IV Skew
81.1%
25Δ put − call
Expiry 9/1817d 12/18108d 1/15136d 3/19199d
CALLS Strike PUTS OI Vol IV Δ Γ Θ V Bid/Ask Last Strike Last Bid/Ask V Θ Γ Δ IV Vol OI — — — — — — — — — 35.00 0.38 0.00/0.25 0.00 -0.02 0.0005 -0.01 184.0% 1 5 — — — — — — — — — 40.00 1.29 0.10/4.90 0.02 -0.21 0.0022 -0.06 299.2% — 4 — — 0.0% 1.00 — -0.01 — 0.00/0.00 11.90 65.00 — — — — — — — — — — — — — — — — — — 70.00 1.55 0.00/4.80 0.05 -0.15 0.0115 -0.16 114.7% 1 2 — 1 0.0% 1.00 — -0.01 — 0.00/0.00 15.25 75.00 — — — — — — — — — — 1 0.0% 1.00 — -0.01 — 0.00/0.00 8.03 80.00 — — — — — — — — — — 1 0.0% 1.00 — -0.01 — 0.00/0.00 14.55 85.00 — — — — — — — — — 101 1 33.6% 0.31 0.0566 -0.07 0.07 1.05/1.30 7.70 90.00 — — — — — — — — — 217 17 41.9% 0.06 0.0157 -0.03 0.02 0.00/0.25 3.80 100.00 — — — — — — — — — 1 1 86.8% 0.12 0.0123 -0.10 0.04 0.85/1.25 3.20 110.00 — — — — — — — — — — — 25.0% 0.00 0.0000 -0.00 0.00 0.00/0.00 2.20 115.00 — — — — — — — — —
Greeks Profile 2026-09-18 · 17d · σ = 57.3%
Greek Δ Delta Γ Gamma Θ Theta V Vega
-0.06 0.23 0.51 0.79 1.08 $61 $74 $86 $99 $112 spot $86.49 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).