IV Skew
-0.5%
25Δ put − call
Expiry 9/1818d 10/1646d 11/2081d 1/15137d 2/19172d 5/21263d 8/20354d 12/17473d +2 more 2028-01-21 (508d) 2028-12-15 (837d)
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 0.18 0.00/0.55 0.01 -0.03 0.0126 -0.05 109.0% 130 200 — — — — — — — — — 27.50 0.22 0.00/0.75 0.01 -0.03 0.0206 -0.08 93.0% 2 81 — — — — — — — — — 30.00 0.23 0.15/0.40 0.01 -0.02 0.0324 -0.09 63.1% 5 777 2 — 74.3% 0.75 0.0537 -0.05 0.03 3.70/5.00 5.60 32.50 0.65 0.50/1.15 0.02 -0.04 0.0584 -0.23 64.7% 7 108 44 5 59.6% 0.60 0.0818 -0.05 0.03 2.20/2.55 2.50 35.00 1.60 1.40/1.75 0.03 -0.05 0.0830 -0.40 58.6% 20 439 135 10 59.2% 0.39 0.0817 -0.05 0.03 1.00/1.55 1.30 37.50 2.27 2.65/3.30 0.03 -0.05 0.0828 -0.61 58.3% 1 244 200 15 66.0% 0.25 0.0606 -0.05 0.03 0.45/1.15 0.64 40.00 3.90 4.40/5.20 0.02 -0.03 0.0638 -0.79 57.1% 1 112 153 1 66.0% 0.14 0.0421 -0.03 0.02 0.30/0.50 0.43 42.50 7.05 6.20/8.00 0.02 -0.03 0.0417 -0.87 64.5% 5 543 155 7 72.5% 0.09 0.0285 -0.03 0.01 0.05/0.50 0.43 45.00 8.10 8.60/9.80 0.02 -0.04 0.0325 -0.85 89.1% 1 125 106 1 73.8% 0.05 0.0179 -0.02 0.01 0.00/0.30 0.15 47.50 8.60 10.50/12.10 0.01 -0.03 0.0239 -0.90 90.8% 2 156 2.1k 50 69.5% 0.02 0.0083 -0.01 0.00 0.00/0.10 0.10 50.00 11.35 12.80/14.80 0.02 -0.04 0.0218 -0.88 114.5% 1 1.3k 231 2 86.7% 0.03 0.0098 -0.01 0.01 0.00/0.20 0.12 52.50 14.23 15.30/18.20 0.00 0.00 0.0039 -0.99 68.8% 53 4 152 130 105.1% 0.04 0.0109 -0.02 0.01 0.00/0.35 0.18 55.00 16.60 17.70/20.70 0.02 -0.10 0.0191 -0.81 179.8% 6 8
Greeks Profile 2026-09-18 · 18d · σ = 59.1%
Greek Δ Delta Γ Gamma Θ Theta V Vega
-0.05 0.23 0.51 0.79 1.08 $25 $30 $36 $41 $47 spot $35.77 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).