IV Skew
-7.9%
25Δ put − call
Expiry 9/1818d 10/1646d 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 — — 141.4% 0.97 0.0080 -0.02 0.00 11.20/13.20 16.92 17.50 — — — — — — — — — — — — — — — — — — 22.50 0.57 0.00/0.00 0.00 -0.00 0.0000 -0.00 25.0% — — 3 — 95.9% 0.82 0.0423 -0.05 0.02 4.50/6.10 5.90 25.00 0.25 0.00/0.40 0.01 -0.02 0.0415 -0.09 60.0% 4 81 329 7 58.0% 0.48 0.1048 -0.04 0.03 0.20/1.35 1.45 30.00 1.20 1.20/1.60 0.03 -0.03 0.1211 -0.53 50.1% 4 766 3.2k 10 51.4% 0.08 0.0438 -0.01 0.01 0.10/0.15 0.09 35.00 4.60 5.30/5.70 0.01 -0.02 0.0504 -0.88 60.9% 1 117 529 1 76.6% 0.05 0.0192 -0.01 0.01 0.00/0.20 0.10 40.00 10.22 9.00/10.70 0.01 -0.02 0.0259 -0.91 92.2% 1 2 20 12 174.8% 0.19 0.0235 -0.09 0.02 0.00/2.15 0.25 45.00 — — — — — — — — — 1 — 152.3% 0.08 0.0154 -0.04 0.01 0.00/0.75 1.20 50.00 — — — — — — — — — 40 5 222.9% 0.16 0.0165 -0.10 0.02 0.00/2.15 0.10 55.00 — — — — — — — — — — — 50.0% 0.00 0.0000 -0.00 0.00 0.00/0.00 0.10 65.00 — — — — — — — — —
Greeks Profile 2026-09-18 · 18d · σ = 54.0%
Greek Δ Delta Γ Gamma Θ Theta V Vega
-0.06 0.22 0.51 0.79 1.08 $21 $25 $30 $34 $38 spot $29.54 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).