IV Skew
-5.4%
25Δ put − call
Expiry 9/1816d 10/1644d 12/18107d 1/15135d 4/16226d
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 0.00/0.75 0.01 -0.05 0.0023 -0.03 133.4% 16 14 1 1 82.0% 0.99 0.0010 -0.02 0.00 29.40/33.00 22.75 60.00 0.40 0.00/0.75 0.01 -0.05 0.0031 -0.03 113.6% 1 2 93 200 0.0% 1.00 — -0.01 — 18.10/21.90 23.30 65.00 0.89 0.00/1.75 0.02 -0.09 0.0057 -0.06 116.0% 1 3 2 1 78.8% 0.95 0.0063 -0.05 0.02 19.60/23.50 26.28 70.00 0.81 0.00/1.95 0.03 -0.09 0.0081 -0.08 98.9% 1 17 — — — — — — — — — 75.00 0.42 0.00/2.15 0.04 -0.09 0.0119 -0.11 81.6% 1 3 138 27 70.3% 0.83 0.0185 -0.11 0.05 10.80/14.50 15.50 80.00 1.67 0.00/2.75 0.05 -0.10 0.0186 -0.16 67.9% 5 33 3 1 68.3% 0.72 0.0260 -0.14 0.06 7.00/10.90 12.89 85.00 2.10 0.80/3.70 0.06 -0.11 0.0284 -0.26 60.3% 1 6 37 2 66.2% 0.57 0.0311 -0.16 0.07 4.80/7.00 8.40 90.00 6.40 2.30/6.10 0.07 -0.13 0.0347 -0.43 59.3% 1 3 57 3 65.6% 0.41 0.0311 -0.16 0.07 1.90/5.50 5.70 95.00 4.97 5.90/8.40 0.07 -0.13 0.0335 -0.60 60.6% 1 2 134 1 62.5% 0.27 0.0275 -0.13 0.06 1.10/2.90 2.30 100.00 7.24 9.10/12.60 0.06 -0.11 0.0275 -0.73 62.5% 5 6 40 1 65.1% 0.17 0.0203 -0.10 0.05 0.00/2.45 1.00 105.00 — — — — — — — — — 432 2 76.5% 0.14 0.0152 -0.10 0.04 0.00/2.30 3.70 110.00 — — — — — — — — — 11 2 89.8% 0.13 0.0123 -0.11 0.04 0.00/2.45 0.70 115.00 — — — — — — — — — 15 1 87.7% 0.08 0.0090 -0.08 0.03 0.00/1.45 0.28 120.00 — — — — — — — — — 1 1 100.5% 0.06 0.0060 -0.07 0.02 0.00/1.15 4.60 130.00 — — — — — — — — — 8 1 116.0% 0.05 0.0047 -0.07 0.02 0.00/1.15 3.05 140.00 — — — — — — — — —
Greeks Profile 2026-09-18 · 16d · σ = 62.7%
Greek Δ Delta Γ Gamma Θ Theta V Vega
-0.05 0.23 0.51 0.79 1.08 $64 $77 $91 $105 $118 spot $91.15 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).