IV Skew
-2.7%
25Δ put − call
Expiry 9/1820d 10/1648d 1/15139d 3/19202d 4/16230d 6/17292d 9/17384d 1/21510d +1 more 2028-12-15 (839d)
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 — 96.1% 0.97 0.0065 -0.02 0.01 13.30/16.50 22.60 30.00 0.05 0.00/0.10 0.00 -0.01 0.0039 -0.01 80.5% 12 73 64 1 112.3% 0.86 0.0190 -0.07 0.02 8.30/10.80 12.74 35.00 0.05 0.00/0.10 0.00 -0.01 0.0084 -0.02 52.7% 22 664 30 19 56.1% 0.83 0.0436 -0.04 0.03 5.00/5.80 5.30 40.00 0.45 0.35/0.50 0.02 -0.03 0.0443 -0.15 51.0% 64 1.8k 351 87 52.2% 0.51 0.0728 -0.06 0.04 1.90/2.35 2.20 45.00 2.25 2.00/2.25 0.04 -0.05 0.0768 -0.49 49.6% 108 5.0k 1.2k 197 53.4% 0.21 0.0516 -0.04 0.03 0.55/0.75 0.65 50.00 5.32 4.80/6.00 0.03 -0.04 0.0506 -0.77 56.9% 1 1.9k 2.7k 69 55.7% 0.07 0.0223 -0.02 0.01 0.15/0.20 0.18 55.00 10.21 10.10/10.70 0.01 -0.01 0.0217 -0.94 54.6% 3 914 961 243 62.5% 0.03 0.0098 -0.01 0.01 0.05/0.10 0.07 60.00 14.77 13.90/16.40 0.03 -0.08 0.0213 -0.82 118.9% 500 413 841 3 71.9% 0.02 0.0056 -0.01 0.00 0.00/0.10 0.05 65.00 19.06 18.30/21.90 0.03 -0.11 0.0173 -0.80 155.6% 3 — 772 11 103.9% 0.04 0.0085 -0.03 0.01 0.00/0.40 0.03 70.00 20.90 23.40/27.00 0.03 -0.12 0.0148 -0.81 177.0% 61 — 360 2 94.1% 0.01 0.0034 -0.01 0.00 0.00/0.10 0.05 75.00 27.38 28.40/32.10 0.00 0.01 0.0012 -1.00 78.1% 3 — 150 42 109.8% 0.02 0.0037 -0.01 0.00 0.00/0.15 0.05 80.00 28.90 33.40/37.00 0.03 -0.13 0.0117 -0.83 207.8% 3 —
Greeks Profile 2026-09-18 · 20d · σ = 50.9%
Greek Δ Delta Γ Gamma Θ Theta V Vega
-0.06 0.22 0.51 0.79 1.08 $31 $38 $45 $51 $58 spot $44.76 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).