IV Skew
-7.0%
25Δ put − call
Expiry 9/1819d 10/1647d 11/2082d 12/18110d 3/19201d
CALLS Strike PUTS OI Vol IV Δ Γ Θ V Bid/Ask Last Strike Last Bid/Ask V Θ Γ Δ IV Vol OI — 3 780.1% 0.97 0.0015 -0.09 0.00 0.00/23.70 22.23 5.00 — — — — — — — — — — — — — — — — — — 7.50 0.26 0.00/0.60 0.00 -0.03 0.0025 -0.02 357.0% 1 72 4 8 2750.0% 1.00 0.0000 -0.01 0.00 25.40/28.80 11.30 10.00 0.10 0.00/0.65 0.00 -0.03 0.0040 -0.03 287.5% 4 70 6 — 0.0% 1.00 — -0.00 — 8.50/10.60 11.61 12.50 0.05 0.00/0.65 0.01 -0.03 0.0061 -0.04 230.1% — 1 — — 0.0% 1.00 — -0.00 — 6.80/8.80 9.70 15.00 0.31 0.00/0.65 0.01 -0.03 0.0093 -0.05 183.2% 1 6 3 1 115.6% 0.96 0.0110 -0.02 0.00 8.90/10.60 22.36 17.50 0.23 0.00/0.75 0.01 -0.03 0.0148 -0.07 148.8% 6 1 202 1 133.4% 0.88 0.0246 -0.05 0.01 6.90/8.60 9.27 20.00 0.19 0.05/0.30 0.01 -0.02 0.0205 -0.06 91.8% 14 24 243 1 79.5% 0.87 0.0427 -0.03 0.01 4.30/5.70 23.90 22.50 0.48 0.30/0.45 0.01 -0.03 0.0427 -0.13 79.2% 1 98 58 1 79.6% 0.71 0.0696 -0.05 0.02 2.85/3.50 3.70 25.00 0.85 0.60/1.05 0.02 -0.04 0.0776 -0.27 68.9% 10 270 1.1k 19 76.0% 0.31 0.0756 -0.04 0.02 0.80/1.00 0.80 30.00 3.45 3.20/3.80 0.02 -0.03 0.0846 -0.73 63.2% 1 855 608 64 87.8% 0.12 0.0374 -0.03 0.01 0.20/0.45 0.30 35.00 7.10 7.10/8.30 0.01 -0.03 0.0387 -0.86 94.5% 7 1.1k 987 13 87.5% 0.03 0.0137 -0.01 0.00 0.05/0.10 0.08 40.00 11.70 11.40/13.30 0.01 -0.04 0.0249 -0.89 125.8% 1 219 404 10 144.9% 0.09 0.0177 -0.04 0.01 0.00/0.70 0.02 45.00 13.50 16.30/18.80 0.02 -0.07 0.0216 -0.83 186.9% 2 2 498 3 131.6% 0.03 0.0084 -0.01 0.00 0.00/0.20 0.25 50.00 17.15 21.40/23.90 0.02 -0.08 0.0183 -0.84 217.2% 2 1 713 10 165.8% 0.05 0.0096 -0.03 0.01 0.00/0.40 0.05 55.00 25.40 26.40/28.90 0.01 -0.09 0.0160 -0.85 238.1% 10 21 446 1 162.1% 0.03 0.0059 -0.02 0.00 0.00/0.20 0.05 60.00 — — — — — — — — — 219 17 209.4% 0.06 0.0088 -0.04 0.01 0.00/0.60 0.12 65.00 33.80 36.40/38.90 0.01 -0.09 0.0131 -0.86 273.1% — —
Greeks Profile 2026-09-18 · 19d · σ = 74.3%
Greek Δ Delta Γ Gamma Θ Theta V Vega
0.00 0.27 0.53 0.79 1.06 $19 $23 $27 $31 $35 spot $27.12 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).