IV Skew
3.8%
25Δ put − call
Expiry 9/1820d 10/1648d 12/18111d 1/15139d 4/16230d 1/21510d
CALLS Strike PUTS OI Vol IV Δ Γ Θ V Bid/Ask Last Strike Last Bid/Ask V Θ Γ Δ IV Vol OI — — — — — — — — — 18.00 0.42 0.00/0.40 0.01 -0.02 0.0155 -0.05 112.9% — 15 13 4 81.8% 0.94 0.0222 -0.02 0.01 5.90/7.50 4.10 20.00 0.25 0.00/0.40 0.01 -0.02 0.0240 -0.07 87.9% 4 34 3 3 64.1% 0.95 0.0255 -0.01 0.01 4.90/6.40 3.93 21.00 0.02 0.00/0.40 0.01 -0.02 0.0308 -0.08 76.0% 1 80 13 19 53.7% 0.94 0.0344 -0.01 0.01 4.00/5.30 3.10 22.00 0.18 0.00/0.35 0.01 -0.01 0.0396 -0.08 61.9% 1 25 252 309 75.9% 0.82 0.0559 -0.03 0.02 3.20/4.10 3.79 23.00 0.14 0.05/0.35 0.01 -0.01 0.0561 -0.11 52.7% 10 31 14 1 61.7% 0.78 0.0762 -0.03 0.02 2.40/3.10 2.58 24.00 0.20 0.05/0.40 0.02 -0.02 0.0808 -0.19 53.6% 2 31 79 6 60.8% 0.70 0.0926 -0.04 0.02 1.80/2.40 2.15 25.00 0.28 0.25/0.50 0.02 -0.02 0.1158 -0.26 44.9% 1 98 233 9 45.9% 0.61 0.1348 -0.03 0.02 1.20/1.45 1.55 26.00 0.70 0.65/0.85 0.02 -0.02 0.1406 -0.39 43.9% 1 71 177 48 51.3% 0.48 0.1250 -0.03 0.02 0.70/1.10 0.73 27.00 1.12 1.10/1.45 0.02 -0.03 0.1353 -0.53 47.3% 1 34 80 3 41.1% 0.32 0.1392 -0.02 0.02 0.30/0.50 0.51 28.00 — — — — — — — — — 9 1 45.1% 0.22 0.1066 -0.02 0.02 0.05/0.35 0.24 29.00 — — — — — — — — — 8 8 45.3% 0.14 0.0794 -0.02 0.01 0.05/0.20 0.12 30.00 — — — — — — — — — 3 — 53.3% 0.12 0.0615 -0.02 0.01 0.00/0.40 0.33 31.00 — — — — — — — — — 4 1 60.7% 0.11 0.0499 -0.02 0.01 0.00/0.40 0.05 32.00 — — — — — — — — — 1 — 67.6% 0.10 0.0419 -0.02 0.01 0.00/0.40 0.49 33.00 7.25 5.90/7.20 0.01 -0.01 0.0346 -0.94 57.4% 10 —
Greeks Profile 2026-09-18 · 20d · σ = 49.3%
Greek Δ Delta Γ Gamma Θ Theta V Vega
-0.06 0.22 0.51 0.79 1.08 $19 $23 $27 $31 $35 spot $26.55 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).