IV Skew
-17.8%
25Δ put − call
Expiry 9/1818d 10/1646d 11/2081d 12/18109d 1/15137d 3/19200d 12/17473d
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 1 0.0% 1.00 — -0.01 — 22.10/26.80 6.80 55.00 1.80 0.00/4.90 0.03 -0.18 0.0040 -0.09 201.3% 10 12 3 6 0.0% 1.00 — -0.01 — 23.60/28.00 23.10 60.00 2.48 0.00/4.90 0.04 -0.17 0.0052 -0.10 174.2% 1 2 40 2 401.7% 0.79 0.0035 -0.64 0.06 40.00/44.70 25.79 65.00 2.53 0.00/4.90 0.04 -0.17 0.0067 -0.12 149.0% 1 5 5 1 361.2% 0.76 0.0042 -0.62 0.06 35.10/40.00 21.00 70.00 1.65 0.00/2.80 0.04 -0.10 0.0089 -0.11 102.5% 2 50 16 100 335.4% 0.73 0.0049 -0.62 0.07 32.00/35.20 17.07 75.00 0.60 0.00/2.10 0.04 -0.08 0.0126 -0.11 74.6% 7 156 20 1 78.8% 0.79 0.0184 -0.13 0.06 11.00/14.50 11.84 80.00 1.47 0.95/2.65 0.05 -0.10 0.0194 -0.19 69.2% 1 62 25 3 74.6% 0.68 0.0239 -0.16 0.07 7.50/10.80 15.99 85.00 2.70 1.60/3.40 0.07 -0.11 0.0296 -0.29 57.5% 2 181 27 24 72.1% 0.55 0.0274 -0.16 0.08 4.60/7.90 6.20 90.00 5.45 3.90/7.30 0.08 -0.15 0.0287 -0.45 68.7% 1 33 112 23 75.3% 0.42 0.0259 -0.17 0.08 3.10/5.80 4.10 95.00 7.15 7.30/10.20 0.08 -0.15 0.0272 -0.59 71.2% 3 21 22 13 76.1% 0.31 0.0230 -0.15 0.07 1.00/5.00 2.75 100.00 11.00 10.10/14.50 0.07 -0.13 0.0240 -0.71 71.6% 70 30 29 4 84.1% 0.24 0.0185 -0.15 0.06 0.00/4.90 3.10 105.00 15.65 14.30/18.50 0.06 -0.11 0.0193 -0.80 73.4% 1 2.2k 11 2 97.7% 0.22 0.0149 -0.16 0.06 0.00/4.90 2.42 110.00 11.77 18.60/22.80 0.04 -0.08 0.0146 -0.87 73.1% 25 34 2 4 110.0% 0.20 0.0125 -0.17 0.06 0.00/4.90 2.43 115.00 — — — — — — — — — 3 3 121.7% 0.18 0.0108 -0.18 0.05 0.05/4.90 7.00 120.00 — — — — — — — — — 9 6 131.7% 0.17 0.0096 -0.19 0.05 0.00/4.90 6.00 125.00 — — — — — — — — — 1 1 141.5% 0.16 0.0086 -0.19 0.05 0.00/4.90 0.85 130.00 26.91 37.50/42.00 0.01 -0.00 0.0027 -0.98 73.0% — 20 — — — — — — — — — 155.00 48.79 62.30/67.00 0.00 0.02 0.0003 -1.00 78.9% — 10
Greeks Profile 2026-09-18 · 18d · σ = 70.4%
Greek Δ Delta Γ Gamma Θ Theta V Vega
-0.02 0.25 0.52 0.79 1.07 $63 $77 $90 $104 $117 spot $90.36 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).