IV Skew
-11.7%
25Δ put − call
Expiry 9/1818d 10/1646d 12/18109d 3/19200d
CALLS Strike PUTS OI Vol IV Δ Γ Θ V Bid/Ask Last Strike Last Bid/Ask V Θ Γ Δ IV Vol OI — 60 0.0% 1.00 — -0.00 — 0.00/0.00 28.50 22.50 0.05 0.00/0.00 0.00 -0.00 0.0000 -0.00 50.0% 12 — — 260 0.0% 1.00 — -0.00 — 0.00/0.00 26.00 25.00 0.05 0.00/0.00 0.00 -0.00 0.0000 -0.00 50.0% 16 — — 300 0.0% 1.00 — -0.00 — 0.00/0.00 21.00 30.00 0.10 0.00/0.00 0.00 -0.00 0.0000 -0.00 50.0% 10 — — 20 0.0% 1.00 — -0.00 — 0.00/0.00 16.00 35.00 0.18 0.00/0.00 0.00 -0.00 0.0003 -0.00 50.0% 5 — — 1 0.0% 1.00 — -0.00 — 0.00/0.00 9.30 40.00 0.35 0.00/0.00 0.00 -0.00 0.0000 -0.00 25.0% 7 — — 2 0.0% 1.00 — -0.01 — 0.00/0.00 3.85 45.00 0.55 0.00/0.00 0.00 -0.00 0.0001 -0.00 12.5% 1 — — 2 0.0% 1.00 — -0.01 — 0.00/0.00 2.22 50.00 4.68 0.00/0.00 0.00 -0.00 0.0000 -0.00 0.8% 1 — — 1 12.5% 0.00 0.0023 -0.00 0.00 0.00/0.00 1.56 55.00 12.66 5.20/8.10 0.04 -0.09 0.0409 -0.65 80.9% 4 34 — 24 25.0% 0.00 0.0012 -0.00 0.00 0.00/0.00 0.15 60.00 12.00 0.00/0.00 — 0.01 — -1.00 0.0% 2 — 79 1 110.9% 0.18 0.0213 -0.09 0.03 0.00/2.35 1.25 65.00 21.67 14.30/17.70 0.03 -0.09 0.0213 -0.81 115.6% 2 187 1 — 136.9% 0.18 0.0170 -0.11 0.03 0.00/2.75 11.10 70.00 21.60 0.00/0.00 — 0.01 — -1.00 0.0% 2 — 5.0k 1 118.0% 0.08 0.0116 -0.06 0.02 0.00/1.00 0.26 75.00 31.29 24.30/27.80 0.03 -0.11 0.0142 -0.84 154.2% 2 — 14 3 154.5% 0.12 0.0116 -0.10 0.02 0.00/1.95 2.95 80.00 36.44 29.30/32.70 0.03 -0.11 0.0122 -0.85 168.0% 2 — — — — — — — — — — 85.00 37.40 42.90/46.60 0.04 -0.49 0.0088 -0.55 403.1% 2 — — — — — — — — — — 90.00 41.36 47.90/51.60 0.04 -0.50 0.0084 -0.56 419.0% 2 —
Greeks Profile 2026-09-18 · 18d · σ = 0.4%
Greek Δ Delta Γ Gamma Θ Theta V Vega
-0.08 0.21 0.50 0.79 1.08 $35 $43 $50 $58 $65 spot $50.32 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).