IV Skew
7.4%
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 — — — — — — — — — 50.00 0.95 0.00/0.00 0.00 -0.00 0.0000 -0.00 50.0% 1 — — — — — — — — — — 55.00 0.67 0.00/2.15 0.02 -0.09 0.0038 -0.06 150.3% 1 8 — — — — — — — — — 60.00 0.98 0.00/2.20 0.03 -0.09 0.0051 -0.07 128.9% 1 13 — — — — — — — — — 65.00 1.05 0.00/1.75 0.03 -0.07 0.0066 -0.07 101.3% — 1 — 3 0.0% 1.00 — -0.01 — 0.00/0.00 13.70 70.00 1.55 0.00/2.35 0.04 -0.08 0.0098 -0.10 90.0% — 1 5 5 66.2% 0.88 0.0145 -0.08 0.04 13.40/15.90 5.90 75.00 0.57 0.00/2.45 0.04 -0.08 0.0147 -0.13 71.7% 3 4 1 1 69.9% 0.77 0.0215 -0.12 0.06 9.60/12.40 8.95 80.00 1.09 0.50/1.30 0.05 -0.07 0.0240 -0.18 53.7% 1 9 437 2 63.3% 0.65 0.0289 -0.13 0.08 3.70/7.30 5.40 85.00 1.87 0.10/2.40 0.07 -0.09 0.0370 -0.32 47.8% 1 3 20 12 51.8% 0.48 0.0380 -0.11 0.08 0.80/3.80 2.30 90.00 5.60 2.15/4.70 0.08 -0.09 0.0420 -0.53 46.9% — 3 18 14 40.4% 0.25 0.0388 -0.07 0.06 0.00/1.25 0.80 95.00 8.40 5.50/8.30 0.07 -0.09 0.0341 -0.70 50.6% 2 3 6 1 46.4% 0.14 0.0242 -0.06 0.05 0.00/0.75 0.30 100.00 — — — — — — — — — 1 — 75.5% 0.19 0.0177 -0.11 0.05 0.90/2.40 1.20 105.00 — — — — — — — — — 1 — 77.1% 0.13 0.0136 -0.09 0.04 0.00/2.20 1.62 110.00 — — — — — — — — — 1 — 98.9% 0.15 0.0117 -0.13 0.05 0.10/3.20 0.70 115.00 — — — — — — — — —
Greeks Profile 2026-09-18 · 19d · σ = 49.4%
Greek Δ Delta Γ Gamma Θ Theta V Vega
-0.07 0.22 0.51 0.79 1.08 $62 $75 $89 $102 $115 spot $88.68 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).