IV Skew
6.2%
25Δ put − call
Expiry 9/1818d 10/1646d 11/2081d 1/15137d 2/19172d 1/21508d
CALLS Strike PUTS OI Vol IV Δ Γ Θ V Bid/Ask Last Strike Last Bid/Ask V Θ Γ Δ IV Vol OI — 2 0.0% 1.00 — -0.00 — 0.00/0.00 12.90 22.50 0.68 0.00/0.00 0.00 -0.00 0.0000 -0.00 50.0% — — — — 0.0% 1.00 — -0.00 — 0.00/0.00 10.58 25.00 — — — — — — — — — — — 0.0% 1.00 — -0.00 — 0.00/0.00 7.80 27.50 0.34 0.00/0.00 0.00 -0.00 0.0000 -0.00 25.0% 1 — — 15 0.0% 1.00 — -0.00 — 0.00/0.00 11.28 30.00 0.20 0.00/0.00 0.00 -0.00 0.0000 -0.00 12.5% 2 — — 1 0.0% 1.00 — -0.00 — 0.00/0.00 3.20 32.50 0.35 0.00/0.00 0.00 -0.00 0.0039 -0.00 12.5% 1 — — 8 0.0% 1.00 — -0.00 — 0.00/0.00 1.70 35.00 1.44 0.00/0.00 0.00 -0.00 0.0438 -0.00 1.6% 489 — — 2 6.3% 0.00 0.0001 -0.00 0.00 0.00/0.00 0.60 37.50 2.90 0.00/0.00 — 0.00 — -1.00 0.0% 3 — — 14 12.5% 0.00 0.0000 -0.00 0.00 0.00/0.00 0.20 40.00 5.30 0.00/0.00 — 0.00 — -1.00 0.0% 1 — — 5 25.0% 0.00 0.0009 -0.00 0.00 0.00/0.00 0.20 42.50 6.28 0.00/0.00 — 0.01 — -1.00 0.0% — — — 1 25.0% 0.00 0.0000 -0.00 0.00 0.00/0.00 0.11 45.00 11.20 0.00/0.00 — 0.01 — -1.00 0.0% 1 — — 3 25.0% 0.00 0.0000 -0.00 0.00 0.00/0.00 0.05 47.50 — — — — — — — — — — — 25.0% 0.00 0.0000 -0.00 0.00 0.00/0.00 0.75 50.00 — — — — — — — — —
Greeks Profile 2026-09-18 · 18d · σ = 0.8%
Greek Δ Delta Γ Gamma Θ Theta V Vega
-0.08 0.21 0.50 0.79 1.08 $25 $30 $35 $41 $46 spot $35.28 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).