IV Skew
3.1%
25Δ put − call
Expiry 9/1818d 10/1646d 11/2081d 12/18109d 3/19200d
CALLS Strike PUTS OI Vol IV Δ Γ Θ V Bid/Ask Last Strike Last Bid/Ask V Θ Γ Δ IV Vol OI — — — — — — — — — 85.00 1.95 0.00/2.55 0.04 -0.12 0.0042 -0.07 119.4% 1 2 — — — — — — — — — 90.00 0.10 0.00/0.00 0.00 -0.00 0.0000 -0.00 25.0% 2 — — — — — — — — — — 95.00 0.35 0.00/0.00 0.00 -0.00 0.0000 -0.00 25.0% 5 — — — 0.0% 1.00 — -0.01 — 0.00/0.00 31.76 100.00 0.29 0.00/0.00 0.00 -0.00 0.0001 -0.00 25.0% 1 — 4 1 246.9% 0.70 0.0052 -0.64 0.09 32.40/35.00 11.30 105.00 0.25 0.00/0.00 0.00 -0.00 0.0000 -0.00 12.5% 1 — — 1 0.0% 1.00 — -0.01 — 0.00/0.00 5.47 110.00 0.75 0.00/0.00 0.00 -0.00 0.0003 -0.00 12.5% 1 — — 1 0.0% 1.00 — -0.01 — 0.00/0.00 8.25 115.00 1.36 0.00/0.00 0.00 -0.00 0.0002 -0.00 6.3% 1 — 4 9 200.1% 0.60 0.0072 -0.58 0.10 20.80/23.50 9.20 120.00 3.50 0.00/0.00 0.00 -0.00 0.0000 -0.00 0.8% 41 — — 2 3.1% 0.00 0.0000 -0.00 0.00 0.00/0.00 4.36 125.00 6.68 0.00/0.00 — 0.02 — -1.00 0.0% 40 — — 1 6.3% 0.00 0.0000 -0.00 0.00 0.00/0.00 1.47 130.00 7.70 0.00/0.00 — 0.02 — -1.00 0.0% 1 — — 1 12.5% 0.00 0.0001 -0.00 0.00 0.00/0.00 0.86 135.00 6.10 0.00/0.00 — 0.02 — -1.00 0.0% 13 — — 2 12.5% 0.00 0.0000 -0.00 0.00 0.00/0.00 0.50 140.00 17.00 0.00/0.00 — 0.02 — -1.00 0.0% 2 — — 2 12.5% 0.00 0.0000 -0.00 0.00 0.00/0.00 0.35 145.00 — — — — — — — — — — 2 25.0% 0.00 0.0000 -0.00 0.00 0.00/0.00 0.30 150.00 — — — — — — — — — — 3 25.0% 0.00 0.0000 -0.00 0.00 0.00/0.00 0.66 155.00 — — — — — — — — — — 1 25.0% 0.00 0.0000 -0.00 0.00 0.00/0.00 1.02 160.00 — — — — — — — — —
Greeks Profile 2026-09-18 · 18d · σ = 100.4%
Greek Δ Delta Γ Gamma Θ Theta V Vega
0.08 0.32 0.55 0.79 1.02 $85 $103 $121 $139 $157 spot $120.82 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).