IV Skew
-12.1%
25Δ put − call
Expiry 9/1818d 10/1646d 1/15137d 4/16228d 1/21508d
CALLS Strike PUTS OI Vol IV Δ Γ Θ V Bid/Ask Last Strike Last Bid/Ask V Θ Γ Δ IV Vol OI 3 — 259.6% 0.97 0.0019 -0.06 0.01 33.80/37.90 32.58 22.50 — — — — — — — — — — — — — — — — — — 25.00 0.50 0.00/0.00 0.00 -0.00 0.0000 -0.00 50.0% — — — — — — — — — — — 35.00 0.58 0.00/0.75 0.01 -0.04 0.0045 -0.04 138.1% 2 3 3 3 0.0% 1.00 — -0.00 — 8.90/13.10 8.40 40.00 0.60 0.00/1.15 0.02 -0.05 0.0080 -0.06 118.8% 1 1 49 1 89.4% 0.91 0.0136 -0.05 0.02 12.10/14.70 11.25 45.00 0.25 0.00/0.95 0.02 -0.04 0.0129 -0.07 83.7% 2 33 59 1 74.1% 0.84 0.0260 -0.07 0.03 7.60/10.10 10.30 50.00 0.41 0.00/1.80 0.03 -0.06 0.0263 -0.15 69.8% 1 476 43 9 60.0% 0.68 0.0467 -0.08 0.05 3.90/5.60 4.80 55.00 1.65 1.30/2.00 0.05 -0.07 0.0511 -0.31 53.8% 23 74 1.2k 405 65.9% 0.43 0.0465 -0.10 0.05 1.55/3.70 2.30 60.00 3.40 2.80/5.00 0.05 -0.09 0.0444 -0.56 69.1% 11 20 2.1k 21 64.4% 0.23 0.0369 -0.07 0.04 0.45/1.85 0.99 65.00 — — — — — — — — — 15 11 60.8% 0.09 0.0210 -0.04 0.02 0.00/0.75 0.35 70.00 — — — — — — — — — 54 3 69.6% 0.06 0.0125 -0.03 0.01 0.05/0.45 0.20 75.00 — — — — — — — — — 3 3 89.8% 0.06 0.0109 -0.04 0.02 0.00/0.75 0.79 80.00 — — — — — — — — —
Greeks Profile 2026-09-18 · 18d · σ = 67.5%
Greek Δ Delta Γ Gamma Θ Theta V Vega
-0.03 0.25 0.52 0.79 1.07 $40 $49 $58 $66 $75 spot $57.80 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).