IV Skew
6.2%
25Δ put − call
Expiry 9/1817d 11/2080d 12/18108d 2/19171d
CALLS Strike PUTS OI Vol IV Δ Γ Θ V Bid/Ask Last Strike Last Bid/Ask V Θ Γ Δ IV Vol OI — 5 0.0% 1.00 — -0.01 — 0.00/0.00 30.00 45.00 — — — — — — — — — — — — — — — — — — 70.00 0.95 0.00/0.00 0.00 -0.00 0.0000 -0.00 12.5% 4 — — — 0.0% 1.00 — -0.01 — 0.00/0.00 6.60 75.00 0.70 0.00/0.00 0.00 -0.00 0.0004 -0.00 6.3% 200 — — — — — — — — — — 80.00 5.10 0.00/0.00 — 0.01 — -1.00 0.0% — — — — 25.0% 0.00 0.0000 -0.00 0.00 0.00/0.00 1.45 105.00 — — — — — — — — — — 1 25.0% 0.00 0.0000 -0.00 0.00 0.00/0.00 0.90 110.00 19.00 0.00/0.00 — 0.01 — -1.00 0.0% 20 — 1 — 180.3% 0.16 0.0080 -0.22 0.04 0.00/4.80 1.40 125.00 — — — — — — — — — 2 1 189.9% 0.15 0.0074 -0.23 0.04 0.00/4.80 0.85 130.00 — — — — — — — — —
Greeks Profile 2026-09-18 · 17d · σ = 0.0%
Greek Δ Delta Γ Gamma Θ Theta V Vega
-0.08 0.21 0.50 0.79 1.08 $55 $67 $79 $90 $102 spot $78.65 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).