IV Skew
-15.8%
25Δ put − call
Expiry 9/1818d 10/1646d 11/2081d 12/18109d 1/15137d 2/19172d 3/19200d 12/17473d +1 more 2028-01-21 (508d)
CALLS Strike PUTS OI Vol IV Δ Γ Θ V Bid/Ask Last Strike Last Bid/Ask V Θ Γ Δ IV Vol OI — — — — — — — — — 7.50 0.05 0.00/2.15 0.01 -0.07 0.0068 -0.07 441.0% — 3 9 16 203.5% 0.96 0.0096 -0.02 0.00 8.10/12.10 9.50 10.00 — — — — — — — — — 3 2 146.9% 0.94 0.0173 -0.02 0.00 5.60/9.60 7.53 12.50 0.04 0.00/1.50 0.01 -0.05 0.0201 -0.11 215.0% 30 42 16 1 99.4% 0.92 0.0343 -0.02 0.01 3.10/7.10 5.13 15.00 — — — — — — — — — 82 2 56.4% 0.86 0.0876 -0.02 0.01 1.00/4.20 3.79 17.50 0.12 0.05/0.20 0.01 -0.01 0.0874 -0.13 54.7% 4 241 836 12 71.7% 0.52 0.1259 -0.04 0.02 1.00/1.55 1.05 20.00 1.05 0.70/1.10 0.02 -0.03 0.1617 -0.49 55.9% 134 326 1.5k 15 78.2% 0.27 0.0957 -0.03 0.01 0.35/0.80 0.40 22.50 2.45 1.80/3.00 0.01 -0.02 0.1032 -0.78 65.2% 24 167 1.4k 39 85.2% 0.13 0.0576 -0.02 0.01 0.10/0.45 0.15 25.00 3.30 3.10/7.00 0.02 -0.09 0.0452 -0.63 189.5% 2 335 383 35 102.3% 0.10 0.0377 -0.02 0.01 0.05/0.40 0.09 27.50 4.70 4.80/8.30 0.01 -0.05 0.0438 -0.80 142.6% 1 75 902 21 106.6% 0.05 0.0232 -0.01 0.00 0.00/0.25 0.02 30.00 9.95 8.00/12.00 0.02 -0.10 0.0329 -0.69 243.9% 4 353 55 2 152.9% 0.10 0.0263 -0.03 0.01 0.00/0.70 0.06 32.50 6.00 7.10/11.30 — 0.00 — -1.00 0.0% 5 16 485 30 231.9% 0.20 0.0275 -0.08 0.01 0.00/2.15 0.08 35.00 8.92 2.85/5.90 — 0.00 — -1.00 0.0% — 300 1.7k 35 116.4% 0.01 0.0053 -0.00 0.00 0.00/0.05 0.05 37.50 5.65 12.50/16.60 — 0.00 — -1.00 0.0% 66 11
Greeks Profile 2026-09-18 · 18d · σ = 63.8%
Greek Δ Delta Γ Gamma Θ Theta V Vega
-0.04 0.24 0.52 0.79 1.07 $14 $17 $20 $23 $26 spot $19.88 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).