IV Skew
-0.5%
25Δ put − call
Expiry 9/1818d 10/1646d 12/18109d 1/15137d 3/19200d 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 2 2 130.3% 0.97 0.0050 -0.03 0.01 17.90/20.80 18.00 30.00 0.15 0.00/0.55 0.01 -0.03 0.0051 -0.03 131.8% 2 183 — — 0.0% 1.00 — -0.00 — 0.00/0.00 17.79 32.50 0.05 0.00/0.60 0.01 -0.03 0.0069 -0.04 115.8% 12 22 4 30 72.3% 0.99 0.0045 -0.01 0.00 12.90/15.40 14.00 35.00 0.04 0.00/0.60 0.01 -0.03 0.0093 -0.05 98.4% 10 100 1 15 66.0% 0.97 0.0087 -0.02 0.01 10.50/12.90 11.50 37.50 0.05 0.00/0.10 0.00 -0.01 0.0059 -0.01 57.8% 6 637 155 150 72.3% 0.91 0.0198 -0.04 0.02 8.80/10.20 9.53 40.00 0.09 0.00/0.10 0.01 -0.01 0.0126 -0.03 51.8% 412 38k 2.4k 1 67.6% 0.85 0.0312 -0.05 0.03 6.80/7.80 7.54 42.50 0.15 0.10/0.20 0.01 -0.02 0.0263 -0.07 45.7% 5 14k 1.2k 23 49.4% 0.81 0.0508 -0.05 0.03 4.40/4.80 4.60 45.00 0.40 0.35/0.50 0.03 -0.03 0.0526 -0.16 42.8% 9 1.8k 719 3 49.1% 0.65 0.0694 -0.06 0.04 2.55/3.10 3.05 47.50 0.95 0.80/1.20 0.04 -0.04 0.0798 -0.34 41.9% 10 2.6k 30k 125 43.8% 0.45 0.0831 -0.06 0.04 1.25/1.60 1.55 50.00 1.80 1.95/2.40 0.04 -0.05 0.0878 -0.55 41.3% 97 768 56k 8.2k 42.4% 0.26 0.0702 -0.04 0.04 0.45/0.75 0.65 52.50 3.70 3.80/4.70 0.04 -0.06 0.0588 -0.68 56.0% 3 213 1.5k 11 41.5% 0.12 0.0448 -0.03 0.02 0.05/0.30 0.25 55.00 6.00 5.80/6.20 0.02 -0.02 0.0446 -0.88 41.1% 4 53 163 10 52.2% 0.10 0.0306 -0.03 0.02 0.00/0.30 0.12 57.50 9.20 9.70/11.30 0.04 -0.11 0.0297 -0.71 106.2% 2 64 1.1k 2 53.0% 0.05 0.0184 -0.02 0.01 0.00/0.15 0.10 60.00 16.00 0.00/0.00 — 0.01 — -1.00 0.0% 4 — 132 1 66.6% 0.06 0.0167 -0.02 0.01 0.00/0.45 0.25 62.50 13.90 11.90/14.70 0.03 -0.08 0.0230 -0.81 108.8% 2 — 248 1 64.1% 0.03 0.0096 -0.01 0.01 0.00/0.20 0.15 65.00 — — — — — — — — — 24 1 85.6% 0.06 0.0125 -0.03 0.01 0.00/0.55 0.05 67.50 — — — — — — — — — — — — — — — — — — 70.00 19.00 0.00/0.00 — 0.01 — -1.00 0.0% 2 —
Greeks Profile 2026-09-18 · 18d · σ = 42.5%
Greek Δ Delta Γ Gamma Θ Theta V Vega
-0.08 0.21 0.50 0.79 1.08 $34 $42 $49 $56 $64 spot $49.09 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).