IV Skew
16.5%
25Δ put − call
Expiry 9/1818d 10/1646d 11/2081d 12/18109d 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 — — — — — — — — — 27.00 0.23 0.00/0.50 0.01 -0.02 0.0204 -0.07 84.6% 10 5 — — — — — — — — — 29.00 0.05 0.00/1.90 0.02 -0.06 0.0320 -0.18 105.0% — 1 9 2 93.8% 0.80 0.0384 -0.06 0.02 3.30/5.90 4.50 30.00 0.38 0.00/2.45 0.02 -0.07 0.0362 -0.22 104.8% 10 6 — — — — — — — — — 31.00 0.10 0.00/1.75 0.02 -0.05 0.0483 -0.22 77.9% — 1 — — — — — — — — — 32.00 0.65 0.00/2.40 0.03 -0.05 0.0547 -0.27 78.4% 2 2 — — — — — — — — — 33.00 0.85 0.00/2.45 0.03 -0.05 0.0693 -0.32 66.3% — 1 718 84 55.7% 0.62 0.0884 -0.05 0.03 1.20/2.25 1.70 34.00 1.05 0.00/1.90 0.03 -0.06 0.0667 -0.40 74.6% 1.3k 3 844 21 64.8% 0.53 0.0792 -0.06 0.03 0.85/3.20 2.05 35.00 1.60 0.50/2.40 0.03 -0.06 0.0689 -0.47 74.4% 315 4 1 484 56.9% 0.44 0.0892 -0.05 0.03 0.70/1.35 1.05 36.00 — — — — — — — — — 10 1.6k 49.8% 0.33 0.0935 -0.04 0.03 0.65/0.80 0.60 37.00 2.07 2.30/3.80 0.03 -0.04 0.0853 -0.65 56.0% 1 12 6 13 81.1% 0.36 0.0593 -0.07 0.03 0.25/2.60 0.45 38.00 3.30 2.15/4.70 0.03 -0.07 0.0555 -0.63 87.9% 3 5 1.2k 2 55.9% 0.16 0.0551 -0.03 0.02 0.00/0.35 0.34 40.00 4.86 3.30/6.90 0.03 -0.09 0.0419 -0.66 113.2% 1 2 316 2 94.3% 0.26 0.0442 -0.07 0.03 0.00/2.15 0.05 41.00 — — — — — — — — — 2 2 108.7% 0.23 0.0362 -0.07 0.02 0.00/2.15 0.20 43.00 — — — — — — — — — — 15 115.3% 0.22 0.0333 -0.07 0.02 0.00/2.15 0.53 44.00 6.41 7.20/10.80 0.03 -0.10 0.0310 -0.72 140.8% — 4 — — — — — — — — — 47.00 6.10 11.00/14.20 0.02 -0.04 0.0256 -0.87 106.7% — 2
Greeks Profile 2026-09-18 · 18d · σ = 69.6%
Greek Δ Delta Γ Gamma Θ Theta V Vega
-0.02 0.25 0.52 0.79 1.07 $24 $30 $35 $40 $45 spot $34.93 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).