IV Skew
-1.9%
25Δ put − call
Expiry 9/1817d 10/1645d 1/15136d 4/16227d
CALLS Strike PUTS OI Vol IV Δ Γ Θ V Bid/Ask Last Strike Last Bid/Ask V Θ Γ Δ IV Vol OI 1 2 105.3% 0.95 0.0139 -0.03 0.01 8.00/12.50 11.40 25.00 1.55 0.00/4.90 0.02 -0.13 0.0148 -0.18 232.2% 1 3 50 1 84.9% 0.83 0.0399 -0.05 0.02 3.50/8.00 7.50 30.00 1.90 0.00/0.90 0.02 -0.03 0.0408 -0.13 69.4% 100 112 6 2 80.3% 0.54 0.0655 -0.07 0.03 0.20/4.90 3.30 35.00 2.35 0.20/2.50 0.03 -0.07 0.0671 -0.46 78.4% 5 6 19 2 70.2% 0.21 0.0549 -0.05 0.02 0.35/1.00 1.06 40.00 — — — — — — — — — 1 — 253.0% 0.43 0.0205 -0.22 0.03 —/4.90 0.45 45.00 — — — — — — — — —
Greeks Profile 2026-09-18 · 17d · σ = 79.4%
Greek Δ Delta Γ Gamma Θ Theta V Vega
0.00 0.27 0.53 0.79 1.06 $24 $30 $35 $40 $45 spot $34.99 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).