IV Skew
-104.7%
25Δ put − call
Expiry 9/1817d 10/1645d 11/2080d 1/15136d 2/19171d
CALLS Strike PUTS OI Vol IV Δ Γ Θ V Bid/Ask Last Strike Last Bid/Ask V Θ Γ Δ IV Vol OI 15 — 80.5% 0.66 0.0793 -0.05 0.02 0.50/4.90 5.09 25.00 0.60 0.20/1.00 0.02 -0.03 0.1153 -0.28 50.9% 1 10 1 — 155.6% 0.42 0.0440 -0.10 0.02 0.00/4.90 2.24 30.00 1.60 1.00/4.90 0.02 -0.06 0.0592 -0.66 108.6% 1 16 1 — 312.2% 0.47 0.0223 -0.21 0.02 —/4.90 0.80 35.00 — — — — — — — — —
Greeks Profile 2026-09-18 · 17d · σ = 65.7%
Greek Δ Delta Γ Gamma Θ Theta V Vega
-0.04 0.24 0.52 0.79 1.07 $19 $22 $26 $30 $34 spot $26.46 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).