IV Skew
-6.0%
25Δ put − call
Expiry 9/1817d 10/1645d 11/2080d 12/18108d 1/15136d 2/19171d 3/19199d 6/17289d +2 more 2027-09-17 (381d) 2028-01-21 (507d)
CALLS Strike PUTS OI Vol IV Δ Γ Θ V Bid/Ask Last Strike Last Bid/Ask V Θ Γ Δ IV Vol OI 19 5 119.5% 0.98 0.0037 -0.02 0.01 17.70/21.20 19.49 30.00 0.25 0.00/0.00 0.00 -0.00 0.0000 -0.00 50.0% 2 — 2 1 0.0% 1.00 — -0.00 — 8.20/11.70 10.60 32.50 0.21 0.00/2.15 0.02 -0.09 0.0091 -0.09 168.5% 1 13 12 1 80.1% 0.98 0.0054 -0.02 0.00 13.10/15.70 16.16 35.00 0.20 0.00/1.75 0.02 -0.07 0.0115 -0.09 136.2% 1 60 11 2 0.0% 1.00 — -0.00 — 8.00/10.60 7.70 37.50 0.51 0.00/0.40 0.01 -0.02 0.0108 -0.04 77.5% 1 1.7k 27 1 79.2% 0.91 0.0198 -0.05 0.02 8.10/11.50 10.80 40.00 0.47 0.00/0.60 0.01 -0.03 0.0178 -0.07 69.1% 1 615 289 1 57.7% 0.90 0.0289 -0.04 0.02 5.50/8.90 8.90 42.50 0.05 0.00/0.45 0.02 -0.03 0.0294 -0.11 60.4% 2 304 329 1 71.8% 0.75 0.0414 -0.08 0.03 2.60/5.70 4.64 45.00 0.11 0.00/0.30 0.02 -0.02 0.0490 -0.12 37.8% 60 598 2.5k 12 32.1% 0.73 0.0972 -0.04 0.04 1.85/2.50 2.20 47.50 0.35 0.25/0.40 0.03 -0.02 0.1138 -0.22 24.3% 33 919 5.1k 129 24.6% 0.42 0.1496 -0.03 0.04 0.65/0.80 0.70 50.00 1.25 0.90/1.40 0.04 -0.02 0.1626 -0.59 22.5% 76 648 5.8k 37 30.3% 0.19 0.0830 -0.03 0.03 0.10/0.35 0.15 52.50 2.84 1.35/4.90 0.04 -0.07 0.0535 -0.64 65.8% 4 104 1.5k 5 27.1% 0.04 0.0274 -0.01 0.01 0.00/0.05 0.03 55.00 4.80 4.40/6.20 0.03 -0.03 0.0483 -0.83 49.1% 1 77 172 3 44.2% 0.06 0.0259 -0.02 0.01 0.00/0.15 0.07 57.50 7.66 6.10/9.50 0.03 -0.08 0.0335 -0.76 86.6% 2 — 10 6 75.8% 0.13 0.0269 -0.05 0.02 0.00/1.20 0.35 60.00 9.90 8.60/12.60 0.03 -0.11 0.0261 -0.74 116.1% 15 — — — — — — — — — — 65.00 19.35 17.20/20.20 0.04 -0.17 0.0189 -0.71 169.2% — — — — — — — — — — — 70.00 24.50 22.20/25.30 0.03 -0.19 0.0160 -0.74 192.2% — —
Greeks Profile 2026-09-18 · 17d · σ = 23.5%
Greek Δ Delta Γ Gamma Θ Theta V Vega
-0.08 0.21 0.50 0.79 1.08 $35 $42 $49 $57 $64 spot $49.31 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).