IV Skew
-21.2%
25Δ put − call
Expiry 9/1818d 10/1646d 12/18109d 1/15137d 3/19200d 12/17473d
CALLS Strike PUTS OI Vol IV Δ Γ Θ V Bid/Ask Last Strike Last Bid/Ask V Θ Γ Δ IV Vol OI — — — — — — — — — 16.00 1.60 0.00/4.90 0.01 -0.12 0.0137 -0.16 320.7% — 1 — — — — — — — — — 17.00 0.55 0.00/4.90 0.01 -0.12 0.0159 -0.18 293.4% — 10 2 2 141.4% 0.89 0.0241 -0.04 0.01 5.80/9.50 7.91 18.00 0.25 0.00/4.90 0.02 -0.11 0.0185 -0.20 267.5% — 1 4 3 139.6% 0.85 0.0294 -0.05 0.01 4.90/8.80 8.75 19.00 — — — — — — — — — 9 2 125.6% 0.83 0.0361 -0.05 0.01 4.00/7.80 8.05 20.00 — — — — — — — — — 12 1 75.0% 0.88 0.0487 -0.03 0.01 2.50/6.30 1.80 21.00 5.80 0.00/4.90 0.02 -0.10 0.0300 -0.26 196.2% 2 13 31 1 100.9% 0.76 0.0554 -0.05 0.02 2.15/6.00 4.62 22.00 1.75 0.00/4.10 0.02 -0.08 0.0398 -0.29 154.1% — 1 3 1 132.0% 0.67 0.0491 -0.08 0.02 1.90/6.30 3.00 23.00 — — — — — — — — — 32 2 97.3% 0.63 0.0700 -0.06 0.02 0.70/4.90 3.80 24.00 1.09 0.60/1.25 0.02 -0.03 0.1083 -0.34 60.9% 10 73 30 5 105.7% 0.56 0.0672 -0.07 0.02 0.10/4.90 3.05 25.00 1.50 0.50/4.90 0.02 -0.07 0.0604 -0.44 117.4% 5 24 51 1 82.1% 0.46 0.0868 -0.05 0.02 0.15/2.90 3.00 26.00 — — — — — — — — — 70 1 137.5% 0.47 0.0519 -0.09 0.02 0.00/4.90 1.50 27.00 2.61 1.40/4.50 0.02 -0.04 0.0897 -0.64 75.2% — 1 10 1 145.1% 0.43 0.0486 -0.09 0.02 0.00/4.60 1.00 28.00 — — — — — — — — — 3.0k 16 124.6% 0.35 0.0535 -0.07 0.02 0.00/3.10 0.40 29.00 — — — — — — — — — 105 3 176.4% 0.40 0.0393 -0.11 0.02 0.00/4.90 0.49 30.00 4.90 3.00/7.00 0.02 -0.09 0.0426 -0.63 159.6% — 1 2 1 187.4% 0.38 0.0366 -0.11 0.02 0.00/4.90 0.65 31.00 5.00 3.50/8.00 0.02 -0.10 0.0393 -0.64 170.4% — 1 1 — 128.6% 0.24 0.0435 -0.06 0.02 0.00/2.00 0.80 32.00 — — — — — — — — — 68 1 93.0% 0.07 0.0249 -0.02 0.01 0.05/0.30 0.05 35.00 — — — — — — — — —
Greeks Profile 2026-09-18 · 18d · σ = 111.5%
Greek Δ Delta Γ Gamma Θ Theta V Vega
0.12 0.34 0.56 0.78 1.00 $18 $21 $25 $29 $33 spot $25.07 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).