IV Skew
4.1%
25Δ put − call
Expiry 9/1818d 11/2081d 2/19172d
CALLS Strike PUTS OI Vol IV Δ Γ Θ V Bid/Ask Last Strike Last Bid/Ask V Θ Γ Δ IV Vol OI — — — — — — — — — 17.50 0.10 0.00/0.95 0.01 -0.04 0.0247 -0.11 137.1% — 1 — — — — — — — — — 22.50 0.10 0.05/0.20 0.01 -0.01 0.1153 -0.16 38.4% 1 2 14 1 34.3% 0.40 0.2077 -0.02 0.02 0.20/0.50 0.25 25.00 0.75 0.35/1.25 0.02 -0.02 0.1787 -0.58 40.3% 1 12 20 — 51.6% 0.04 0.0317 -0.01 0.00 0.00/0.10 0.55 30.00 — — — — — — — — — 3 3 105.1% 0.08 0.0255 -0.02 0.01 0.00/0.40 0.44 35.00 — — — — — — — — —
Greeks Profile 2026-09-18 · 18d · σ = 37.3%
Greek Δ Delta Γ Gamma Θ Theta V Vega
-0.08 0.21 0.50 0.79 1.08 $17 $21 $24 $28 $32 spot $24.38 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).