IV Skew
10.9%
25Δ put − call
Expiry 9/1817d 10/1645d 11/2080d 2/19171d 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 1 — 504.1% 0.95 0.0019 -0.16 0.01 32.50/37.10 30.70 15.00 — — — — — — — — — 6 6 330.4% 0.91 0.0046 -0.17 0.02 22.60/27.40 21.81 25.00 — — — — — — — — — 3 3 103.9% 0.99 0.0019 -0.01 0.00 17.80/22.50 16.56 30.00 0.08 0.00/4.50 0.02 -0.16 0.0069 -0.12 260.5% 1 2 9 — 75.4% 0.99 0.0035 -0.01 0.00 12.80/17.50 10.66 35.00 0.43 0.00/0.30 0.01 -0.02 0.0067 -0.03 93.8% 1 10 5 1 143.2% 0.81 0.0173 -0.13 0.03 8.00/12.10 13.00 40.00 0.09 0.00/4.80 0.03 -0.14 0.0165 -0.20 156.3% 3 13 12 1 54.5% 0.84 0.0414 -0.05 0.03 4.60/6.80 5.20 45.00 0.15 0.00/1.85 0.03 -0.06 0.0393 -0.20 65.6% 2 260 454 5 51.2% 0.54 0.0717 -0.07 0.04 0.85/3.80 1.20 50.00 1.10 1.00/4.80 0.04 -0.08 0.0550 -0.46 66.7% 25 26 521 9 55.8% 0.24 0.0519 -0.06 0.03 0.15/0.85 0.33 55.00 3.50 4.70/7.50 0.04 -0.07 0.0477 -0.72 65.7% — 450 61 13 52.9% 0.07 0.0226 -0.02 0.01 0.00/0.35 0.38 60.00 — — — — — — — — —
Greeks Profile 2026-09-18 · 17d · σ = 59.0%
Greek Δ Delta Γ Gamma Θ Theta V Vega
-0.05 0.23 0.51 0.79 1.08 $35 $43 $50 $58 $65 spot $50.11 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).