IV Skew
23.8%
25Δ put − call
Expiry 9/1819d 10/1647d 12/18110d 3/19201d
CALLS Strike PUTS OI Vol IV Δ Γ Θ V Bid/Ask Last Strike Last Bid/Ask V Θ Γ Δ IV Vol OI 1 — 242.4% 0.96 0.0041 -0.05 0.01 20.60/23.80 25.70 17.50 0.05 0.00/0.25 0.00 -0.01 0.0023 -0.01 177.7% — 11 — — — — — — — — 17.00 22.50 — — — — — — — — — — — — — — — — — — 25.00 0.43 — — — — — — — — — — 0.0% 1.00 — -0.00 — 0.00/0.00 16.20 27.50 0.15 0.00/1.75 0.02 -0.06 0.0143 -0.10 142.8% 5 12 — — — — — — — — 10.16 30.00 0.10 0.00/1.15 0.02 -0.04 0.0195 -0.10 101.4% 1 549 — — — — — — — — 7.80 32.50 0.53 0.00/0.00 0.00 -0.00 0.0007 -0.00 25.0% — — 1.4k 1 51.8% 0.85 0.0510 -0.03 0.02 4.00/4.60 4.80 35.00 0.09 0.00/0.15 0.01 -0.01 0.0447 -0.08 36.1% 1 7 11 5 79.4% 0.63 0.0531 -0.07 0.03 1.10/3.80 2.30 37.50 0.55 0.05/1.25 0.03 -0.04 0.0760 -0.33 53.6% 1 552 217 40 29.8% 0.40 0.1453 -0.03 0.03 0.45/0.75 0.66 40.00 1.35 1.20/2.00 0.04 -0.03 0.1089 -0.57 40.5% 2 24 147 3 42.8% 0.22 0.0776 -0.03 0.03 0.05/0.50 0.15 42.50 3.37 2.00/4.80 0.03 -0.06 0.0572 -0.66 72.0% 36 12 104 32 62.6% 0.19 0.0481 -0.04 0.02 0.00/1.20 0.01 45.00 4.40 2.85/5.80 — 0.01 — -1.00 0.0% — 3 16 9 87.7% 0.20 0.0353 -0.06 0.02 0.00/1.75 0.05 47.50 — — — — — — — — — 8 1 84.9% 0.12 0.0270 -0.04 0.02 0.00/1.00 1.24 50.00 4.40 10.00/12.60 0.02 -0.03 0.0264 -0.89 81.8% 5 4 — — 25.0% 0.00 0.0000 -0.00 0.00 0.00/0.00 1.10 52.50 — — — — — — — — — 5 — 124.6% 0.15 0.0207 -0.07 0.02 0.00/1.75 1.25 55.00 — — — — — — — — — — — — — — — — — 1.20 60.00 — — — — — — — — —
Greeks Profile 2026-09-18 · 19d · σ = 35.1%
Greek Δ Delta Γ Gamma Θ Theta V Vega
-0.08 0.21 0.50 0.79 1.08 $27 $33 $39 $45 $51 spot $39.14 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).