IV Skew
-4.5%
25Δ put − call
Expiry 9/1817d 10/1645d 12/18108d 1/15136d 3/19199d 12/17472d
CALLS Strike PUTS OI Vol IV Δ Γ Θ V Bid/Ask Last Strike Last Bid/Ask V Θ Γ Δ IV Vol OI 7 1 55.1% 0.92 0.0426 -0.02 0.01 2.00/6.90 5.54 25.00 0.90 0.00/0.75 0.01 -0.03 0.0474 -0.13 70.5% — 1 35 14 83.2% 0.49 0.0758 -0.06 0.03 0.20/3.60 2.00 30.00 1.80 0.60/2.50 0.03 -0.06 0.0801 -0.52 78.7% 50 130 23 5 62.1% 0.11 0.0466 -0.02 0.01 0.10/0.35 0.31 35.00 8.43 4.30/8.50 0.02 -0.04 0.0506 -0.79 89.2% 1 1
Greeks Profile 2026-09-18 · 17d · σ = 81.0%
Greek Δ Delta Γ Gamma Θ Theta V Vega
0.01 0.27 0.53 0.79 1.06 $20 $25 $29 $34 $38 spot $29.28 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).