IV Skew
31.4%
25Δ put − call
Expiry 9/1819d 10/1647d 1/15138d
CALLS Strike PUTS OI Vol IV Δ Γ Θ V Bid/Ask Last Strike Last Bid/Ask V Θ Γ Δ IV Vol OI — — — — — — — — — 15.00 0.10 0.00/3.40 0.01 -0.09 0.0149 -0.14 275.8% 2 1 — — — — — — — — — 20.00 0.38 0.00/0.75 0.01 -0.02 0.0488 -0.13 79.9% — 3 — — — — — — — — — 22.50 0.50 0.00/0.75 0.02 -0.03 0.0997 -0.29 62.5% — 3 12 2 31.1% 0.32 0.2088 -0.02 0.02 0.10/0.35 0.30 25.00 — — — — — — — — — 10 2 92.6% 0.18 0.0510 -0.04 0.01 0.00/1.00 0.11 30.00 — — — — — — — — — 2 2 133.7% 0.14 0.0307 -0.04 0.01 0.00/1.10 0.05 35.00 — — — — — — — — —
Greeks Profile 2026-09-18 · 19d · σ = 46.8%
Greek Δ Delta Γ Gamma Θ Theta V Vega
-0.07 0.22 0.50 0.79 1.08 $17 $20 $24 $28 $31 spot $24.05 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).