IV Skew
6.4%
25Δ put − call
Expiry 9/1819d 10/1647d 1/15138d 4/16229d 1/21509d
CALLS Strike PUTS OI Vol IV Δ Γ Θ V Bid/Ask Last Strike Last Bid/Ask V Θ Γ Δ IV Vol OI — — — — — — — — — 30.00 0.10 0.00/0.05 0.00 -0.00 0.0011 -0.00 96.1% — 1 — — — — — — — — — 32.50 0.03 0.00/0.05 0.00 -0.00 0.0014 -0.00 83.6% 1 4 — 1 110.6% 0.96 0.0070 -0.04 0.01 16.30/18.60 12.49 35.00 — — — — — — — — — — — — — — — — — — 37.50 0.25 0.00/0.10 0.00 -0.01 0.0039 -0.01 66.4% — 1 50 500 113.3% 0.88 0.0151 -0.08 0.02 10.90/13.20 12.27 40.00 0.20 0.00/0.55 0.01 -0.03 0.0118 -0.05 76.3% 3 96 — — — — — — — — — 42.50 0.75 0.00/0.10 0.01 -0.01 0.0117 -0.03 49.8% 4 81 201 980 53.1% 0.90 0.0274 -0.03 0.02 6.80/7.50 7.27 45.00 0.12 0.05/0.20 0.01 -0.02 0.0237 -0.06 44.5% 2 503 136 545 38.5% 0.87 0.0462 -0.03 0.03 4.30/5.00 4.70 47.50 0.28 0.25/0.35 0.02 -0.02 0.0459 -0.12 37.5% 2 248 102 4 27.2% 0.77 0.0939 -0.03 0.04 2.30/2.65 2.40 50.00 0.75 0.60/0.85 0.04 -0.03 0.0807 -0.28 34.9% 52 287 227 60 26.6% 0.48 0.1259 -0.04 0.05 1.00/1.15 1.05 52.50 1.83 1.70/1.90 0.05 -0.04 0.0985 -0.51 34.0% 2 2.7k 171 2 28.5% 0.22 0.0883 -0.03 0.04 0.30/0.45 0.40 55.00 2.00 3.20/3.90 0.04 -0.04 0.0707 -0.69 42.2% — 4 272 3 32.0% 0.10 0.0464 -0.02 0.02 0.00/0.20 0.15 57.50 4.95 4.70/6.80 0.04 -0.07 0.0433 -0.71 66.2% 100 101 70 2 41.6% 0.08 0.0298 -0.02 0.02 0.00/0.20 0.05 60.00 8.24 7.00/9.40 0.04 -0.08 0.0332 -0.74 81.9% 50 52 189 1 51.0% 0.03 0.0126 -0.01 0.01 0.00/0.20 0.10 65.00 10.38 11.90/14.70 0.02 -0.03 0.0208 -0.90 69.6% 4 11
Greeks Profile 2026-09-18 · 19d · σ = 30.3%
Greek Δ Delta Γ Gamma Θ Theta V Vega
-0.08 0.21 0.50 0.79 1.08 $36 $44 $52 $60 $68 spot $52.12 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).