.40 0.00/0.00 0.00 -0.00 0.0002 -0.00 3.1% 100 — — 1 3.1% 0.00 0.0057 -0.00 0.00 0.00/0.00 4.40 50.00 — — — — — — — — — — 1 6.3% 0.00 0.0000 -0.00 0.00 0.00/0.00 2.00 52.50 — — — — — — — — — — 5 12.5% 0.00 0.0000 -0.00 0.00 0.00/0.00 1.70 55.00 — — — — — — — — — — — 25.0% 0.00 0.0002 -0.00 0.00 0.00/0.00 1.20 60.00 — — — — — — — — — — 1 25.0% 0.00 0.0000 -0.00 0.00 0.00/0.00 0.55 65.00 — — — — — — — — — — — 25.0% 0.00 0.0000 -0.00 0.00 —/0.00 0.55 70.00 — — — — — — — — —
Greeks Profile 2026-09-18 · 18d · σ = 3.1%
Greek Δ Delta Γ Gamma Θ Theta V Vega
-0.08 0.21 0.50 0.79 1.08 $34 $41 $49 $56 $63 spot $48.77 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).