IV Skew
12.4%
25Δ put − call
Expiry 9/1818d 10/1646d 11/2081d 2/19172d
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 0.15 0.00/2.05 0.02 -0.09 0.0069 -0.08 193.2% — — — — — — — — — — — 35.00 0.10 0.00/0.00 0.00 -0.00 0.0000 -0.00 25.0% 4 — — — — — — — — — — 40.00 0.50 0.00/0.00 0.00 -0.00 0.0000 -0.00 25.0% 4 — — 2 0.0% 1.00 — -0.01 — 0.00/0.00 5.06 45.00 0.65 0.00/0.00 0.00 -0.00 0.0002 -0.00 12.5% 5 — — 1 0.1% 1.00 0.0000 -0.01 0.00 0.00/0.00 3.24 50.00 1.70 0.00/0.00 — — — — 0.0% 5 — — 4 12.5% 0.00 0.0010 -0.00 0.00 0.00/0.00 0.87 55.00 — — — — — — — — —
Greeks Profile 2026-09-18 · 18d · σ = 0.0%
Greek Δ Delta Γ Gamma Θ Theta V Vega
-0.08 0.21 0.50 0.79 1.08 $35 $42 $50 $57 $65 spot $49.98 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).