IV Skew
-2.4%
25Δ put − call
Expiry 9/1819d 10/1647d 11/2082d 1/15138d 2/19173d 1/21509d
CALLS Strike PUTS OI Vol IV Δ Γ Θ V Bid/Ask Last Strike Last Bid/Ask V Θ Γ Δ IV Vol OI 13 2 76.4% 0.92 0.0159 -0.04 0.02 9.50/13.20 8.95 43.00 0.15 0.00/0.45 0.01 -0.02 0.0136 -0.05 65.3% 1 7 1 — 85.0% 0.88 0.0195 -0.06 0.03 9.10/12.30 5.00 44.00 0.83 0.05/2.20 0.03 -0.07 0.0194 -0.15 97.4% 1 3 30 5 80.1% 0.86 0.0222 -0.06 0.03 8.20/11.30 10.30 45.00 0.25 0.00/0.60 0.02 -0.03 0.0197 -0.08 58.9% 16 85 2 — 51.9% 0.92 0.0227 -0.03 0.02 6.60/9.80 6.60 46.00 0.85 0.20/2.40 0.03 -0.07 0.0245 -0.18 88.3% 1 14 5 4 65.2% 0.84 0.0297 -0.06 0.03 6.00/9.40 4.50 47.00 0.37 0.00/0.55 0.03 -0.04 0.0297 -0.13 57.8% 1 106 53 1 79.3% 0.77 0.0309 -0.08 0.04 6.20/8.70 9.11 48.00 0.50 0.35/2.65 0.04 -0.08 0.0310 -0.23 78.8% 6 28 24 2 69.2% 0.76 0.0367 -0.07 0.04 5.40/7.30 6.30 49.00 0.63 0.00/2.85 0.04 -0.07 0.0366 -0.24 69.3% 1 42 711 16 77.7% 0.70 0.0363 -0.09 0.04 5.00/7.10 5.40 50.00 1.00 0.90/1.05 0.04 -0.05 0.0489 -0.23 50.7% 43 556 752 219 53.1% 0.47 0.0608 -0.07 0.05 2.00/2.40 2.22 55.00 3.10 2.55/4.00 0.05 -0.06 0.0607 -0.53 53.2% 226 619 1.8k 55 59.2% 0.24 0.0427 -0.06 0.04 0.80/1.20 0.90 60.00 6.20 4.70/8.60 0.05 -0.11 0.0321 -0.65 94.0% 49 62 2.4k 1.1k 65.9% 0.12 0.0254 -0.04 0.03 0.45/0.55 0.50 65.00 — — — — — — — — — 1.0k 196 69.1% 0.06 0.0139 -0.03 0.01 0.10/0.35 0.20 70.00 — — — — — — — — — 655 432 96.1% 0.08 0.0129 -0.05 0.02 0.15/0.75 0.20 75.00 — — — — — — — — — 257 1 123.6% 0.11 0.0120 -0.07 0.02 0.10/1.40 0.13 80.00 — — — — — — — — — 5 4 106.4% 0.04 0.0067 -0.03 0.01 0.05/0.40 0.15 85.00 — — — — — — — — —
Greeks Profile 2026-09-18 · 19d · σ = 53.2%
Greek Δ Delta Γ Gamma Θ Theta V Vega
-0.06 0.22 0.51 0.79 1.08 $38 $46 $54 $62 $70 spot $53.93 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).