IV Skew
-16.4%
25Δ put − call
Expiry 9/1817d 10/1645d 12/18108d 1/15136d 3/19199d 4/16227d
CALLS Strike PUTS OI Vol IV Δ Γ Θ V Bid/Ask Last Strike Last Bid/Ask V Θ Γ Δ IV Vol OI 2 2 389.2% 0.87 0.0068 -0.19 0.02 17.70/21.90 25.10 20.00 — — — — — — — — — 4 3 90.2% 0.87 0.0306 -0.05 0.02 4.90/9.20 9.80 30.00 — — — — — — — — — — — — — — — — — — 33.00 0.34 0.00/0.00 0.00 -0.00 0.0004 -0.00 12.5% 4 48 — — — — — — — — — 34.00 0.49 0.00/2.90 0.03 -0.06 0.0577 -0.31 77.3% 9 12 1 2 73.1% 0.63 0.0654 -0.07 0.03 1.80/4.50 5.25 35.00 0.75 0.55/1.35 0.03 -0.05 0.0774 -0.35 60.9% 55 72 — — — — — — — — — 36.00 1.05 0.00/1.70 0.03 -0.05 0.0866 -0.43 57.8% 2 2 — — — — — — — — — 37.00 1.50 0.10/3.40 0.03 -0.08 0.0546 -0.49 93.0% 110 129 8 2 77.3% 0.44 0.0648 -0.07 0.03 0.00/3.80 4.95 38.00 2.00 0.60/3.80 0.03 -0.08 0.0579 -0.55 87.1% 1 22 — — — — — — — — — 39.00 1.30 0.85/4.70 0.03 -0.08 0.0522 -0.59 94.9% 12 64 13 4 88.3% 0.35 0.0534 -0.08 0.03 0.00/3.20 3.70 40.00 2.00 1.65/5.70 0.03 -0.09 0.0464 -0.61 104.8% 4 29 3 1 93.8% 0.32 0.0484 -0.08 0.03 0.00/3.00 1.99 41.00 1.93 2.45/6.40 0.03 -0.08 0.0448 -0.66 104.3% 1 366 87 1 99.5% 0.29 0.0439 -0.08 0.03 0.00/2.85 1.37 42.00 2.48 3.30/7.20 0.03 -0.08 0.0422 -0.69 106.1% 2 105 156 2 98.1% 0.25 0.0414 -0.07 0.03 0.00/2.35 0.90 43.00 3.39 4.20/7.50 0.02 -0.06 0.0429 -0.78 88.5% 10 16 199 4 100.4% 0.23 0.0380 -0.07 0.02 0.10/2.00 0.20 44.00 — — — — — — — — — 50 1 158.2% 0.33 0.0291 -0.13 0.03 0.00/5.00 1.00 45.00 — — — — — — — — — 54 2 115.3% 0.21 0.0318 -0.08 0.02 0.00/2.20 1.20 46.00 — — — — — — — — — — — — — — — — — — 48.00 9.40 6.30/10.50 — 0.01 — -1.00 0.0% 1 1
Greeks Profile 2026-09-18 · 17d · σ = 65.4%
Greek Δ Delta Γ Gamma Θ Theta V Vega
-0.04 0.24 0.52 0.79 1.07 $25 $31 $36 $42 $47 spot $36.42 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).