IV Skew
-12.0%
25Δ put − call
Expiry 9/1818d 10/1646d 1/15137d 4/16228d
CALLS Strike PUTS OI Vol IV Δ Γ Θ V Bid/Ask Last Strike Last Bid/Ask V Θ Γ Δ IV Vol OI — — — — — — — — — 36.00 0.35 0.05/0.95 0.03 -0.04 0.0667 -0.27 58.0% 1 9 — — — — — — — — — 37.00 0.70 0.45/1.00 0.03 -0.04 0.0871 -0.32 48.2% 4 26 — — — — — — — — — 38.00 1.25 0.55/1.80 0.03 -0.05 0.0774 -0.42 59.1% 21 27 56 16 45.9% 0.48 0.1015 -0.05 0.03 1.00/1.40 1.15 39.00 1.40 1.25/1.90 0.03 -0.04 0.0989 -0.52 47.1% 5 10 12 3 60.3% 0.42 0.0759 -0.06 0.03 0.20/1.50 1.49 40.00 2.02 1.35/2.55 0.03 -0.04 0.0931 -0.61 48.2% 1 58 16 10 61.3% 0.36 0.0710 -0.06 0.03 0.30/1.20 0.60 41.00 2.69 2.40/3.10 0.03 -0.03 0.0911 -0.72 43.5% 1 48 62 4 62.1% 0.30 0.0649 -0.05 0.03 0.05/0.95 0.70 42.00 3.38 2.70/4.60 0.03 -0.05 0.0610 -0.68 68.3% 1 7 15 3 59.3% 0.23 0.0594 -0.04 0.03 0.05/0.65 0.31 43.00 1.59 3.50/5.40 0.03 -0.05 0.0554 -0.73 69.6% 8 9 4 2 50.8% 0.14 0.0502 -0.03 0.02 0.05/0.55 0.20 44.00 3.63 4.40/6.60 0.03 -0.06 0.0462 -0.73 84.0% 4 12 113 1 53.7% 0.11 0.0412 -0.02 0.02 0.00/0.50 0.30 45.00 3.26 5.30/7.60 0.03 -0.07 0.0413 -0.74 91.1% 1 6 2 — 63.4% 0.12 0.0370 -0.03 0.02 0.00/0.65 0.78 46.00 — — — — — — — — —
Greeks Profile 2026-09-18 · 18d · σ = 46.5%
Greek Δ Delta Γ Gamma Θ Theta V Vega
-0.07 0.22 0.50 0.79 1.08 $27 $33 $39 $44 $50 spot $38.54 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).