IV Skew
8.9%
25Δ put − call
Expiry 9/1819d 10/1647d 12/18110d 3/19201d
CALLS Strike PUTS OI Vol IV Δ Γ Θ V Bid/Ask Last Strike Last Bid/Ask V Θ Γ Δ IV Vol OI 23 48 181.3% 0.97 0.0070 -0.02 0.00 10.40/14.20 13.90 12.50 0.05 0.00/2.35 0.01 -0.08 0.0096 -0.09 312.3% 4 26 1 4 128.9% 0.97 0.0101 -0.02 0.00 7.70/11.80 16.34 15.00 0.06 0.00/1.25 0.01 -0.05 0.0148 -0.09 196.7% 1 4 2 1 144.6% 0.89 0.0237 -0.04 0.01 6.10/9.30 11.10 17.50 0.05 0.00/0.65 0.01 -0.03 0.0225 -0.08 121.1% 2 276 8 1 — — — — — 26.30/29.20 20.03 20.00 0.20 0.00/0.50 0.01 -0.02 0.0404 -0.10 77.5% 1 272 81 3 68.4% 0.75 0.0828 -0.03 0.02 1.80/3.80 3.10 22.50 0.75 0.60/0.95 0.02 -0.03 0.0786 -0.26 73.8% 16 701 53 14 64.9% 0.50 0.1093 -0.04 0.02 0.95/1.70 1.47 25.00 1.70 1.70/2.15 0.02 -0.04 0.0948 -0.50 74.9% 1 1.6k 59 5 85.5% 0.32 0.0748 -0.05 0.02 0.55/1.35 1.13 27.50 2.80 2.60/4.60 0.02 -0.04 0.0817 -0.71 74.8% 5 542 441 25 68.2% 0.12 0.0522 -0.02 0.01 0.00/0.45 0.40 30.00 4.60 4.10/7.30 0.01 -0.02 0.0546 -0.85 76.4% 10 455 2.2k 9 78.7% 0.07 0.0319 -0.02 0.01 0.05/0.25 0.43 32.50 7.19 6.10/9.90 0.01 -0.01 0.0305 -0.93 76.2% 1 538 852 4 97.1% 0.07 0.0250 -0.02 0.01 0.00/0.35 0.24 35.00 8.65 8.40/11.80 0.02 -0.08 0.0319 -0.74 182.5% 1 324 319 2 94.5% 0.03 0.0141 -0.01 0.00 0.00/0.15 0.08 37.50 12.12 11.00/14.10 0.02 -0.08 0.0283 -0.77 190.0% 60 328 178 6 123.6% 0.06 0.0167 -0.02 0.01 0.00/0.35 0.12 40.00 13.94 13.40/17.20 0.02 -0.11 0.0246 -0.73 239.1% 13 34 25 1 135.2% 0.05 0.0144 -0.02 0.01 0.00/0.35 0.30 42.50 15.98 15.80/19.70 0.02 -0.12 0.0227 -0.74 254.5% 59 41
Greeks Profile 2026-09-18 · 19d · σ = 69.9%
Greek Δ Delta Γ Gamma Θ Theta V Vega
-0.01 0.26 0.53 0.79 1.06 $17 $21 $25 $28 $32 spot $24.63 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).