IV Skew
-3.1%
25Δ put − call
Expiry 9/1818d 10/1646d 11/2081d 12/18109d 1/15137d 3/19200d 6/17290d 9/17382d +1 more 2027-12-17 (473d)
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 — 201.7% 0.95 0.0029 -0.10 0.02 35.40/39.30 41.12 40.00 0.09 0.00/0.40 0.01 -0.03 0.0016 -0.02 148.6% — 1 — — 0.0% 1.00 — -0.01 — 0.00/0.00 34.94 45.00 0.40 0.00/0.75 0.01 -0.05 0.0029 -0.03 140.0% — 1 — — — — — — — — — 55.00 0.15 0.00/0.00 0.00 -0.00 0.0000 -0.00 25.0% 5 4 — 1 0.0% 1.00 — -0.01 — 0.00/0.00 24.80 60.00 0.09 0.00/0.00 0.00 -0.00 0.0000 -0.00 25.0% 15 412 — — — — — — — — — 65.00 0.10 0.00/0.00 0.00 -0.00 0.0000 -0.00 12.5% 1 909 23 5 0.0% 1.00 — -0.01 — 0.00/0.00 7.33 70.00 0.20 0.00/0.00 0.00 -0.00 0.0009 -0.00 12.5% 1 615 174 2 0.0% 1.00 — -0.01 — 0.00/0.00 2.11 75.00 1.06 0.00/0.00 0.00 -0.00 0.0065 -0.00 3.1% 24 3.0k 2.5k 7 6.3% 0.00 0.0030 -0.00 0.00 0.00/0.00 0.20 80.00 3.31 0.00/0.00 — 0.01 — -1.00 0.0% 6 2.0k 1.2k 25 12.5% 0.00 0.0002 -0.00 0.00 0.00/0.00 0.04 85.00 6.39 0.00/0.00 — 0.01 — -1.00 0.0% 1 16 114 2 12.5% 0.00 0.0000 -0.00 0.00 0.00/0.00 0.10 90.00 11.65 7.90/11.20 — 0.01 — -1.00 0.0% — — 7 1 25.0% 0.00 0.0001 -0.00 0.00 0.00/0.00 1.15 95.00 13.50 16.10/20.10 0.04 -0.11 0.0163 -0.82 95.5% 1 — 25 3 25.0% 0.00 0.0000 -0.00 0.00 0.00/0.00 0.01 100.00 — — — — — — — — — — — 25.0% 0.00 0.0000 -0.00 0.00 0.00/0.00 0.40 105.00 — — — — — — — — —
Greeks Profile 2026-09-18 · 18d · σ = 1.6%
Greek Δ Delta Γ Gamma Θ Theta V Vega
-0.08 0.21 0.50 0.79 1.08 $54 $65 $76 $88 $99 spot $76.45 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).