IV Skew
2.0%
25Δ put − call
Expiry 9/1818d 10/1646d 11/2081d 1/15137d 2/19172d 1/21508d
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 3 112.7% 0.84 0.0396 -0.04 0.01 3.50/5.40 3.90 20.00 — — — — — — — — — 7 2 67.0% 0.88 0.0531 -0.02 0.01 3.00/5.00 3.70 21.00 0.05 0.00/0.20 0.01 -0.01 0.0451 -0.07 51.8% 9 9 5 1 73.1% 0.79 0.0709 -0.03 0.02 2.20/3.30 2.73 22.00 0.10 0.00/0.30 0.01 -0.02 0.0764 -0.16 56.9% 3 279 116 25 45.5% 0.79 0.1160 -0.02 0.02 1.40/2.10 2.03 23.00 0.05 0.00/0.25 0.01 -0.02 0.1221 -0.18 39.4% 32 593 769 11 21.9% 0.76 0.2591 -0.01 0.02 0.70/0.95 0.83 24.00 0.12 0.00/0.15 0.02 -0.01 0.2759 -0.21 19.1% 55 1.1k 1.8k 49 20.5% 0.44 0.3500 -0.01 0.02 0.15/0.35 0.16 25.00 0.30 0.40/0.55 0.02 -0.01 0.3916 -0.57 18.3% 26 538 24 5 17.2% 0.11 0.2022 -0.01 0.01 0.00/0.05 0.01 26.00 1.23 1.00/1.65 0.02 -0.02 0.1658 -0.69 38.5% 2 3 1 — 26.2% 0.08 0.0998 -0.01 0.01 0.00/0.05 0.07 27.00 2.22 2.00/2.65 0.02 -0.02 0.1118 -0.75 51.3% 2 — 2 — 59.4% 0.20 0.0850 -0.03 0.02 0.00/0.35 0.10 28.00 — — — — — — — — — — — — — — — — — — 30.00 5.48 4.70/5.90 0.02 -0.04 0.0553 -0.78 97.7% — 5
Greeks Profile 2026-09-18 · 18d · σ = 19.4%
Greek Δ Delta Γ Gamma Θ Theta V Vega
-0.08 0.21 0.50 0.79 1.08 $17 $21 $25 $28 $32 spot $24.75 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).