IV Skew
-0.6%
25Δ put − call
Expiry 9/1819d 10/1647d 12/18110d 1/15138d 3/19201d 4/16229d 6/17291d 9/17383d +1 more 2028-01-21 (509d)
CALLS Strike PUTS OI Vol IV Δ Γ Θ V Bid/Ask Last Strike Last Bid/Ask V Θ Γ Δ IV Vol OI 120 2 73.4% 0.95 0.0204 -0.02 0.01 5.40/9.30 6.94 25.00 0.01 0.00/0.10 0.00 -0.01 0.0123 -0.02 57.0% 1 431 1 2 89.4% 0.88 0.0311 -0.04 0.01 4.40/6.70 5.95 26.00 0.50 0.00/0.15 0.01 -0.01 0.0191 -0.03 53.5% 1 32 2 — 50.8% 0.94 0.0301 -0.01 0.01 3.40/7.20 5.05 27.00 0.08 0.00/0.15 0.01 -0.01 0.0322 -0.07 53.7% 29 53 605 1 67.3% 0.84 0.0491 -0.03 0.02 3.30/4.70 4.40 28.00 0.07 0.00/0.15 0.01 -0.01 0.0434 -0.08 44.9% 1 1.0k 33 3 65.1% 0.79 0.0611 -0.04 0.02 3.00/3.90 3.10 29.00 0.05 0.05/0.10 0.01 -0.01 0.0565 -0.07 32.4% 2 160 2.9k 2 44.9% 0.78 0.0907 -0.03 0.02 1.95/2.70 2.55 30.00 0.20 0.00/0.25 0.02 -0.01 0.0999 -0.16 32.8% 1 970 328 6 38.6% 0.69 0.1246 -0.03 0.03 1.15/1.85 1.65 31.00 0.22 0.00/0.30 0.02 -0.01 0.1682 -0.23 24.7% 5 118 3.6k 67 27.9% 0.56 0.1922 -0.02 0.03 0.40/0.95 0.98 32.00 0.51 0.00/0.95 0.03 -0.02 0.1592 -0.44 33.8% 21 1.3k 2.3k 820 27.2% 0.37 0.1888 -0.02 0.03 0.30/0.50 0.45 33.00 1.40 0.95/1.25 0.03 -0.02 0.2045 -0.65 24.8% 35 38 244 1 25.3% 0.19 0.1454 -0.01 0.02 0.10/0.20 0.17 34.00 2.20 1.65/2.20 0.02 -0.02 0.1320 -0.75 33.1% 2 2 3.3k 5 27.1% 0.10 0.0872 -0.01 0.01 0.00/0.10 0.06 35.00 2.60 0.60/4.60 0.03 -0.07 0.0562 -0.61 93.0% 5 5 7 1 33.4% 0.08 0.0608 -0.01 0.01 0.00/0.10 0.02 36.00 3.40 1.75/4.40 0.02 -0.03 0.0697 -0.77 58.8% 20 20 335 1 58.2% 0.17 0.0585 -0.03 0.02 0.00/0.40 0.05 37.00 10.20 5.60/7.90 0.03 -0.08 0.0430 -0.65 117.6% 12 5 54 2 55.3% 0.05 0.0255 -0.01 0.01 0.00/0.10 0.05 40.00 — — — — — — — — — 2 1 130.3% 0.23 0.0317 -0.08 0.02 0.10/2.40 0.55 42.00 — — — — — — — — — 33 1 95.4% 0.08 0.0208 -0.03 0.01 0.00/0.55 0.52 45.00 — — — — — — — — —
Greeks Profile 2026-09-18 · 19d · σ = 30.9%
Greek Δ Delta Γ Gamma Θ Theta V Vega
-0.08 0.21 0.50 0.79 1.08 $23 $27 $32 $37 $42 spot $32.18 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).