IV Skew
0.0%
25Δ put − call
Expiry 9/1818d 10/1646d 11/2081d 1/15137d 2/19172d 3/19200d 6/17290d 9/17382d +1 more 2028-01-21 (508d)
CALLS Strike PUTS OI Vol IV Δ Γ Θ V Bid/Ask Last Strike Last Bid/Ask V Θ Γ Δ IV Vol OI — 1 0.0% 1.00 — -0.00 — 0.00/0.00 27.16 22.50 0.45 0.00/0.00 0.00 -0.00 0.0000 -0.00 50.0% — — — — — — — — — — — 25.00 1.06 0.00/0.00 0.00 -0.00 0.0000 -0.00 50.0% 1 — — — 0.0% 1.00 — -0.00 — 0.00/0.00 17.00 30.00 0.48 0.00/0.00 0.00 -0.00 0.0000 -0.00 50.0% 5 — — 3 0.0% 1.00 — -0.00 — 0.00/0.00 24.00 35.00 0.20 0.00/0.00 0.00 -0.00 0.0001 -0.00 50.0% 1 — — 2 0.0% 1.00 — -0.00 — 0.00/0.00 16.00 40.00 0.85 0.00/0.00 0.00 -0.00 0.0000 -0.00 25.0% 192 — — 3 0.0% 1.00 — -0.01 — 0.00/0.00 20.72 45.00 1.65 0.00/0.00 0.00 -0.00 0.0000 -0.00 12.5% 19 — — 16 0.0% 1.00 — -0.01 — 0.00/0.00 4.92 50.00 3.10 0.00/0.00 0.00 -0.00 0.0012 -0.00 6.3% 109 — — 72 6.3% 0.00 0.0019 -0.00 0.00 0.00/0.00 3.30 55.00 6.90 0.00/0.00 — 0.01 — -1.00 0.0% 1.2k — — 6.1k 12.5% 0.00 0.0000 -0.00 0.00 0.00/0.00 2.25 60.00 10.10 0.00/0.00 — 0.01 — -1.00 0.0% 25 — — 19 25.0% 0.00 0.0001 -0.00 0.00 0.00/0.00 1.10 65.00 13.50 0.00/0.00 — 0.01 — -1.00 0.0% 421 — — 78 25.0% 0.00 0.0000 -0.00 0.00 0.00/0.00 0.75 70.00 12.35 0.00/0.00 — 0.01 — -1.00 0.0% 5 — — 24 25.0% 0.00 0.0000 -0.00 0.00 0.00/0.00 0.40 75.00 23.70 0.00/0.00 — 0.01 — -1.00 0.0% 11 — — 52 50.0% 0.00 0.0001 -0.00 0.00 0.00/0.00 0.31 80.00 25.00 0.00/0.00 — 0.01 — -1.00 0.0% 10 — — 4 50.0% 0.00 0.0000 -0.00 0.00 0.00/0.00 0.50 85.00 22.10 0.00/0.00 — 0.01 — -1.00 0.0% 2 — — 4 50.0% 0.00 0.0000 -0.00 0.00 0.00/0.00 0.15 90.00 34.60 0.00/0.00 — 0.01 — -1.00 0.0% 70 —
Greeks Profile 2026-09-18 · 18d · σ = 3.1%
Greek Δ Delta Γ Gamma Θ Theta V Vega
-0.08 0.21 0.50 0.79 1.08 $37 $45 $52 $60 $68 spot $52.37 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).