IV Skew
87.8%
25Δ put − call
Expiry 9/1817d 10/1645d 12/18108d 1/15136d 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 24 2 237.9% 0.88 0.0163 -0.07 0.01 7.60/12.50 13.54 15.00 1.03 0.00/4.90 0.01 -0.13 0.0135 -0.16 346.3% — 1 — — — — — — — — — 17.50 1.40 0.00/4.90 0.01 -0.12 0.0200 -0.20 273.5% 2 140 57 10 142.6% 0.77 0.0409 -0.07 0.02 3.00/7.50 8.20 20.00 0.28 0.00/2.55 0.02 -0.06 0.0409 -0.23 142.3% 1 10 105 4 81.3% 0.68 0.0854 -0.05 0.02 0.20/4.90 1.97 22.50 0.45 0.00/4.70 0.02 -0.08 0.0501 -0.36 143.8% 1 17 216 5 56.1% 0.39 0.1327 -0.03 0.02 0.25/0.80 0.50 25.00 1.10 0.60/2.20 0.02 -0.04 0.1035 -0.57 73.4% 1 23 198 2 53.1% 0.13 0.0773 -0.02 0.01 0.00/0.20 0.10 27.50 2.39 1.50/6.00 0.01 -0.02 0.0781 -0.86 54.8% 7 11 4.0k 2 55.1% 0.04 0.0272 -0.01 0.00 0.00/0.10 0.10 30.00 3.49 4.00/8.50 0.01 -0.02 0.0454 -0.90 76.6% 1 — 246 246 70.3% 0.03 0.0175 -0.01 0.00 0.00/0.10 0.30 32.50 5.51 6.50/11.00 0.01 -0.02 0.0317 -0.91 95.1% 1 — 21 10 249.8% 0.33 0.0282 -0.14 0.02 0.00/4.90 0.01 35.00 — — — — — — — — — 35 2 287.6% 0.30 0.0235 -0.15 0.02 0.00/4.90 0.20 40.00 — — — — — — — — —
Greeks Profile 2026-09-18 · 17d · σ = 64.7%
Greek Δ Delta Γ Gamma Θ Theta V Vega
-0.04 0.24 0.52 0.79 1.07 $17 $20 $24 $28 $31 spot $23.97 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).