IV Skew
0.0%
25Δ put − call
Expiry 9/1818d 10/1646d 12/18109d 1/15137d 4/16228d 6/17290d 12/17473d
CALLS Strike PUTS OI Vol IV Δ Γ Θ V Bid/Ask Last Strike Last Bid/Ask V Θ Γ Δ IV Vol OI — — — — — — — — — 30.00 0.05 0.00/0.00 0.00 -0.00 0.0003 -0.00 50.0% 2 — — — — — — — — — — 35.00 0.22 0.00/0.00 0.00 -0.00 0.0001 -0.00 25.0% 22 — — 10 0.0% 1.00 — -0.00 — 0.00/0.00 4.50 40.00 0.65 0.00/0.00 0.00 -0.00 0.0000 -0.00 6.3% 3 — — 6 6.3% 0.00 0.0053 -0.00 0.00 0.00/0.00 1.35 45.00 2.85 0.00/0.00 — 0.01 — -1.00 0.0% 8 — — 20 12.5% 0.00 0.0000 -0.00 0.00 0.00/0.00 0.30 50.00 9.10 0.00/0.00 — 0.01 — -1.00 0.0% — — — 5 25.0% 0.00 0.0000 -0.00 0.00 0.00/0.00 0.03 55.00 — — — — — — — — — — 3 25.0% 0.00 0.0000 -0.00 0.00 0.00/0.00 0.05 60.00 — — — — — — — — —
Greeks Profile 2026-09-18 · 18d · σ = 3.1%
Greek Δ Delta Γ Gamma Θ Theta V Vega
-0.08 0.21 0.50 0.79 1.08 $30 $37 $43 $49 $56 spot $43.00 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).