IV Skew
7.8%
25Δ put − call
Expiry 9/1818d 10/1646d 1/15137d 4/16228d 6/17290d 1/21508d
CALLS Strike PUTS OI Vol IV Δ Γ Θ V Bid/Ask Last Strike Last Bid/Ask V Θ Γ Δ IV Vol OI — — — — — — — — — 28.00 0.20 0.00/0.10 0.01 -0.01 0.0226 -0.05 56.1% 5 11 15 5 81.4% 0.84 0.0385 -0.04 0.02 4.60/5.80 5.18 29.00 0.09 0.00/0.15 0.01 -0.01 0.0332 -0.07 52.9% — 1 — — — — — — — — — 30.00 0.04 0.00/0.35 0.02 -0.03 0.0495 -0.13 57.4% 11 20 — — — — — — — — — 31.00 0.10 0.00/0.30 0.02 -0.02 0.0669 -0.15 44.9% 1 4 1 — 43.8% 0.78 0.0902 -0.03 0.02 2.00/2.70 4.09 32.00 0.15 0.05/0.30 0.02 -0.02 0.0980 -0.18 35.1% 1 11 — — — — — — — — — 33.00 0.20 0.15/0.35 0.02 -0.02 0.1577 -0.25 26.6% 7 146 6 6 22.4% 0.57 0.2303 -0.02 0.03 0.35/0.80 1.60 34.00 0.62 0.50/0.70 0.03 -0.02 0.2016 -0.43 25.7% 9 43 24 1 19.7% 0.32 0.2405 -0.02 0.03 0.05/0.30 0.27 35.00 1.35 1.05/1.55 0.03 -0.03 0.1459 -0.59 35.1% 4 103 294 26 27.2% 0.22 0.1421 -0.02 0.02 0.05/0.25 0.07 36.00 1.92 1.75/2.35 0.03 -0.03 0.1172 -0.70 39.1% 1 122 1.4k 1 22.5% 0.07 0.0750 -0.01 0.01 0.00/0.05 0.05 37.00 — — — — — — — — — 93 3 33.0% 0.09 0.0622 -0.01 0.01 0.00/0.10 0.20 38.00 — — — — — — — — — 3 2 38.9% 0.07 0.0470 -0.01 0.01 0.00/0.10 0.40 39.00 — — — — — — — — — 34 1 48.9% 0.09 0.0422 -0.02 0.01 0.00/0.15 0.05 40.00 — — — — — — — — — — — — — — — — — — 43.00 7.49 7.30/9.10 0.01 -0.02 0.0315 -0.89 76.8% — 1
Greeks Profile 2026-09-18 · 18d · σ = 24.0%
Greek Δ Delta Γ Gamma Θ Theta V Vega
-0.08 0.21 0.50 0.79 1.08 $24 $29 $34 $39 $44 spot $34.20 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).