IV Skew
19.0%
25Δ put − call
Expiry 9/1818d 10/1646d 12/18109d 3/19200d
CALLS Strike PUTS OI Vol IV Δ Γ Θ V Bid/Ask Last Strike Last Bid/Ask V Θ Γ Δ IV Vol OI — — — — — — — — — 12.50 0.20 0.00/0.65 0.00 -0.03 0.0059 -0.04 230.1% 1 8 — — — — — — — — — 15.00 0.40 0.00/0.00 0.00 -0.00 0.0000 -0.00 50.0% 1 — 5 5 102.7% 0.98 0.0080 -0.01 0.00 8.00/11.40 9.89 17.50 1.12 0.00/1.20 0.01 -0.05 0.0156 -0.09 171.3% 2 5 1 1 182.4% 0.83 0.0229 -0.08 0.02 7.50/9.50 6.10 20.00 0.45 0.00/1.30 0.01 -0.04 0.0246 -0.12 135.0% 2 17 — — — — — — — — — 22.50 0.30 0.00/0.75 0.01 -0.03 0.0424 -0.12 79.3% 2 7 17 2 56.8% 0.77 0.0894 -0.03 0.02 2.10/3.30 3.00 25.00 0.85 0.00/0.75 0.02 -0.03 0.0818 -0.26 65.6% 1 32 202 1 46.6% 0.18 0.0949 -0.02 0.02 0.00/0.30 0.30 30.00 4.00 6.30/8.20 0.02 -0.14 0.0306 -0.49 216.2% 2 3 14 1 91.4% 0.13 0.0377 -0.03 0.01 0.00/0.75 0.05 35.00 — — — — — — — — — 14 1 102.5% 0.06 0.0185 -0.02 0.01 0.00/0.35 0.50 40.00 15.22 12.10/14.70 0.01 -0.04 0.0255 -0.87 133.9% — —
Greeks Profile 2026-09-18 · 18d · σ = 61.2%
Greek Δ Delta Γ Gamma Θ Theta V Vega
-0.04 0.23 0.51 0.79 1.07 $19 $23 $27 $31 $35 spot $27.13 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).