IV Skew
3.1%
25Δ put − call
Expiry 9/1819d 10/1647d 11/2082d 12/18110d 1/15138d 3/19201d 12/17474d
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 1 104.6% 0.74 0.0128 -0.23 0.08 15.00/19.20 17.30 95.00 — — — — — — — — — 2 1 69.5% 0.70 0.0204 -0.16 0.08 6.90/10.90 18.60 100.00 1.57 0.00/2.60 0.08 -0.12 0.0239 -0.27 56.4% 3 4 — — — — — — — — — 105.00 2.64 1.55/5.50 0.10 -0.16 0.0241 -0.41 66.0% 1 1 10 10 67.3% 0.47 0.0242 -0.18 0.10 1.90/5.50 5.47 110.00 4.80 4.80/8.00 0.10 -0.16 0.0254 -0.54 64.0% 1 3 320 1 53.4% 0.31 0.0270 -0.12 0.09 0.65/4.30 9.10 115.00 6.50 8.00/11.30 0.09 -0.14 0.0235 -0.65 64.4% 2 4 7 2 62.6% 0.24 0.0203 -0.13 0.08 0.00/2.10 1.20 120.00 — — — — — — — — — 11 6 66.0% 0.18 0.0160 -0.11 0.06 0.00/3.00 1.56 125.00 — — — — — — — — — 2 1 73.4% 0.15 0.0127 -0.11 0.06 0.00/2.65 2.67 130.00 — — — — — — — — — 2 1 80.9% 0.13 0.0105 -0.11 0.05 0.00/2.45 1.75 135.00 — — — — — — — — — 1 — 88.5% 0.11 0.0089 -0.11 0.05 0.00/2.35 1.15 140.00 — — — — — — — — — 1 — 102.9% 0.10 0.0068 -0.11 0.04 0.00/2.25 0.90 150.00 — — — — — — — — —
Greeks Profile 2026-09-18 · 19d · σ = 66.7%
Greek Δ Delta Γ Gamma Θ Theta V Vega
-0.02 0.25 0.52 0.79 1.07 $75 $91 $107 $123 $139 spot $107.17 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).