IV Skew
-15.4%
25Δ put − call
Expiry 9/1818d 10/1646d 12/18109d 1/15137d 4/16228d 1/21508d
CALLS Strike PUTS OI Vol IV Δ Γ Θ V Bid/Ask Last Strike Last Bid/Ask V Θ Γ Δ IV Vol OI — — — — — — — — — 50.00 0.60 0.00/2.15 0.02 -0.11 0.0030 -0.05 182.7% 1 18 — — — — — — — — — 55.00 0.65 0.00/1.25 0.02 -0.07 0.0034 -0.04 138.0% 1 23 1 1 111.9% 0.95 0.0043 -0.06 0.02 27.10/30.80 21.40 60.00 0.27 0.00/0.50 0.01 -0.03 0.0033 -0.03 96.5% 7 182 1 1 92.8% 0.95 0.0060 -0.06 0.02 22.10/25.80 16.00 65.00 0.15 0.00/0.55 0.02 -0.03 0.0048 -0.03 80.9% 10 506 59 10 87.2% 0.91 0.0098 -0.09 0.03 17.80/20.90 23.66 70.00 0.10 0.10/0.95 0.03 -0.05 0.0088 -0.07 74.8% 6 197 34 4 68.8% 0.88 0.0149 -0.08 0.04 12.60/16.20 15.60 75.00 0.36 0.05/0.80 0.03 -0.04 0.0131 -0.07 54.1% 10 113 120 3 63.6% 0.79 0.0233 -0.11 0.06 8.50/11.90 13.54 80.00 1.05 0.50/1.15 0.05 -0.07 0.0249 -0.18 52.8% 20 5.8k 321 5 60.1% 0.65 0.0315 -0.13 0.07 5.00/8.30 10.57 85.00 2.20 1.90/3.20 0.07 -0.10 0.0363 -0.34 51.2% 9 3.1k 220 11 61.6% 0.48 0.0330 -0.14 0.08 2.80/5.70 4.00 90.00 4.30 3.70/6.60 0.08 -0.11 0.0381 -0.53 53.2% 30 115 473 40 66.6% 0.35 0.0282 -0.14 0.07 1.85/3.90 1.90 95.00 7.37 7.20/10.00 0.07 -0.10 0.0325 -0.69 55.0% 5 41 3.2k 21 56.0% 0.18 0.0240 -0.08 0.05 0.30/1.85 0.95 100.00 9.16 10.20/13.90 0.06 -0.13 0.0218 -0.73 76.6% 1 6 290 9 55.8% 0.10 0.0155 -0.05 0.03 0.00/1.00 0.46 105.00 — — — — — — — — — 288 3 62.2% 0.07 0.0107 -0.04 0.03 0.00/0.75 0.23 110.00 — — — — — — — — — 100 6 63.5% 0.04 0.0066 -0.03 0.02 0.00/0.40 0.20 115.00 — — — — — — — — — 115 1 71.5% 0.03 0.0053 -0.03 0.01 0.00/0.40 0.05 120.00 — — — — — — — — —
Greeks Profile 2026-09-18 · 18d · σ = 57.4%
Greek Δ Delta Γ Gamma Θ Theta V Vega
-0.05 0.23 0.51 0.79 1.08 $62 $75 $88 $102 $115 spot $88.43 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).