IV Skew
0.0%
25Δ put − call
Expiry 9/1817d 10/1645d 12/18108d 3/19199d
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 0.05 —/0.00 0.00 -0.00 0.0000 -0.00 50.0% — 62 16 1 121.9% 0.99 0.0016 -0.01 0.00 13.70/17.70 11.10 20.00 0.10 —/0.00 0.00 -0.00 0.0000 -0.00 50.0% — 19 2 1 0.0% 1.00 — -0.00 — 0.00/0.00 10.98 25.00 0.10 0.00/0.00 0.00 -0.00 0.0001 -0.00 50.0% 15 64 32 5 0.0% 1.00 — -0.00 — 0.00/0.00 6.80 30.00 0.31 0.00/0.00 0.00 -0.00 0.0000 -0.00 25.0% 2 473 292 5 0.0% 1.00 — -0.00 — 0.00/0.00 3.50 35.00 1.10 0.00/0.00 0.00 -0.00 0.0000 -0.00 6.3% 5 50 77 3 6.3% 0.00 0.0001 -0.00 0.00 0.00/0.00 1.03 40.00 5.60 0.00/0.00 — 0.00 — -1.00 0.0% 6 9 31 2 25.0% 0.00 0.0011 -0.00 0.00 0.00/0.00 0.65 45.00 13.20 9.30/13.20 0.03 -0.17 0.0255 -0.59 187.5% 3 46 34 1 25.0% 0.00 0.0000 -0.00 0.00 0.00/0.00 0.05 50.00 6.31 16.60/20.50 0.03 -0.27 0.0167 -0.55 291.2% 1 4 — 1 50.0% 0.00 0.0003 -0.00 0.00 0.00/0.00 0.15 55.00 — — — — — — — — — 12 7 177.2% 0.15 0.0165 -0.10 0.02 0.00/2.35 7.86 60.00 — — — — — — — — — 14 18 197.4% 0.14 0.0141 -0.11 0.02 0.00/2.40 1.40 65.00 — — — — — — — — — 15 5 213.1% 0.13 0.0124 -0.11 0.02 0.00/2.35 0.16 70.00 — — — — — — — — — — — 50.0% 0.00 0.0000 -0.00 0.00 0.00/0.00 2.22 75.00 — — — — — — — — —
Greeks Profile 2026-09-18 · 17d · σ = 3.1%
Greek Δ Delta Γ Gamma Θ Theta V Vega
-0.08 0.21 0.50 0.79 1.08 $26 $32 $38 $43 $49 spot $37.67 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).