IV Skew
-20.7%
25Δ put − call
Expiry 9/1818d 10/1646d 11/2081d 12/18109d 1/15137d 2/19172d
CALLS Strike PUTS OI Vol IV Δ Γ Θ V Bid/Ask Last Strike Last Bid/Ask V Θ Γ Δ IV Vol OI 12 1 124.0% 0.95 0.0080 -0.04 0.01 14.30/19.00 18.05 32.50 — — — — — — — — — 12 1 93.9% 0.78 0.0291 -0.09 0.03 6.10/9.50 8.45 42.50 — — — — — — — — — — — — — — — — — — 45.00 1.80 0.95/1.50 0.03 -0.06 0.0468 -0.26 63.4% 3 3 3 — 86.4% 0.60 0.0414 -0.10 0.04 2.50/6.40 2.70 47.50 2.40 1.20/2.75 0.04 -0.06 0.0605 -0.39 58.5% 100 81 3 1 79.2% 0.48 0.0465 -0.10 0.04 1.05/4.90 4.40 50.00 — — — — — — — — — 4 1 94.9% 0.41 0.0378 -0.11 0.04 0.60/4.90 2.00 52.50 — — — — — — — — — 7 5 105.3% 0.35 0.0325 -0.12 0.04 0.00/4.90 1.70 55.00 — — — — — — — — — 6 — 134.3% 0.30 0.0237 -0.14 0.04 0.00/4.90 1.20 60.00 — — — — — — — — — 2 1 158.5% 0.26 0.0190 -0.16 0.04 0.00/4.90 0.55 65.00 — — — — — — — — —
Greeks Profile 2026-09-18 · 18d · σ = 68.9%
Greek Δ Delta Γ Gamma Θ Theta V Vega
-0.02 0.25 0.52 0.79 1.07 $34 $41 $49 $56 $63 spot $48.77 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).