IV Skew
-3.9%
25Δ put − call
Expiry 9/1819d 10/1647d 12/18110d 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 14 2 234.0% 0.96 0.0037 -0.06 0.01 23.00/26.10 25.50 20.00 0.26 0.00/0.20 0.00 -0.01 0.0018 -0.01 164.8% 5 8 — — — — — — — — — 22.50 0.10 0.00/0.10 0.00 -0.01 0.0016 -0.01 128.1% 5 9 16 6 194.8% 0.93 0.0067 -0.07 0.01 17.90/19.80 23.65 25.00 0.11 0.00/0.30 0.00 -0.02 0.0038 -0.02 131.3% 4 18 22 10 129.5% 0.93 0.0108 -0.05 0.01 13.70/15.40 14.13 30.00 0.05 0.00/0.30 0.01 -0.02 0.0070 -0.03 93.9% 11 267 1.2k 8 94.9% 0.88 0.0211 -0.05 0.02 9.10/10.30 10.90 35.00 0.15 0.05/0.40 0.01 -0.02 0.0170 -0.06 67.2% 32 1.5k 1.1k 18 61.9% 0.78 0.0483 -0.05 0.03 4.60/5.30 4.70 40.00 0.74 0.55/1.00 0.03 -0.04 0.0510 -0.20 55.2% 21 2.9k 827 11 59.0% 0.46 0.0671 -0.06 0.04 1.50/2.55 2.05 45.00 2.90 2.75/3.00 0.04 -0.05 0.0726 -0.54 54.5% 11 1.3k 1.9k 93 60.5% 0.20 0.0459 -0.05 0.03 0.60/0.80 0.70 50.00 6.31 5.90/6.80 0.03 -0.04 0.0457 -0.79 62.5% 40 1.1k 2.0k 8 61.3% 0.06 0.0206 -0.02 0.01 0.15/0.25 0.22 55.00 11.00 10.00/12.10 0.03 -0.06 0.0276 -0.81 98.4% 32 1.1k 655 1 66.0% 0.02 0.0086 -0.01 0.01 0.05/0.10 0.10 60.00 15.02 14.80/17.10 0.02 -0.07 0.0203 -0.84 120.5% 2 232 420 3 75.0% 0.01 0.0049 -0.01 0.00 0.00/0.10 0.10 65.00 19.50 19.20/22.00 0.02 -0.07 0.0160 -0.86 135.5% 411 113 290 1 86.7% 0.01 0.0037 -0.01 0.00 0.00/0.10 0.03 70.00 24.50 24.20/27.00 0.02 -0.07 0.0133 -0.88 152.1% 411 166 66 72 114.1% 0.03 0.0056 -0.02 0.01 0.00/0.30 0.07 75.00 30.69 28.90/32.10 0.02 -0.08 0.0118 -0.88 171.4% 15 74 302 1 125.0% 0.03 0.0048 -0.02 0.01 0.00/0.30 0.45 80.00 33.50 34.60/37.10 0.02 -0.09 0.0104 -0.89 185.1% 84 23
Greeks Profile 2026-09-18 · 19d · σ = 56.8%
Greek Δ Delta Γ Gamma Θ Theta V Vega
-0.05 0.23 0.51 0.79 1.08 $31 $37 $44 $51 $57 spot $43.96 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).