IV Skew
23.9%
25Δ put − call
Expiry 9/1819d 10/1647d 12/18110d 1/15138d 4/16229d
CALLS Strike PUTS OI Vol IV Δ Γ Θ V Bid/Ask Last Strike Last Bid/Ask V Θ Γ Δ IV Vol OI — 1 123.0% 0.80 0.0163 -0.13 0.04 8.50/13.30 11.00 50.00 — — — — — — — — — — 1 89.3% 0.73 0.0267 -0.11 0.05 3.60/8.40 4.50 55.00 0.32 0.00/1.00 0.04 -0.05 0.0351 -0.19 55.7% — 1 9 1 82.0% 0.66 0.0322 -0.11 0.05 1.65/6.50 5.30 57.50 0.70 0.15/4.80 0.05 -0.09 0.0374 -0.33 69.4% 1 6 87 3 68.6% 0.57 0.0412 -0.10 0.05 0.90/4.40 2.95 60.00 1.25 1.25/1.50 0.05 -0.04 0.0849 -0.40 32.8% 330 315 130 1 55.3% 0.45 0.0515 -0.08 0.05 0.00/2.50 1.49 62.50 2.22 0.30/4.90 0.06 -0.09 0.0420 -0.53 68.2% 3 3 1.0k 2 45.5% 0.29 0.0539 -0.06 0.05 0.00/1.15 0.55 65.00 — — — — — — — — — 4 3 69.7% 0.22 0.0303 -0.08 0.04 0.00/2.45 1.15 70.00 — — — — — — — — — 4 1 134.2% 0.23 0.0164 -0.15 0.04 0.00/4.90 1.00 80.00 — — — — — — — — —
Greeks Profile 2026-09-18 · 19d · σ = 50.7%
Greek Δ Delta Γ Gamma Θ Theta V Vega
-0.06 0.22 0.51 0.79 1.08 $43 $52 $61 $70 $79 spot $60.85 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).