IV Skew
23.8%
25Δ put − call
Expiry 9/1819d 10/1647d 12/18110d 1/15138d 3/19201d 1/21509d
CALLS Strike PUTS OI Vol IV Δ Γ Θ V Bid/Ask Last Strike Last Bid/Ask V Θ Γ Δ IV Vol OI 19 10 0.0% 1.00 — -0.00 — 13.30/14.90 13.30 22.50 0.05 0.00/1.35 0.01 -0.06 0.0060 -0.06 199.4% 1 14 27 1 116.4% 0.98 0.0044 -0.02 0.00 14.70/18.70 14.10 25.00 0.05 0.00/1.35 0.01 -0.05 0.0079 -0.07 171.1% 1 533 74 72 181.1% 0.89 0.0111 -0.09 0.02 12.20/15.40 10.36 27.50 0.10 0.00/1.35 0.01 -0.05 0.0106 -0.08 145.4% 11 2.0k 25 1 79.7% 0.97 0.0087 -0.02 0.01 9.70/13.70 11.34 30.00 0.13 0.00/0.20 0.01 -0.01 0.0080 -0.02 77.0% 6 205 270 4 85.4% 0.92 0.0192 -0.04 0.01 7.70/11.30 7.38 32.50 0.05 0.00/0.50 0.01 -0.02 0.0170 -0.06 74.4% 4 468 641 5 70.6% 0.88 0.0302 -0.04 0.02 6.30/7.90 6.00 35.00 0.04 0.00/1.10 0.02 -0.04 0.0303 -0.13 72.0% 1 227 1.8k 11 57.7% 0.81 0.0500 -0.04 0.03 4.10/5.50 4.37 37.50 0.10 0.05/0.15 0.01 -0.01 0.0459 -0.08 33.6% 144 1.1k 5.2k 3 42.0% 0.68 0.0893 -0.04 0.03 1.90/2.55 2.40 40.00 0.45 0.25/1.45 0.04 -0.05 0.0708 -0.35 55.1% 187 200 782 37 31.3% 0.41 0.1308 -0.03 0.04 0.70/0.85 0.80 42.50 1.55 1.50/2.05 0.04 -0.03 0.1076 -0.57 38.5% 69 153 2.9k 89 31.5% 0.15 0.0785 -0.02 0.02 0.15/0.25 0.20 45.00 3.10 2.70/4.30 0.03 -0.04 0.0676 -0.72 52.6% 10 11 220 1 44.9% 0.11 0.0442 -0.02 0.02 0.00/0.25 0.13 47.50 11.06 3.80/7.90 0.03 -0.09 0.0375 -0.67 101.5% — — 37 1 46.1% 0.05 0.0223 -0.01 0.01 0.00/0.10 0.05 50.00 — — — — — — — — —
Greeks Profile 2026-09-18 · 19d · σ = 34.9%
Greek Δ Delta Γ Gamma Θ Theta V Vega
-0.08 0.21 0.50 0.79 1.08 $29 $35 $42 $48 $54 spot $41.58 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).