IV Skew
55.4%
25Δ put − call
Expiry 9/1818d 12/18109d 3/19200d
CALLS Strike PUTS OI Vol IV Δ Γ Θ V Bid/Ask Last Strike Last Bid/Ask V Θ Γ Δ IV Vol OI — 1 142.6% 0.95 0.0086 -0.04 0.01 13.00/17.00 10.00 25.00 — — — — — — — — — 3 1 133.7% 0.86 0.0187 -0.07 0.02 9.40/12.00 9.88 30.00 0.90 0.00/4.30 0.02 -0.11 0.0169 -0.18 178.2% 1 11 3 1 53.6% 0.87 0.0454 -0.03 0.02 3.00/7.00 5.00 35.00 0.45 0.00/0.95 0.02 -0.03 0.0456 -0.15 57.0% 10 13 — 1 1.6% 0.01 0.2289 -0.00 0.00 0.00/0.00 1.65 40.00 — — — — — — — — — — 1 58.7% 0.18 0.0516 -0.04 0.02 0.00/1.10 0.55 45.00 — — — — — — — — —
Greeks Profile 2026-09-18 · 18d · σ = 29.3%
Greek Δ Delta Γ Gamma Θ Theta V Vega
-0.08 0.21 0.50 0.79 1.08 $28 $34 $40 $46 $51 spot $39.60 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).