IV Skew
21.8%
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 — — — — — — — — — 27.50 1.70 0.00/2.15 0.02 -0.08 0.0142 -0.12 161.7% — 1 2 — 147.7% 0.84 0.0191 -0.09 0.02 6.60/10.60 6.15 30.00 2.10 0.00/2.15 0.02 -0.07 0.0196 -0.14 133.1% — 1 2 1 60.0% 0.93 0.0251 -0.02 0.01 4.80/9.00 5.95 32.50 0.75 0.00/2.20 0.02 -0.07 0.0281 -0.18 106.9% 5 9 3 1 51.7% 0.86 0.0502 -0.03 0.02 2.50/6.70 3.80 35.00 1.61 0.00/0.50 0.02 -0.03 0.0499 -0.16 56.7% — 4 3 1 102.8% 0.63 0.0424 -0.10 0.03 0.25/4.50 1.65 37.50 — — — — — — — — — 13 1 34.9% 0.42 0.1291 -0.03 0.03 0.70/0.90 0.90 40.00 1.60 0.05/3.50 0.03 -0.08 0.0534 -0.50 85.8% 1 4 31 4 49.7% 0.26 0.0744 -0.04 0.03 0.00/0.65 0.50 42.50 3.70 1.40/5.40 0.03 -0.08 0.0467 -0.61 94.7% — 1 4 1 87.8% 0.28 0.0437 -0.07 0.03 0.10/2.35 0.20 45.00 — — — — — — — — —
Greeks Profile 2026-09-18 · 18d · σ = 60.4%
Greek Δ Delta Γ Gamma Θ Theta V Vega
-0.05 0.23 0.51 0.79 1.07 $27 $33 $39 $45 $51 spot $39.21 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).