IV Skew
0.0%
25Δ put − call
Expiry 9/1819d 10/1647d 12/18110d 3/19201d
CALLS Strike PUTS OI Vol IV Δ Γ Θ V Bid/Ask Last Strike Last Bid/Ask V Θ Γ Δ IV Vol OI 18 5 118.6% 0.97 0.0028 -0.06 0.02 33.50/37.50 47.49 60.00 0.10 0.00/2.15 0.03 -0.10 0.0038 -0.06 146.8% 2 787 1 1 103.3% 0.96 0.0039 -0.06 0.02 28.60/32.50 46.15 65.00 0.15 0.00/2.20 0.03 -0.10 0.0049 -0.07 126.9% 1 14 4 1 88.6% 0.95 0.0055 -0.06 0.02 23.70/27.50 41.12 70.00 0.63 0.00/1.00 0.02 -0.05 0.0055 -0.05 87.8% 1 39 57 1 77.1% 0.93 0.0083 -0.07 0.03 18.80/22.70 38.10 75.00 0.30 0.05/2.00 0.04 -0.08 0.0090 -0.10 86.8% 51 68 117 1 53.5% 0.93 0.0112 -0.05 0.03 14.00/17.00 27.60 80.00 0.30 0.15/0.70 0.03 -0.04 0.0113 -0.07 53.7% 12 149 59 2 60.0% 0.82 0.0204 -0.10 0.06 9.80/13.40 11.20 85.00 1.05 0.50/2.25 0.06 -0.08 0.0206 -0.17 57.6% 1 20 209 40 53.5% 0.70 0.0299 -0.11 0.08 6.70/8.50 8.69 90.00 2.80 1.60/4.10 0.08 -0.11 0.0281 -0.31 57.7% 27 22 113 1 57.1% 0.54 0.0321 -0.14 0.09 2.45/5.10 5.00 95.00 3.45 2.90/6.00 0.09 -0.11 0.0362 -0.47 50.6% 2 6 405 57 57.7% 0.38 0.0305 -0.13 0.08 1.90/4.40 2.40 100.00 3.13 5.70/7.70 0.08 -0.11 0.0326 -0.63 53.3% 10 26 44 3 61.0% 0.27 0.0248 -0.12 0.07 0.00/2.05 1.33 105.00 8.77 9.10/12.90 0.08 -0.14 0.0222 -0.69 73.2% 2 3 879 4 54.1% 0.14 0.0186 -0.07 0.05 0.20/0.80 0.64 110.00 12.05 13.30/16.30 0.06 -0.09 0.0190 -0.82 64.6% 1 535 96 1 52.1% 0.06 0.0111 -0.04 0.03 0.00/0.65 0.60 115.00 14.02 20.00/22.40 0.05 -0.09 0.0147 -0.85 74.7% 1 8 184 5 58.8% 0.05 0.0080 -0.03 0.02 0.00/0.55 0.28 120.00 23.20 22.90/26.80 0.06 -0.13 0.0123 -0.83 96.4% 1 49 23 1 81.3% 0.09 0.0089 -0.07 0.03 0.00/1.40 0.50 125.00 15.58 28.00/31.90 0.05 -0.14 0.0106 -0.83 108.6% 1 14 652 5 76.6% 0.05 0.0058 -0.04 0.02 0.05/0.60 0.10 130.00 31.68 33.20/36.70 0.00 0.01 0.0016 -0.99 53.9% 7 38 169 2 78.5% 0.03 0.0042 -0.03 0.02 0.00/0.45 0.79 135.00 18.50 39.30/43.30 0.04 -0.11 0.0078 -0.88 115.2% 2 2
Greeks Profile 2026-09-18 · 19d · σ = 53.8%
Greek Δ Delta Γ Gamma Θ Theta V Vega
-0.06 0.23 0.51 0.79 1.08 $67 $81 $95 $109 $124 spot $95.08 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).