IV Skew
-2.2%
25Δ put − call
Expiry 9/1819d 10/1647d 11/2082d 12/18110d 1/15138d 2/19173d 1/21509d
CALLS Strike PUTS OI Vol IV Δ Γ Θ V Bid/Ask Last Strike Last Bid/Ask V Θ Γ Δ IV Vol OI 3 1 71.5% 0.98 0.0062 -0.02 0.01 12.50/16.60 15.61 40.00 — — — — — — — — — 2 1 61.1% 0.93 0.0183 -0.03 0.02 7.70/11.80 9.40 45.00 0.05 0.00/0.05 0.01 -0.01 0.0093 -0.02 42.2% 3 22 38 2 50.5% 0.79 0.0455 -0.05 0.04 4.40/6.20 5.68 50.00 0.36 0.10/0.55 0.03 -0.03 0.0481 -0.17 42.1% 10 1.4k 548 2 44.3% 0.49 0.0724 -0.06 0.05 1.20/2.00 1.50 55.00 2.02 1.70/2.40 0.05 -0.05 0.0776 -0.51 41.4% 3 107 3.6k 1 44.1% 0.19 0.0490 -0.04 0.03 0.25/0.55 0.30 60.00 7.70 3.80/7.70 0.05 -0.09 0.0359 -0.66 82.1% 4 4 37 3 50.1% 0.07 0.0217 -0.02 0.02 0.00/0.20 0.05 65.00 — — — — — — — — —
Greeks Profile 2026-09-18 · 19d · σ = 42.9%
Greek Δ Delta Γ Gamma Θ Theta V Vega
-0.08 0.21 0.50 0.79 1.08 $38 $46 $54 $63 $71 spot $54.45 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).