IV Skew
12.6%
25Δ put − call
Expiry 9/1817d 10/1645d 12/18108d 1/15136d 3/19199d 1/21507d
CALLS Strike PUTS OI Vol IV Δ Γ Θ V Bid/Ask Last Strike Last Bid/Ask V Θ Γ Δ IV Vol OI 51 1 91.2% 0.96 0.0060 -0.04 0.01 17.20/20.90 17.94 47.50 0.38 0.00/0.75 0.01 -0.04 0.0068 -0.05 98.0% 1 3 12 10 109.2% 0.91 0.0106 -0.08 0.02 14.80/17.20 16.19 50.00 0.38 0.00/2.15 0.03 -0.08 0.0108 -0.10 114.7% 1 5 200 1 70.9% 0.95 0.0107 -0.04 0.02 12.20/16.00 12.80 52.50 4.20 0.10/0.55 0.02 -0.03 0.0108 -0.05 71.2% — 3 98 5 95.4% 0.85 0.0174 -0.10 0.03 10.10/12.70 11.50 55.00 0.80 0.00/1.85 0.03 -0.07 0.0175 -0.12 81.4% 7 110 73 5 85.2% 0.81 0.0223 -0.10 0.04 7.80/10.40 8.53 57.50 0.35 0.00/0.85 0.02 -0.04 0.0219 -0.09 52.4% 80 134 205 28 61.0% 0.80 0.0322 -0.08 0.04 6.00/7.50 8.80 60.00 1.05 0.10/2.20 0.04 -0.07 0.0325 -0.20 59.4% 3 32 69 3 81.6% 0.67 0.0311 -0.13 0.05 3.00/6.90 4.40 62.50 1.36 0.80/1.90 0.05 -0.08 0.0407 -0.29 59.2% 3 26 104 4 50.1% 0.60 0.0539 -0.09 0.06 1.95/5.40 2.84 65.00 2.10 0.60/2.30 0.06 -0.08 0.0556 -0.40 48.5% 67 245 110 20 51.3% 0.46 0.0541 -0.09 0.06 1.85/2.55 2.05 67.50 2.90 1.80/3.40 0.06 -0.07 0.0614 -0.55 45.1% 351 367 391 35 46.6% 0.32 0.0536 -0.07 0.05 1.05/1.40 1.05 70.00 — — — — — — — — — 21 2 48.4% 0.22 0.0423 -0.06 0.04 0.55/0.90 1.21 72.50 — — — — — — — — — 159 1 49.5% 0.14 0.0313 -0.05 0.03 0.35/0.55 0.40 75.00 — — — — — — — — — 3 2 56.4% 0.07 0.0169 -0.03 0.02 0.00/0.60 0.35 80.00 — — — — — — — — — 1.2k 115 58.8% 0.03 0.0081 -0.02 0.01 0.05/0.20 0.15 85.00 — — — — — — — — —
Greeks Profile 2026-09-18 · 17d · σ = 48.2%
Greek Δ Delta Γ Gamma Θ Theta V Vega
-0.07 0.22 0.50 0.79 1.08 $46 $56 $66 $76 $86 spot $66.28 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).