IV Skew
-9.5%
25Δ put − call
Expiry 9/1818d 10/1646d 1/15137d 4/16228d
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 69.2% 0.96 0.0056 -0.05 0.02 22.50/26.00 21.26 85.00 — — — — — — — — — 10 10 59.2% 0.94 0.0086 -0.06 0.03 18.60/20.10 19.50 90.00 1.90 0.00/1.15 0.03 -0.06 0.0091 -0.07 62.0% 1 6 — — — — — — — — — 95.00 0.15 0.00/0.95 0.05 -0.07 0.0148 -0.12 56.0% 1 7 14 3 49.4% 0.80 0.0233 -0.10 0.07 8.00/10.40 5.33 100.00 0.50 0.20/0.50 0.05 -0.04 0.0235 -0.11 32.8% 4 22 6 1 39.7% 0.68 0.0371 -0.10 0.09 3.90/6.10 5.10 105.00 1.50 0.30/2.05 0.09 -0.08 0.0386 -0.31 37.7% 2 20 831 1 42.6% 0.48 0.0387 -0.12 0.10 0.80/3.70 2.38 110.00 — — — — — — — — — 12 12 47.2% 0.33 0.0316 -0.12 0.09 0.00/2.35 0.85 115.00 14.15 5.30/8.00 0.08 -0.09 0.0345 -0.70 41.7% — 20 1 1 41.4% 0.16 0.0245 -0.07 0.06 0.00/0.85 0.40 120.00 21.90 9.90/12.70 0.07 -0.09 0.0237 -0.78 52.0% — 10
Greeks Profile 2026-09-18 · 18d · σ = 40.1%
Greek Δ Delta Γ Gamma Θ Theta V Vega
-0.08 0.21 0.50 0.79 1.08 $76 $93 $109 $125 $142 spot $108.87 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).