IV Skew
61.8%
25Δ put − call
Expiry 9/1817d 12/18108d 3/19199d
CALLS Strike PUTS OI Vol IV Δ Γ Θ V Bid/Ask Last Strike Last Bid/Ask V Θ Γ Δ IV Vol OI — — — — — — — — — 12.50 0.25 0.00/3.40 0.01 -0.10 0.0125 -0.13 344.7% — 60 — 1 0.0% 1.00 — -0.00 — 0.00/0.00 3.90 15.00 0.20 0.00/3.40 0.01 -0.09 0.0194 -0.17 267.0% 4 5 4 1 73.4% 0.94 0.0317 -0.01 0.01 2.75/6.90 3.10 17.50 0.65 0.00/2.55 0.01 -0.07 0.0342 -0.20 171.9% 1 7 16 1 85.5% 0.75 0.0777 -0.04 0.02 1.05/4.90 1.68 20.00 0.35 0.00/3.70 0.02 -0.07 0.0499 -0.31 147.6% 1 4 207 1 85.7% 0.51 0.0970 -0.05 0.02 0.00/3.20 0.80 22.50 3.60 0.00/4.10 0.02 -0.05 0.0888 -0.48 93.7% 1 10 15 4 113.0% 0.36 0.0692 -0.06 0.02 0.00/2.55 0.15 25.00 3.00 3.90/7.90 0.02 -0.11 0.0405 -0.52 205.2% — 1 22 1 127.0% 0.17 0.0416 -0.05 0.01 0.00/1.15 0.20 30.00 4.84 10.20/14.50 0.02 -0.19 0.0244 -0.51 341.2% — 1 8 1 208.2% 0.22 0.0294 -0.09 0.01 0.00/2.35 0.75 35.00 7.60 14.80/19.10 0.02 -0.20 0.0222 -0.57 368.8% — — — — 50.0% 0.00 0.0000 -0.00 0.00 0.00/0.00 1.10 40.00 — — — — — — — — —
Greeks Profile 2026-09-18 · 17d · σ = 89.7%
Greek Δ Delta Γ Gamma Θ Theta V Vega
0.04 0.29 0.54 0.79 1.04 $16 $19 $22 $26 $29 spot $22.21 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).