IV Skew
-19.3%
25Δ put − call
Expiry 9/1818d 10/1646d 1/15137d 4/16228d
CALLS Strike PUTS OI Vol IV Δ Γ Θ V Bid/Ask Last Strike Last Bid/Ask V Θ Γ Δ IV Vol OI 3 3 172.1% 0.94 0.0129 -0.03 0.01 9.60/11.10 10.20 15.00 — — — — — — — — — 3 3 129.7% 0.92 0.0210 -0.03 0.01 7.10/8.60 7.75 17.50 — — — — — — — — — 2 1 95.9% 0.88 0.0379 -0.03 0.01 4.80/6.00 5.50 20.00 — — — — — — — — — 10 10 70.8% 0.78 0.0757 -0.03 0.02 2.50/3.70 2.76 22.50 0.11 0.00/0.75 0.01 -0.02 0.0825 -0.18 57.8% 1 9 886 160 61.3% 0.53 0.1167 -0.04 0.02 0.80/1.40 0.85 25.00 0.88 0.70/0.95 0.02 -0.02 0.1706 -0.47 42.0% 11 291 87 2 50.2% 0.06 0.0426 -0.01 0.01 0.00/0.15 0.05 30.00 1.90 4.10/5.30 0.01 -0.02 0.0579 -0.85 72.5% — 8 154 153 109.2% 0.10 0.0299 -0.03 0.01 0.00/0.60 0.50 35.00 — — — — — — — — — 1 1 146.1% 0.10 0.0217 -0.04 0.01 0.00/0.75 0.35 40.00 — — — — — — — — —
Greeks Profile 2026-09-18 · 18d · σ = 51.7%
Greek Δ Delta Γ Gamma Θ Theta V Vega
-0.07 0.22 0.51 0.79 1.08 $18 $21 $25 $29 $33 spot $25.01 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).