IV Skew
-0.9%
25Δ put − call
Expiry 9/1818d 10/1646d 12/18109d 1/15137d 4/16228d
CALLS Strike PUTS OI Vol IV Δ Γ Θ V Bid/Ask Last Strike Last Bid/Ask V Θ Γ Δ IV Vol OI 20 2 52.2% 0.81 0.0542 -0.04 0.03 3.20/5.70 6.90 40.00 0.39 0.25/0.60 0.03 -0.04 0.0547 -0.19 50.9% 1 27 76 720 51.8% 0.44 0.0783 -0.06 0.04 0.85/1.55 1.00 45.00 1.65 0.95/3.30 0.04 -0.07 0.0619 -0.54 66.0% 6 119 628 4 50.0% 0.13 0.0441 -0.03 0.02 0.00/0.65 0.40 50.00 5.15 4.90/7.50 0.03 -0.07 0.0406 -0.73 84.3% — 5
Greeks Profile 2026-09-18 · 18d · σ = 58.9%
Greek Δ Delta Γ Gamma Θ Theta V Vega
-0.05 0.23 0.51 0.79 1.08 $31 $37 $44 $50 $57 spot $43.81 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).