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 5 3 128.0% 0.82 0.0226 -0.09 0.02 7.80/11.00 15.00 33.00 0.35 0.05/0.75 0.02 -0.03 0.0230 -0.10 80.9% 4 11 6 15 122.7% 0.80 0.0253 -0.09 0.03 7.10/10.00 10.19 34.00 0.57 0.30/0.60 0.02 -0.04 0.0279 -0.11 75.3% 1 38 602 3 118.7% 0.77 0.0281 -0.09 0.03 6.20/9.30 9.42 35.00 0.75 0.40/1.10 0.02 -0.05 0.0336 -0.16 80.5% 11 268 3 1 166.0% 0.71 0.0228 -0.15 0.03 7.70/9.50 13.00 36.00 0.70 0.55/1.10 0.02 -0.05 0.0401 -0.19 74.0% 1 238 276 30 117.7% 0.70 0.0324 -0.11 0.03 4.90/8.00 9.90 37.00 1.30 0.80/2.00 0.03 -0.07 0.0421 -0.26 84.1% 8 345 10 3 112.6% 0.67 0.0354 -0.11 0.03 4.20/7.20 8.40 38.00 1.57 1.15/2.15 0.03 -0.07 0.0473 -0.30 80.8% 7 318 75 20 102.6% 0.63 0.0403 -0.10 0.03 3.60/6.00 8.17 39.00 1.90 1.55/2.70 0.03 -0.08 0.0493 -0.35 82.9% 58 61 99 4 104.4% 0.59 0.0409 -0.11 0.04 3.20/5.50 3.95 40.00 2.50 2.35/3.40 0.04 -0.09 0.0470 -0.41 90.9% 147 1.1k 15 14 95.6% 0.55 0.0456 -0.10 0.04 2.60/4.50 3.60 41.00 2.00 2.45/3.20 0.04 -0.07 0.0578 -0.46 75.5% 11 29 25 37 91.2% 0.50 0.0481 -0.09 0.04 2.20/3.70 2.90 42.00 3.20 2.85/5.00 0.04 -0.09 0.0487 -0.50 89.9% 31 96 22 2 83.4% 0.44 0.0519 -0.09 0.04 1.75/2.80 2.30 43.00 3.80 3.50/5.30 0.04 -0.08 0.0503 -0.56 86.3% 12 158 50 9 95.0% 0.41 0.0450 -0.10 0.04 1.50/3.20 3.80 44.00 5.10 4.20/5.10 0.03 -0.07 0.0554 -0.63 74.9% 3 861 7.8k 123 81.7% 0.34 0.0493 -0.08 0.03 1.20/1.95 1.61 45.00 5.20 4.70/6.70 0.03 -0.08 0.0479 -0.65 84.8% 2 307 54 20 79.6% 0.29 0.0473 -0.07 0.03 0.90/1.60 1.50 46.00 4.61 5.40/7.60 0.03 -0.07 0.0448 -0.69 86.6% 3 322 181 11 88.2% 0.28 0.0417 -0.08 0.03 0.65/1.95 1.10 47.00 5.20 5.30/7.90 0.02 -0.04 0.0466 -0.81 63.3% 10 876 269 24 83.1% 0.23 0.0397 -0.06 0.03 0.75/1.15 0.96 48.00 5.20 6.40/9.50 0.03 -0.06 0.0398 -0.78 82.4% 1 155
Greeks Profile 2026-09-18 · 18d · σ = 85.6%
Greek Δ Delta Γ Gamma Θ Theta V Vega
0.03 0.29 0.54 0.79 1.05 $29 $35 $41 $47 $53 spot $40.98 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).