IV Skew
-8.5%
25Δ put − call
Expiry 9/1819d 10/1647d 11/2082d 12/18110d 3/19201d
CALLS Strike PUTS OI Vol IV Δ Γ Θ V Bid/Ask Last Strike Last Bid/Ask V Θ Γ Δ IV Vol OI — — — — — — — — — 55.00 0.30 0.00/0.00 0.00 -0.00 0.0000 -0.00 50.0% — — 1 — 280.8% 0.80 0.0053 -0.40 0.05 30.00/34.10 31.10 60.00 — — — — — — — — — — — — — — — — — — 65.00 0.10 0.00/0.45 0.02 -0.03 0.0068 -0.04 63.5% 10 87 — — — — — — — — — 70.00 0.05 0.00/0.65 0.02 -0.03 0.0127 -0.06 51.6% 1 14 28 27 60.8% 0.79 0.0247 -0.09 0.05 7.30/9.60 12.71 75.00 0.57 0.00/0.70 0.04 -0.05 0.0265 -0.14 44.2% — 23 40 — 44.3% 0.78 0.0357 -0.07 0.06 5.00/6.80 9.70 77.50 0.37 0.05/0.65 0.05 -0.04 0.0392 -0.16 33.4% 3 47 21 1 40.0% 0.68 0.0469 -0.08 0.07 3.00/4.80 3.13 80.00 0.50 0.45/0.65 0.06 -0.03 0.0671 -0.22 23.2% 5 2.4k 22 3 26.8% 0.57 0.0775 -0.06 0.07 1.95/2.35 2.30 82.50 1.69 0.60/2.00 0.07 -0.05 0.0710 -0.43 29.2% 21 130 203 2 27.9% 0.38 0.0721 -0.06 0.07 0.60/1.35 0.70 85.00 3.00 2.15/3.50 0.07 -0.05 0.0666 -0.61 30.5% 28 351 1.5k 1 31.8% 0.26 0.0536 -0.05 0.06 0.05/0.90 0.45 87.50 5.20 4.00/5.60 0.06 -0.05 0.0502 -0.72 35.5% 1 122 200 25 26.6% 0.10 0.0359 -0.03 0.03 0.10/0.25 0.15 90.00 2.90 6.10/7.70 0.05 -0.04 0.0384 -0.81 37.5% 7 15 48 4 44.3% 0.16 0.0290 -0.06 0.05 0.00/0.70 0.10 92.50 6.84 8.40/10.40 0.05 -0.06 0.0290 -0.81 49.1% 1 4 313 1 37.0% 0.06 0.0178 -0.02 0.02 0.00/0.20 0.20 95.00 6.31 10.30/12.80 0.05 -0.06 0.0234 -0.84 54.3% 3 — 94 6 56.5% 0.12 0.0190 -0.06 0.04 0.00/0.65 0.15 97.50 — — — — — — — — — 223 1 51.8% 0.07 0.0133 -0.03 0.02 0.00/0.60 0.31 100.00 11.38 15.10/18.10 0.05 -0.08 0.0172 -0.84 74.0% 1 — 516 1 50.8% 0.03 0.0062 -0.02 0.01 0.00/0.10 0.07 105.00 — — — — — — — — —
Greeks Profile 2026-09-18 · 19d · σ = 28.0%
Greek Δ Delta Γ Gamma Θ Theta V Vega
-0.08 0.21 0.50 0.79 1.08 $58 $71 $83 $95 $108 spot $83.04 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).