IV Skew
-58.6%
25Δ put − call
Expiry 9/1817d 10/1645d 1/15136d 4/16227d
CALLS Strike PUTS OI Vol IV Δ Γ Θ V Bid/Ask Last Strike Last Bid/Ask V Θ Γ Δ IV Vol OI 65 15 87.7% 0.93 0.0287 -0.02 0.01 3.60/8.40 4.22 20.00 — — — — — — — — — — — — — — — — — — 21.00 1.40 0.00/4.90 0.02 -0.11 0.0269 -0.25 211.1% — 1 — — — — — — — — — 22.00 0.40 0.00/4.90 0.02 -0.10 0.0318 -0.27 188.7% 1 2 1 1 70.2% 0.80 0.0716 -0.03 0.02 1.15/5.50 3.80 23.00 — — — — — — — — — 57 55 68.6% 0.72 0.0888 -0.04 0.02 0.30/4.90 3.14 24.00 0.88 0.00/0.80 0.02 -0.04 0.0898 -0.28 67.6% 1 2 44 10 90.4% 0.60 0.0765 -0.06 0.02 0.10/4.90 3.80 25.00 1.08 0.20/1.10 0.02 -0.04 0.1084 -0.38 63.1% 80 93 37 83 109.9% 0.54 0.0650 -0.07 0.02 0.05/4.90 1.80 26.00 1.70 0.10/4.90 0.02 -0.06 0.0704 -0.47 101.6% — 1 5 1 126.2% 0.49 0.0568 -0.08 0.02 0.00/4.90 1.50 27.00 1.80 0.10/4.90 0.02 -0.05 0.0926 -0.57 76.1% 1 14 50 1 122.2% 0.43 0.0578 -0.08 0.02 0.00/4.00 1.30 28.00 2.00 0.50/4.90 0.02 -0.03 0.1096 -0.74 53.1% 171 67 36 20 155.3% 0.43 0.0455 -0.10 0.02 0.00/4.90 0.63 29.00 3.30 1.50/6.00 0.02 -0.03 0.0821 -0.77 67.1% 4 29 7 4 108.1% 0.30 0.0578 -0.06 0.02 0.00/2.25 1.50 30.00 — — — — — — — — — 3 — 179.6% 0.39 0.0384 -0.11 0.02 0.00/4.90 0.65 31.00 — — — — — — — — —
Greeks Profile 2026-09-18 · 17d · σ = 105.7%
Greek Δ Delta Γ Gamma Θ Theta V Vega
0.09 0.32 0.55 0.79 1.02 $18 $22 $26 $30 $34 spot $25.78 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).