IV Skew
5.1%
25Δ put − call
Expiry 9/1818d 10/1646d 12/18109d 1/15137d 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 — — — — — — — — — 22.50 0.20 0.00/0.25 0.00 -0.02 0.0012 -0.01 196.9% 6 106 — — — — — — — — — 25.00 0.15 0.00/2.00 0.01 -0.10 0.0031 -0.05 269.6% 14 112 — 1 0.0% 1.00 — -0.00 — 0.00/0.00 13.00 30.00 0.25 0.00/1.15 0.01 -0.06 0.0040 -0.04 188.5% 1 8 9 2 0.0% 1.00 — -0.00 — 11.00/14.60 12.42 35.00 0.20 0.00/0.75 0.01 -0.04 0.0055 -0.04 134.5% 2 4 66 20 64.8% 0.99 0.0028 -0.01 0.00 13.80/17.90 13.55 40.00 0.50 0.00/1.00 0.02 -0.05 0.0095 -0.07 109.7% 5 16 53 50 51.8% 0.97 0.0093 -0.02 0.01 8.90/12.90 10.80 45.00 5.50 5.10/8.70 0.04 -0.28 0.0101 -0.25 255.4% — 2 86 4 62.0% 0.81 0.0351 -0.06 0.03 5.40/8.10 6.46 50.00 1.40 0.10/1.60 0.03 -0.05 0.0355 -0.18 59.7% 2 6 769 2 88.9% 0.57 0.0356 -0.12 0.05 1.00/4.90 2.60 55.00 2.45 1.55/4.00 0.05 -0.08 0.0502 -0.42 62.9% 2 10 1.4k 1 57.8% 0.32 0.0496 -0.07 0.04 0.00/1.40 1.17 60.00 5.40 3.30/6.30 0.05 -0.09 0.0413 -0.64 73.2% 8 4 17 2 57.3% 0.13 0.0302 -0.04 0.03 0.00/0.95 0.51 65.00 9.60 7.20/11.20 0.04 -0.11 0.0276 -0.72 98.9% 8 4 57 5 102.1% 0.19 0.0215 -0.10 0.03 0.00/2.55 0.70 70.00 — — — — — — — — — 9 1 110.4% 0.09 0.0119 -0.06 0.02 0.00/1.15 0.35 80.00 — — — — — — — — —
Greeks Profile 2026-09-18 · 18d · σ = 75.9%
Greek Δ Delta Γ Gamma Θ Theta V Vega
-0.00 0.26 0.53 0.79 1.06 $39 $47 $56 $64 $73 spot $55.82 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).