IV Skew
-4.2%
25Δ put − call
Expiry 9/1817d 10/1645d 11/2080d 1/15136d 2/19171d
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 0.30 0.00/2.15 0.01 -0.07 0.0192 -0.13 201.5% — 1 — — — — — — — — — 20.00 0.35 0.00/0.75 0.01 -0.03 0.0316 -0.10 102.3% 1 2 — — — — — — — — — 22.50 0.85 0.00/0.65 0.01 -0.02 0.0639 -0.14 63.1% — 1 12 3 58.1% 0.62 0.1176 -0.04 0.02 1.30/1.75 1.75 25.00 — — — — — — — — — 10 1 67.3% 0.36 0.0998 -0.04 0.02 0.00/0.90 0.55 27.50 2.80 1.70/3.20 0.02 -0.03 0.1120 -0.67 58.0% — 1 7 4 68.4% 0.17 0.0670 -0.03 0.01 0.00/0.75 0.44 30.00 — — — — — — — — —
Greeks Profile 2026-09-18 · 17d · σ = 58.1%
Greek Δ Delta Γ Gamma Θ Theta V Vega
-0.06 0.23 0.51 0.79 1.08 $18 $22 $26 $30 $33 spot $25.75 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).