IV Skew
-7.1%
25Δ put − call
Expiry 9/1817d 10/1645d 12/18108d 3/19199d
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 0.0% 1.00 — -0.01 — 0.00/0.00 35.50 45.00 — — — — — — — — — — — 0.0% 1.00 — -0.01 — 0.00/0.00 21.76 50.00 — — — — — — — — — — — — — — — — — — 55.00 1.20 0.00/0.10 0.00 -0.01 0.0035 -0.01 58.2% — 2 10 — 74.9% 0.89 0.0157 -0.07 0.03 12.20/13.80 20.94 60.00 0.51 0.20/0.80 0.02 -0.05 0.0149 -0.09 67.3% 4 13 6 — 212.3% 0.68 0.0108 -0.35 0.06 15.50/18.00 10.60 65.00 1.34 0.90/2.30 0.05 -0.09 0.0266 -0.22 70.8% 7 41 5 2 64.5% 0.62 0.0378 -0.12 0.06 4.70/5.90 5.63 70.00 3.50 1.90/3.70 0.06 -0.10 0.0398 -0.37 60.9% 8 30 6.2k 530 67.9% 0.43 0.0371 -0.13 0.06 3.00/3.40 3.04 75.00 2.90 5.10/6.30 0.06 -0.11 0.0390 -0.57 64.5% 1 29 563 16 60.0% 0.24 0.0333 -0.09 0.05 0.90/1.70 1.55 80.00 9.90 8.60/9.70 0.05 -0.08 0.0327 -0.75 62.5% 127 132 6.6k 1.1k 54.6% 0.10 0.0201 -0.04 0.03 0.15/0.40 0.35 85.00 13.90 12.40/13.90 0.03 -0.04 0.0205 -0.90 55.7% 15 15 26 2 64.9% 0.07 0.0132 -0.04 0.02 0.00/0.65 0.55 90.00 23.02 0.00/0.00 — 0.01 — -1.00 0.0% — — 15 4 76.8% 0.06 0.0100 -0.04 0.02 0.00/0.65 0.05 95.00 — — — — — — — — — 7 1 115.1% 0.12 0.0112 -0.11 0.03 0.00/2.10 0.65 100.00 30.80 0.00/0.00 — 0.01 — -1.00 0.0% — — 3 1 168.0% 0.20 0.0107 -0.22 0.04 1.35/4.00 1.30 105.00 — — — — — — — — — 3 1 168.8% 0.17 0.0095 -0.20 0.04 0.75/3.60 0.95 110.00 — — — — — — — — —
Greeks Profile 2026-09-18 · 17d · σ = 62.7%
Greek Δ Delta Γ Gamma Θ Theta V Vega
-0.05 0.23 0.51 0.79 1.07 $51 $61 $72 $83 $94 spot $72.28 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).