IV Skew
0.0%
25Δ put − call
Expiry 9/1817d 10/1645d 1/15136d 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 — — — — — — — — — 22.50 0.60 0.00/5.00 0.02 -0.17 0.0043 -0.09 360.4% — 7 — — — — — — — — — 40.00 1.70 0.00/0.00 0.00 -0.00 0.0006 -0.00 25.0% — 5 4 — 0.0% 1.00 — -0.01 — 0.00/0.00 5.40 45.00 1.22 0.00/0.00 0.00 -0.00 0.0000 -0.00 6.3% 1 26 20 1 6.3% 0.00 0.0028 -0.00 0.00 0.00/0.00 2.80 50.00 4.10 0.00/0.00 — 0.01 — -1.00 0.0% — 15 1 1 25.0% 0.00 0.0000 -0.00 0.00 0.00/0.00 1.60 60.00 — — — — — — — — —
Greeks Profile 2026-09-18 · 17d · σ = 3.1%
Greek Δ Delta Γ Gamma Θ Theta V Vega
-0.08 0.21 0.50 0.79 1.08 $33 $41 $48 $55 $62 spot $47.73 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).