IV Skew
-15.4%
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 0.25 0.00/2.15 0.01 -0.09 0.0026 -0.04 315.6% — 1 — — — — — — — — — 22.50 0.30 0.00/2.15 0.01 -0.09 0.0032 -0.05 281.2% — 2 — — — — — — — — — 25.00 0.45 0.00/1.95 0.01 -0.08 0.0039 -0.05 243.8% — 2 — — — — — — — — — 30.00 0.05 0.00/1.15 0.01 -0.05 0.0054 -0.05 166.6% — 1 2 1 110.7% 0.96 0.0074 -0.04 0.01 14.90/18.70 14.95 35.00 3.70 0.00/1.15 0.01 -0.05 0.0087 -0.06 127.1% — 4 2 1 72.3% 0.95 0.0121 -0.03 0.01 9.70/13.70 10.45 40.00 0.10 0.00/0.95 0.02 -0.04 0.0148 -0.08 86.9% 10 15 34 6 64.1% 0.85 0.0320 -0.05 0.03 5.40/9.00 7.10 45.00 1.50 0.15/1.40 0.03 -0.05 0.0319 -0.16 65.6% — 3 579 3 74.3% 0.61 0.0453 -0.09 0.04 1.00/4.30 3.30 50.00 — — — — — — — — — 35 1 70.2% 0.37 0.0471 -0.09 0.04 0.10/2.00 1.65 55.00 — — — — — — — — —
Greeks Profile 2026-09-18 · 18d · σ = 64.6%
Greek Δ Delta Γ Gamma Θ Theta V Vega
-0.04 0.24 0.52 0.79 1.07 $36 $44 $51 $59 $67 spot $51.47 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).