IV Skew
-8.4%
25Δ put − call
Expiry 9/1819d 10/1647d 12/18110d 1/15138d 3/19201d 4/16229d 12/17474d
CALLS Strike PUTS OI Vol IV Δ Γ Θ V Bid/Ask Last Strike Last Bid/Ask V Θ Γ Δ IV Vol OI — — — — — — — — — 31.00 2.10 0.00/0.80 0.01 -0.03 0.0162 -0.08 96.6% — 10 — — — — — — — — — 32.00 2.36 0.00/1.20 0.02 -0.05 0.0199 -0.11 99.8% 10 13 13 3 170.1% 0.76 0.0196 -0.13 0.03 8.50/11.90 8.50 34.00 1.00 0.00/1.30 0.02 -0.04 0.0273 -0.13 84.5% — 2 35 1 97.4% 0.80 0.0302 -0.07 0.03 5.70/9.10 10.25 35.00 0.60 0.20/1.35 0.02 -0.05 0.0322 -0.16 81.0% 1.5k 1.5k 1 1 99.2% 0.76 0.0330 -0.08 0.03 5.20/8.30 9.30 36.00 — — — — — — — — — 33 2 87.0% 0.74 0.0394 -0.07 0.03 4.00/7.40 8.90 37.00 4.80 0.15/1.30 0.03 -0.04 0.0481 -0.19 60.9% 11 12 100 1 129.8% 0.67 0.0298 -0.12 0.03 5.10/8.00 6.70 38.00 1.05 0.00/3.00 0.03 -0.06 0.0474 -0.29 76.3% 7 11 73 1 80.9% 0.66 0.0484 -0.08 0.03 2.60/5.90 5.20 39.00 5.00 0.60/2.20 0.03 -0.05 0.0607 -0.32 62.5% 6 8 63 3 63.4% 0.62 0.0641 -0.06 0.04 1.90/4.20 3.40 40.00 1.45 0.50/3.50 0.04 -0.06 0.0604 -0.39 67.5% 20 44 147 2 73.0% 0.55 0.0577 -0.07 0.04 1.60/4.20 5.35 41.00 — — — — — — — — — 95 1 71.7% 0.49 0.0592 -0.07 0.04 1.20/3.60 5.05 42.00 2.40 2.35/4.10 0.04 -0.07 0.0586 -0.51 72.4% 1 37 94 3 70.9% 0.43 0.0590 -0.07 0.04 1.40/2.55 3.48 43.00 3.04 2.40/4.90 0.04 -0.06 0.0617 -0.57 67.6% 2 4 70 1 65.1% 0.36 0.0612 -0.06 0.04 0.50/2.35 2.45 44.00 3.86 3.10/5.00 0.03 -0.05 0.0652 -0.65 60.3% 51 62 48 1 67.5% 0.32 0.0560 -0.06 0.03 0.30/2.15 2.05 45.00 — — — — — — — — — 10 2 59.9% 0.24 0.0547 -0.05 0.03 0.00/1.50 1.75 46.00 — — — — — — — — — 43 1 68.0% 0.22 0.0469 -0.05 0.03 0.10/1.50 1.45 47.00 — — — — — — — — — 11 1 70.4% 0.20 0.0418 -0.05 0.03 0.05/1.35 1.57 48.00 — — — — — — — — — 10 2 71.1% 0.17 0.0372 -0.04 0.02 0.00/1.15 2.08 49.00 11.60 5.60/8.00 0.01 -0.01 0.0319 -0.91 52.7% — 3
Greeks Profile 2026-09-18 · 19d · σ = 72.7%
Greek Δ Delta Γ Gamma Θ Theta V Vega
-0.00 0.26 0.53 0.79 1.06 $29 $35 $41 $47 $54 spot $41.20 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).