IV Skew
-15.8%
25Δ put − call
Expiry 9/1817d 10/1645d 11/2080d 12/18108d 1/15136d 2/19171d 3/19199d 12/17472d
CALLS Strike PUTS OI Vol IV Δ Γ Θ V Bid/Ask Last Strike Last Bid/Ask V Θ Γ Δ IV Vol OI 15 10 254.3% 0.88 0.0090 -0.13 0.02 13.00/17.50 12.53 24.00 — — — — — — — — — 3 — 182.1% 0.92 0.0100 -0.07 0.01 11.70/15.50 7.50 25.00 — — — — — — — — — 2 2 0.0% 1.00 — -0.00 — 6.50/9.50 6.90 27.00 — — — — — — — — — — — — — — — — — — 32.00 1.30 0.00/4.80 0.03 -0.12 0.0207 -0.22 166.5% — 2 4 — 123.3% 0.80 0.0268 -0.09 0.02 6.00/10.40 7.15 33.00 1.50 0.00/1.20 0.02 -0.04 0.0299 -0.13 82.7% 1 32 — — — — — — — — — 34.00 1.70 0.00/1.15 0.02 -0.04 0.0363 -0.14 72.3% 1 9 5 4 71.1% 0.82 0.0438 -0.05 0.02 3.30/7.50 7.55 35.00 2.00 0.00/1.25 0.02 -0.04 0.0448 -0.17 65.2% 1 5 6 5 72.0% 0.76 0.0504 -0.06 0.03 2.50/6.90 8.66 36.00 2.15 0.40/1.45 0.03 -0.05 0.0526 -0.23 66.9% 1 1 3 1 66.0% 0.71 0.0601 -0.06 0.03 1.70/6.00 6.30 37.00 1.28 0.00/1.75 0.03 -0.04 0.0686 -0.26 54.8% 1 4 2 1 73.8% 0.64 0.0593 -0.07 0.03 1.00/3.50 5.45 38.00 1.50 0.25/2.10 0.03 -0.05 0.0795 -0.33 53.2% 1 10 — — — — — — — — — 39.00 1.85 0.75/2.40 0.03 -0.05 0.0870 -0.41 52.4% — 3 38 1 67.1% 0.51 0.0695 -0.07 0.03 2.05/2.45 2.05 40.00 3.00 1.20/2.90 0.03 -0.05 0.0909 -0.50 51.3% 4 5 8 1 63.3% 0.43 0.0727 -0.06 0.03 1.50/1.90 2.90 41.00 3.30 1.50/5.60 0.03 -0.07 0.0604 -0.54 76.8% — 1 6 1 69.0% 0.38 0.0646 -0.07 0.03 0.00/1.55 3.00 42.00 3.71 2.00/6.50 0.03 -0.07 0.0576 -0.60 78.5% — 30 6 1 69.1% 0.32 0.0608 -0.06 0.03 0.00/1.25 2.01 43.00 — — — — — — — — — 2 1 78.0% 0.30 0.0521 -0.07 0.03 0.00/2.55 1.45 44.00 — — — — — — — — — 6 4 62.0% 0.19 0.0517 -0.04 0.02 0.00/1.20 1.10 45.00 — — — — — — — — — 1 — 129.8% 0.35 0.0334 -0.12 0.03 0.05/4.90 1.55 46.00 6.90 5.10/9.50 0.03 -0.06 0.0434 -0.78 80.8% — 30 1 1 110.2% 0.28 0.0356 -0.09 0.03 0.00/3.20 1.14 47.00 — — — — — — — — —
Greeks Profile 2026-09-18 · 17d · σ = 59.2%
Greek Δ Delta Γ Gamma Θ Theta V Vega
-0.05 0.23 0.51 0.79 1.08 $28 $34 $40 $46 $52 spot $39.63 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).