IV Skew
0.8%
25Δ put − call
Expiry 9/1818d 10/1646d 11/2081d 12/18109d 1/15137d 2/19172d 3/19200d 4/16228d +4 more 2027-05-21 (263d) 2027-06-17 (290d) 2027-08-20 (354d) 2027-12-17 (473d)
CALLS Strike PUTS OI Vol IV Δ Γ Θ V Bid/Ask Last Strike Last Bid/Ask V Θ Γ Δ IV Vol OI — 6 0.0% 1.00 — -0.00 — 0.00/0.00 4.90 15.00 — — — — — — — — — — 3 0.0% 1.00 — -0.00 — 0.00/0.00 2.92 17.50 0.65 0.00/0.00 0.00 -0.00 0.0000 -0.00 12.5% 2 — — 53 0.0% 1.00 — -0.00 — 0.00/0.00 1.55 20.00 1.40 0.00/0.00 0.00 -0.00 0.0021 -0.00 0.8% 67 — — 8 12.5% 0.00 0.0003 -0.00 0.00 0.00/0.00 0.45 22.50 2.46 0.00/0.00 — 0.00 — -1.00 0.0% 6 — — — 25.0% 0.00 0.0002 -0.00 0.00 0.00/0.00 0.20 25.00 — — — — — — — — —
Greeks Profile 2026-09-18 · 18d · σ = 0.4%
Greek Δ Delta Γ Gamma Θ Theta V Vega
-0.08 0.21 0.50 0.79 1.08 $14 $17 $20 $23 $26 spot $20.10 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).