IV Skew
-3.8%
25Δ put − call
Expiry 9/1819d 10/1647d 1/15138d 4/16229d 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 2 — 203.6% 0.93 0.0056 -0.09 0.02 22.70/25.60 16.81 30.00 — — — — — — — — — — — — — — — — — — 35.00 0.15 0.00/0.20 0.01 -0.01 0.0038 -0.02 90.6% 3 92 — — — — — — — — — 37.50 0.15 0.00/2.15 0.02 -0.08 0.0107 -0.10 136.2% 1 6 4 1 145.7% 0.85 0.0135 -0.11 0.03 13.20/16.60 18.60 40.00 0.06 0.00/0.80 0.02 -0.03 0.0118 -0.06 87.4% 1 229 — — 0.0% 1.00 — -0.01 — 0.00/0.00 12.90 42.50 0.25 0.00/2.30 0.03 -0.07 0.0181 -0.14 101.8% 3 41 6 1 178.6% 0.73 0.0153 -0.19 0.04 11.50/14.30 12.10 45.00 0.20 0.00/2.40 0.03 -0.07 0.0246 -0.17 85.4% 12 118 — 3 0.0% 1.00 — -0.01 — 0.00/0.00 8.70 47.50 0.48 0.00/1.95 0.03 -0.05 0.0369 -0.19 61.3% 1 150 50 10 77.5% 0.67 0.0388 -0.09 0.04 2.75/5.50 6.00 50.00 1.10 0.15/1.30 0.04 -0.05 0.0545 -0.28 51.2% 10 294 43 1 74.3% 0.56 0.0439 -0.10 0.05 1.40/4.00 10.60 52.50 2.10 1.75/3.30 0.05 -0.07 0.0594 -0.44 54.9% 5 195 218 1 55.0% 0.42 0.0586 -0.07 0.05 1.45/1.95 1.80 55.00 3.50 3.30/3.90 0.05 -0.06 0.0597 -0.59 54.0% 2 1.1k 95 1 63.0% 0.32 0.0467 -0.07 0.04 0.30/2.80 1.25 57.50 4.65 3.90/6.30 0.04 -0.07 0.0440 -0.67 68.5% 100 177 187 1 62.1% 0.22 0.0389 -0.06 0.04 0.00/0.95 0.50 60.00 4.40 6.00/8.20 0.04 -0.06 0.0377 -0.76 68.5% 3 256 244 1 58.5% 0.12 0.0291 -0.04 0.02 0.00/0.95 0.40 62.50 — — — — — — — — — 208 2 77.5% 0.15 0.0245 -0.06 0.03 0.00/1.50 0.30 65.00 9.50 10.50/13.20 0.03 -0.07 0.0249 -0.81 91.0% 1 9 121 9 98.6% 0.17 0.0213 -0.08 0.03 0.00/2.25 0.18 67.50 11.60 11.50/14.20 — 0.01 — -1.00 0.0% 20 227 241 11 65.8% 0.04 0.0106 -0.02 0.01 0.00/0.30 0.10 70.00 13.85 14.10/16.50 — 0.01 — -1.00 0.0% 1 3 102 1 115.4% 0.15 0.0165 -0.09 0.03 0.00/2.20 0.35 72.50 10.50 11.30/13.10 — 0.01 — -1.00 0.0% 2 — — — — — — — — — — 75.00 13.80 0.00/0.00 — 0.01 — -1.00 0.0% 2 —
Greeks Profile 2026-09-18 · 19d · σ = 64.6%
Greek Δ Delta Γ Gamma Θ Theta V Vega
-0.03 0.24 0.52 0.79 1.07 $37 $45 $53 $61 $69 spot $53.00 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).