IV Skew
-92.3%
25Δ put − call
Expiry 9/1818d 10/1646d 1/15137d 4/16228d
CALLS Strike PUTS OI Vol IV Δ Γ Θ V Bid/Ask Last Strike Last Bid/Ask V Θ Γ Δ IV Vol OI — — — — — — — — — 20.00 0.45 0.00/2.75 0.02 -0.08 0.0238 -0.18 183.5% 1 1 7 1 151.3% 0.65 0.0413 -0.09 0.02 0.00/4.50 2.28 25.00 0.25 0.00/0.65 0.02 -0.03 0.0963 -0.27 57.6% 13 19 12 1 150.0% 0.43 0.0441 -0.10 0.02 0.10/4.80 1.60 30.00 — — — — — — — — — 544 4 77.1% 0.07 0.0297 -0.02 0.01 0.00/0.30 0.15 35.00 — — — — — — — — —
Greeks Profile 2026-09-18 · 18d · σ = 104.4%
Greek Δ Delta Γ Gamma Θ Theta V Vega
0.09 0.32 0.55 0.79 1.02 $19 $23 $27 $31 $35 spot $26.77 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).