IV Skew
6.2%
25Δ put − call
Expiry 9/1817d 10/1645d 11/2080d 12/18108d 1/15136d 2/19171d 1/21507d
CALLS Strike PUTS OI Vol IV Δ Γ Θ V Bid/Ask Last Strike Last Bid/Ask V Θ Γ Δ IV Vol OI — — — — — — — — — 25.00 0.30 0.00/0.00 0.00 -0.00 0.0000 -0.00 25.0% 200 — — — 0.0% 1.00 — -0.00 — 0.00/0.00 3.00 30.00 0.65 0.00/0.00 0.00 -0.00 0.0000 -0.00 12.5% 1 — — 4 6.3% 0.00 0.0237 -0.00 0.00 0.00/0.00 1.10 35.00 1.75 0.00/0.00 — 0.00 — -1.00 0.0% 28 — — 9 25.0% 0.00 0.0017 -0.00 0.00 0.00/0.00 0.40 40.00 5.90 5.00/9.30 0.02 -0.05 0.0448 -0.78 91.8% 1 1 50 — 127.6% 0.18 0.0285 -0.07 0.02 0.00/1.75 2.15 45.00 — — — — — — — — — 8 — 148.2% 0.14 0.0209 -0.07 0.02 0.00/1.50 1.10 50.00 — — — — — — — — — — — 50.0% 0.00 0.0000 -0.00 0.00 0.00/0.00 0.06 55.00 — — — — — — — — —
Greeks Profile 2026-09-18 · 17d · σ = 3.1%
Greek Δ Delta Γ Gamma Θ Theta V Vega
-0.08 0.21 0.50 0.79 1.08 $24 $29 $34 $39 $44 spot $33.68 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).