IV Skew
10.2%
25Δ put − call
Expiry 9/1818d 10/1646d 12/18109d 3/19200d
CALLS Strike PUTS OI Vol IV Δ Γ Θ V Bid/Ask Last Strike Last Bid/Ask V Θ Γ Δ IV Vol OI — — — — — — — — — 40.00 1.95 0.00/0.00 0.00 -0.00 0.0000 -0.00 25.0% 1 — 2 1 84.1% 0.92 0.0140 -0.05 0.02 11.20/14.40 11.00 45.00 0.35 0.00/0.75 0.02 -0.04 0.0132 -0.07 78.8% 3 14 32 1 87.9% 0.79 0.0257 -0.09 0.04 6.00/8.90 7.80 50.00 0.20 0.00/0.60 0.03 -0.04 0.0282 -0.13 59.6% 7 41 25 10 44.1% 0.69 0.0629 -0.06 0.04 2.30/3.60 2.60 55.00 1.40 0.45/1.20 0.04 -0.05 0.0649 -0.31 42.4% 2 20 302 3 32.2% 0.28 0.0827 -0.04 0.04 0.30/0.70 0.50 60.00 3.00 2.25/4.00 0.05 -0.05 0.0641 -0.65 45.5% 1 32 319 9 56.9% 0.18 0.0363 -0.05 0.03 0.00/0.70 0.10 65.00 7.10 8.80/11.80 0.05 -0.12 0.0280 -0.67 101.9% 2 4 83 2 52.5% 0.05 0.0157 -0.02 0.01 0.05/0.25 1.13 70.00 14.80 11.40/14.60 0.02 -0.03 0.0199 -0.91 62.1% — — 1 1 81.3% 0.08 0.0148 -0.04 0.02 0.05/0.75 0.25 75.00 — — — — — — — — —
Greeks Profile 2026-09-18 · 18d · σ = 43.2%
Greek Δ Delta Γ Gamma Θ Theta V Vega
-0.08 0.21 0.50 0.79 1.08 $40 $49 $57 $66 $75 spot $57.32 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).