IV Skew
36.8%
25Δ put − call
Expiry 9/1819d 10/1647d 11/2082d 2/19173d
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 0.05 0.00/1.05 0.02 -0.04 0.0296 -0.12 81.4% 1 11 — 1 109.2% 0.75 0.0350 -0.08 0.03 3.30/6.30 8.90 32.00 — — — — — — — — — — — — — — — — — — 33.00 0.30 0.00/1.75 0.02 -0.04 0.0535 -0.22 66.7% 10 15 10 10 103.1% 0.67 0.0422 -0.08 0.03 1.50/4.90 7.05 34.00 — — — — — — — — — 7 1 68.4% 0.65 0.0653 -0.06 0.03 1.95/3.20 2.55 35.00 0.50 0.10/1.95 0.03 -0.06 0.0579 -0.36 77.7% 1 5 6 5 73.8% 0.58 0.0636 -0.07 0.03 0.30/2.85 1.75 36.00 0.95 0.75/1.15 0.03 -0.03 0.1142 -0.41 40.7% 1 16 22 1 65.8% 0.50 0.0727 -0.06 0.03 0.30/2.10 1.00 37.00 2.20 0.65/2.80 0.03 -0.06 0.0653 -0.49 73.2% 1 1 107 1 40.9% 0.37 0.1102 -0.04 0.03 0.55/0.85 0.75 38.00 — — — — — — — — — 17 1 55.8% 0.34 0.0783 -0.05 0.03 0.00/2.05 0.52 39.00 — — — — — — — — — 10 6 60.4% 0.29 0.0675 -0.05 0.03 0.00/0.90 0.40 40.00 — — — — — — — — — 3 2 67.3% 0.26 0.0574 -0.05 0.03 0.00/1.75 0.32 41.00 — — — — — — — — — 1 1 60.9% 0.18 0.0518 -0.04 0.02 0.00/1.05 0.25 42.00 — — — — — — — — —
Greeks Profile 2026-09-18 · 19d · σ = 69.5%
Greek Δ Delta Γ Gamma Θ Theta V Vega
-0.02 0.25 0.52 0.79 1.06 $26 $31 $37 $42 $48 spot $36.56 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).