IV Skew
18.4%
25Δ put − call
Expiry 9/1819d 10/1647d 11/2082d 2/19173d
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 0.20 0.00/2.60 0.03 -0.10 0.0073 -0.09 131.2% — 15 — — — — — — — — — 60.00 0.35 0.05/0.55 0.02 -0.03 0.0077 -0.05 71.4% — 10 5 — 80.0% 0.86 0.0157 -0.09 0.04 12.50/15.30 18.60 65.00 0.75 0.05/2.75 0.04 -0.09 0.0156 -0.15 84.4% — 4 1 1 66.3% 0.78 0.0250 -0.10 0.05 8.00/10.80 18.78 70.00 — — — — — — — — — — — — — — — — — — 75.00 2.60 0.75/3.70 0.07 -0.12 0.0309 -0.38 69.2% 2 14 13 1 50.9% 0.43 0.0436 -0.10 0.07 1.50/3.90 2.00 80.00 3.77 3.00/5.60 0.07 -0.10 0.0377 -0.55 59.1% 1 2 13 1 55.1% 0.26 0.0334 -0.09 0.06 0.00/3.00 1.00 85.00 — — — — — — — — — 14 10 69.9% 0.20 0.0229 -0.09 0.05 0.00/2.75 2.11 90.00 — — — — — — — — — 4 1 83.1% 0.17 0.0172 -0.10 0.04 0.00/2.60 0.20 95.00 — — — — — — — — — 4 2 96.2% 0.15 0.0138 -0.11 0.04 0.00/2.60 3.25 100.00 — — — — — — — — —
Greeks Profile 2026-09-18 · 19d · σ = 55.0%
Greek Δ Delta Γ Gamma Θ Theta V Vega
-0.06 0.23 0.51 0.79 1.08 $54 $66 $78 $89 $101 spot $77.69 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).