IV Skew
2.0%
25Δ put − call
Expiry 9/1818d 10/1646d 12/18109d 1/15137d 3/19200d 4/16228d 9/17382d 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 1 — 0.0% 1.00 — -0.01 — 25.50/30.50 29.00 75.00 0.05 0.00/2.15 0.03 -0.10 0.0038 -0.06 124.5% 2 76 — 75 231.8% 0.82 0.0046 -0.43 0.07 37.90/41.30 29.20 80.00 0.06 0.00/0.20 0.01 -0.01 0.0018 -0.01 67.6% 2 756 8 3 0.0% 1.00 — -0.01 — 8.40/10.00 12.27 85.00 0.04 0.00/0.15 0.01 -0.01 0.0020 -0.01 54.1% 2 229 50 10 66.2% 0.94 0.0076 -0.07 0.03 20.20/23.50 23.70 90.00 0.05 0.00/0.25 0.02 -0.03 0.0055 -0.03 54.2% 4 193 222 1 83.3% 0.83 0.0123 -0.15 0.06 14.50/18.60 15.45 95.00 0.10 0.00/0.10 0.01 -0.01 0.0055 -0.02 35.8% 44 214 252 1 55.1% 0.83 0.0187 -0.11 0.06 10.70/12.80 12.60 100.00 0.15 0.10/0.45 0.04 -0.04 0.0170 -0.08 36.3% 2 674 671 1 40.0% 0.76 0.0312 -0.09 0.08 5.90/7.90 8.20 105.00 0.58 0.35/0.80 0.06 -0.05 0.0350 -0.17 28.9% 52 2.4k 1.3k 2 33.4% 0.59 0.0473 -0.10 0.10 2.40/4.10 3.90 110.00 1.70 1.60/3.00 0.10 -0.09 0.0455 -0.42 34.7% 5 1.7k 599 4 26.9% 0.31 0.0532 -0.07 0.09 0.30/1.35 1.39 115.00 4.70 3.40/6.80 0.10 -0.11 0.0352 -0.60 44.3% 2 685 1.5k 10 23.6% 0.08 0.0265 -0.03 0.04 0.00/0.25 0.17 120.00 8.71 7.80/11.10 0.08 -0.11 0.0261 -0.72 52.6% 2 22 189 1 27.2% 0.03 0.0105 -0.01 0.02 0.05/0.10 0.07 125.00 14.50 12.70/16.60 0.08 -0.15 0.0184 -0.74 71.6% 3 6 295 1 59.4% 0.14 0.0149 -0.09 0.05 0.00/1.10 1.37 130.00 26.49 11.90/14.40 — 0.02 — -1.00 0.0% — — 135 4 48.4% 0.04 0.0075 -0.03 0.02 0.00/0.25 0.05 135.00 20.46 21.80/25.80 0.06 -0.13 0.0124 -0.83 83.7% 12 21 27 2 63.2% 0.06 0.0077 -0.05 0.03 0.00/0.95 0.10 140.00 51.51 41.40/45.40 0.10 -0.61 0.0069 -0.58 230.3% 1 — 1 1 85.1% 0.10 0.0082 -0.10 0.04 0.00/2.15 0.49 145.00 — — — — — — — — — 10 1 80.3% 0.06 0.0058 -0.06 0.03 0.00/1.15 0.05 150.00 — — — — — — — — —
Greeks Profile 2026-09-18 · 18d · σ = 34.0%
Greek Δ Delta Γ Gamma Θ Theta V Vega
-0.08 0.21 0.50 0.79 1.08 $78 $95 $111 $128 $145 spot $111.24 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).