IV Skew
-4.8%
25Δ put − call
Expiry 9/1818d 10/1646d 12/18109d 1/15137d 4/16228d 7/16319d 12/17473d
CALLS Strike PUTS OI Vol IV Δ Γ Θ V Bid/Ask Last Strike Last Bid/Ask V Θ Γ Δ IV Vol OI — — — — — — — — — 22.50 0.05 0.00/0.75 0.01 -0.03 0.0205 -0.09 112.5% 5 — — — — — — — — — — 25.00 0.20 0.10/0.50 0.01 -0.03 0.0334 -0.10 77.1% 8 6 2 1 69.8% 0.59 0.0819 -0.05 0.03 0.70/2.25 7.70 30.00 1.10 0.15/1.50 0.03 -0.05 0.0879 -0.41 65.0% 3 29 88 1 51.9% 0.14 0.0629 -0.02 0.02 0.10/0.40 0.25 35.00 2.50 2.35/5.40 0.02 -0.05 0.0561 -0.71 89.2% 29 35 129 7 93.6% 0.12 0.0316 -0.04 0.01 0.00/0.75 0.09 40.00 — — — — — — — — — 2 — 120.8% 0.10 0.0211 -0.04 0.01 0.00/0.75 0.60 45.00 — — — — — — — — —
Greeks Profile 2026-09-18 · 18d · σ = 67.4%
Greek Δ Delta Γ Gamma Θ Theta V Vega
-0.03 0.25 0.52 0.79 1.07 $21 $26 $31 $35 $40 spot $30.62 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).