IV Skew
2.6%
25Δ put − call
Expiry 9/1819d 10/1647d 12/18110d 1/15138d 3/19201d 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 — — — — — — — — — 40.00 0.20 0.00/0.45 0.01 -0.03 0.0016 -0.02 145.5% 11 11 — — — — — — — — — 50.00 0.23 0.00/0.75 0.01 -0.04 0.0038 -0.03 111.8% 1 1 1 — 112.3% 0.93 0.0070 -0.08 0.02 20.30/22.90 23.55 55.00 0.36 0.00/0.75 0.02 -0.04 0.0055 -0.04 90.9% 1 2 — — — — — — — — — 60.00 0.15 0.00/0.75 0.02 -0.03 0.0084 -0.05 71.4% 1 26 15 1 86.0% 0.84 0.0164 -0.10 0.04 10.50/13.70 13.49 65.00 0.20 0.00/0.75 0.02 -0.03 0.0142 -0.07 52.8% 3 85 — — — — — — — — — 70.00 0.64 0.20/0.90 0.04 -0.05 0.0303 -0.17 46.7% 35 181 23 1 45.3% 0.63 0.0474 -0.08 0.07 3.80/4.40 6.00 75.00 1.90 1.65/2.30 0.07 -0.07 0.0486 -0.37 44.1% 1 77 1.0k 1 41.5% 0.37 0.0518 -0.08 0.07 1.00/1.85 1.50 80.00 3.50 3.90/5.00 0.07 -0.07 0.0493 -0.62 43.9% 5 29 122 1 43.9% 0.18 0.0342 -0.06 0.05 0.05/0.80 0.40 85.00 8.00 7.60/9.60 0.06 -0.08 0.0313 -0.74 58.6% 1 10 194 2 52.6% 0.11 0.0206 -0.05 0.03 0.00/0.55 0.15 90.00 10.60 11.60/14.40 0.05 -0.08 0.0220 -0.80 71.7% 2 9 60 3 57.3% 0.06 0.0125 -0.03 0.02 0.00/0.65 0.10 95.00 15.90 16.90/19.30 0.04 -0.08 0.0166 -0.84 84.0% 3 15 39 1 69.8% 0.06 0.0099 -0.04 0.02 0.00/0.75 0.10 100.00 23.15 22.00/25.00 0.03 -0.04 0.0110 -0.92 75.2% 2 55 — 1 25.0% 0.00 0.0000 -0.00 0.00 0.00/0.00 0.10 105.00 28.97 0.00/0.00 — 0.01 — -1.00 0.0% 3 — 23 14 97.7% 0.07 0.0078 -0.06 0.02 0.05/1.15 0.56 110.00 32.84 32.00/34.50 0.01 -0.02 0.0057 -0.96 83.2% 15 1 17 1 84.8% 0.02 0.0039 -0.02 0.01 0.00/0.35 0.20 115.00 13.55 32.80/35.40 — 0.01 — -1.00 0.0% 1 3
Greeks Profile 2026-09-18 · 19d · σ = 44.7%
Greek Δ Delta Γ Gamma Θ Theta V Vega
-0.07 0.21 0.50 0.79 1.08 $54 $65 $77 $89 $100 spot $77.02 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).