IV Skew
-14.2%
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 — — — — — — — — — 90.00 0.30 0.00/1.15 0.03 -0.06 0.0050 -0.05 80.8% 1 7 1 — 66.7% 0.94 0.0066 -0.07 0.03 21.70/26.00 9.20 95.00 0.65 0.00/1.15 0.03 -0.06 0.0068 -0.06 67.8% 1 10 10 1 55.5% 0.93 0.0096 -0.07 0.04 16.80/21.00 18.00 100.00 1.15 0.00/1.35 0.04 -0.06 0.0099 -0.08 57.5% 1 5 14 2 74.5% 0.79 0.0146 -0.16 0.08 11.90/16.00 11.10 105.00 1.75 0.00/2.65 0.06 -0.09 0.0158 -0.15 55.8% 1 13 21 2 62.8% 0.73 0.0201 -0.16 0.09 7.50/11.50 13.00 110.00 1.30 0.00/2.60 0.08 -0.13 0.0217 -0.25 56.3% 11 28 47 3 53.6% 0.62 0.0269 -0.16 0.10 3.50/7.50 7.00 115.00 — — — — — — — — — 7 5 44.3% 0.47 0.0342 -0.13 0.10 1.00/4.00 4.20 120.00 2.00 1.50/5.90 0.10 -0.13 0.0328 -0.53 46.2% 2 1 3 — 70.5% 0.40 0.0208 -0.20 0.10 0.05/4.90 1.20 125.00 — — — — — — — — —
Greeks Profile 2026-09-18 · 18d · σ = 45.2%
Greek Δ Delta Γ Gamma Θ Theta V Vega
-0.07 0.21 0.50 0.79 1.08 $83 $101 $118 $136 $154 spot $118.31 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).