IV Skew
-1.7%
25Δ put − call
Expiry 9/1819d 10/1647d 11/2082d 2/19173d
CALLS Strike PUTS OI Vol IV Δ Γ Θ V Bid/Ask Last Strike Last Bid/Ask V Θ Γ Δ IV Vol OI 2 2 156.6% 0.97 0.0032 -0.05 0.01 27.50/30.40 20.47 35.00 0.03 0.00/0.25 0.00 -0.02 0.0018 -0.01 125.4% 10 16 1 1 119.3% 0.97 0.0042 -0.04 0.01 22.60/25.10 25.69 40.00 0.15 0.00/0.05 0.00 -0.00 0.0010 -0.00 79.7% 4 38 — 4 99.4% 0.95 0.0072 -0.04 0.01 17.80/20.10 11.00 45.00 0.03 0.00/0.05 0.00 -0.00 0.0017 -0.01 61.3% 1 467 104 100 82.8% 0.92 0.0129 -0.05 0.02 13.10/15.20 6.81 50.00 0.05 0.00/0.35 0.01 -0.02 0.0088 -0.04 60.9% 5.8k 19k 145 100 61.9% 0.87 0.0241 -0.06 0.03 8.80/9.80 9.20 55.00 0.40 0.30/0.45 0.02 -0.03 0.0229 -0.10 52.0% 1.3k 2.5k 447 114 61.2% 0.69 0.0398 -0.09 0.05 4.70/6.60 5.29 60.00 1.25 1.30/1.50 0.05 -0.06 0.0468 -0.28 49.7% 2.0k 298 1.5k 1.6k 51.3% 0.45 0.0532 -0.08 0.06 2.25/2.70 2.57 65.00 3.50 3.30/4.00 0.06 -0.07 0.0523 -0.54 52.3% 75 186 2.0k 3.8k 50.1% 0.22 0.0408 -0.06 0.04 0.90/1.00 1.00 70.00 7.20 5.60/7.80 0.05 -0.06 0.0384 -0.74 58.0% 36 37 1.1k 887 52.3% 0.09 0.0223 -0.03 0.02 0.30/0.45 0.35 75.00 11.37 10.30/12.20 0.03 -0.05 0.0248 -0.86 63.4% 2 — 211 127 54.8% 0.04 0.0106 -0.02 0.01 0.10/0.20 0.11 80.00 24.63 14.70/17.00 0.02 -0.04 0.0164 -0.90 72.4% 1 — 23 16 61.7% 0.02 0.0063 -0.01 0.01 0.00/0.20 0.10 85.00 22.10 20.00/22.30 0.03 -0.06 0.0138 -0.89 96.1% 4 — 2 5 89.2% 0.05 0.0086 -0.04 0.02 0.00/0.70 0.05 90.00 — — — — — — — — — 2 70 73.0% 0.01 0.0026 -0.01 0.00 0.00/0.10 0.06 95.00 — — — — — — — — —
Greeks Profile 2026-09-18 · 19d · σ = 51.8%
Greek Δ Delta Γ Gamma Θ Theta V Vega
-0.06 0.22 0.51 0.79 1.08 $44 $54 $64 $73 $83 spot $63.53 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).