IV Skew
14.6%
25Δ put − call
Expiry 9/1818d 10/1646d 11/2081d 12/18109d 1/15137d 2/19172d 3/19200d 12/17473d
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 1 55.2% 0.70 0.0811 -0.04 0.03 0.90/4.70 3.90 33.00 — — — — — — — — — — — — — — — — — — 34.00 0.80 0.00/2.00 0.03 -0.06 0.0649 -0.40 77.0% 1 2 21 15 74.4% 0.53 0.0690 -0.07 0.03 0.00/2.30 1.60 35.00 1.54 0.10/3.50 0.03 -0.04 0.0943 -0.48 54.6% 7 19 8 1 65.7% 0.45 0.0777 -0.06 0.03 0.00/3.20 2.00 36.00 1.50 0.75/4.00 0.03 -0.04 0.0931 -0.57 54.4% 1 6 15 12 62.5% 0.37 0.0778 -0.05 0.03 0.30/2.00 0.94 37.00 1.95 0.90/4.00 0.03 -0.07 0.0587 -0.58 86.0% 1 5 13 7 77.5% 0.34 0.0613 -0.06 0.03 0.10/2.50 0.35 38.00 2.90 1.60/4.40 0.03 -0.06 0.0619 -0.66 76.6% 1 1 45 1 82.4% 0.31 0.0550 -0.06 0.03 0.00/2.35 0.20 39.00 1.95 2.30/5.70 0.03 -0.07 0.0493 -0.66 96.2% — 1 13 1 61.3% 0.18 0.0548 -0.04 0.02 0.00/0.45 0.15 40.00 — — — — — — — — — 5 3 78.6% 0.20 0.0465 -0.05 0.02 0.00/1.35 2.40 41.00 2.80 4.30/7.60 0.03 -0.08 0.0407 -0.70 109.7% — — 2 — 103.3% 0.25 0.0394 -0.07 0.02 0.00/2.20 0.85 42.00 — — — — — — — — —
Greeks Profile 2026-09-18 · 18d · σ = 64.5%
Greek Δ Delta Γ Gamma Θ Theta V Vega
-0.04 0.24 0.52 0.79 1.07 $24 $30 $35 $40 $45 spot $34.87 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).