IV Skew
-51.1%
25Δ put − call
Expiry 9/1817d 10/1645d 11/2080d 12/18108d 1/15136d 2/19171d 1/21507d
CALLS Strike PUTS OI Vol IV Δ Γ Θ V Bid/Ask Last Strike Last Bid/Ask V Θ Γ Δ IV Vol OI — — — — — — — — — 12.50 0.05 0.00/0.30 0.00 -0.02 0.0061 -0.03 190.6% 1 1.2k — — — — — — — — — 15.00 0.20 0.05/0.35 0.01 -0.02 0.0108 -0.04 156.6% 87 13k 21 — 198.2% 0.86 0.0208 -0.07 0.01 6.90/10.60 17.90 17.50 0.51 0.35/0.60 0.01 -0.04 0.0211 -0.10 149.6% 6 892 19 9 170.2% 0.79 0.0308 -0.08 0.02 5.20/8.00 6.80 20.00 1.10 0.80/1.30 0.01 -0.06 0.0332 -0.19 148.7% 22 421 4 10 163.2% 0.69 0.0396 -0.09 0.02 3.30/6.60 4.29 22.50 1.84 1.35/2.60 0.02 -0.08 0.0428 -0.30 149.7% 3 1.9k 179 20 155.6% 0.58 0.0462 -0.10 0.02 3.30/3.80 3.40 25.00 3.30 2.40/3.40 0.02 -0.08 0.0532 -0.43 135.5% 995 3.0k 302 23 186.6% 0.50 0.0393 -0.12 0.02 2.35/4.20 2.48 27.50 5.00 4.00/5.80 0.02 -0.10 0.0466 -0.53 156.8% 5 62 1.5k 146 189.0% 0.41 0.0379 -0.12 0.02 1.35/3.80 1.90 30.00 6.61 5.20/7.30 0.02 -0.08 0.0488 -0.67 136.6% 79 2.8k 907 3 152.0% 0.27 0.0402 -0.08 0.02 0.90/1.60 1.36 32.50 8.95 6.00/10.20 0.02 -0.06 0.0425 -0.78 127.3% 1.0k 398 481 3 167.0% 0.23 0.0338 -0.08 0.02 0.45/1.80 0.65 35.00 10.10 9.30/11.80 0.01 -0.06 0.0342 -0.81 144.9% 10 84 183 55 162.3% 0.17 0.0287 -0.07 0.01 0.30/1.20 0.90 37.50 — — — — — — — — — 1.4k 2 175.0% 0.15 0.0247 -0.07 0.01 0.50/0.90 0.65 40.00 — — — — — — — — — 2 1 177.5% 0.12 0.0209 -0.06 0.01 0.25/0.85 0.58 42.50 16.81 16.60/19.20 0.01 -0.06 0.0214 -0.87 182.5% 1 9 2.4k 1 186.1% 0.11 0.0183 -0.06 0.01 0.00/1.00 0.30 45.00 18.00 17.80/21.40 0.02 -0.12 0.0213 -0.77 262.5% — 16 — — — — — — — — — 50.00 20.00 22.30/26.40 0.02 -0.13 0.0187 -0.78 288.8% 1 1
Greeks Profile 2026-09-18 · 17d · σ = 145.6%
Greek Δ Delta Γ Gamma Θ Theta V Vega
0.20 0.39 0.58 0.77 0.96 $18 $21 $25 $29 $33 spot $25.21 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).