IV Skew
14.5%
25Δ put − call
Expiry 9/1819d 10/1647d 12/18110d 1/15138d 1/21509d
CALLS Strike PUTS OI Vol IV Δ Γ Θ V Bid/Ask Last Strike Last Bid/Ask V Θ Γ Δ IV Vol OI — — — — — — — — — 17.50 0.20 0.00/0.75 0.01 -0.04 0.0024 -0.03 243.4% — 1 — — 0.0% 1.00 — -0.00 — 0.00/0.00 24.10 20.00 0.30 0.00/0.80 0.01 -0.04 0.0032 -0.03 214.8% — 1 — — — — — — — — — 22.50 1.55 0.35/1.65 0.01 -0.08 0.0052 -0.06 236.9% — 1 — — — — — — — — — 25.00 1.95 0.55/2.90 0.02 -0.11 0.0069 -0.10 247.7% 1 5 — — — — — — — — — 30.00 1.70 0.00/1.55 0.02 -0.06 0.0109 -0.09 141.8% 17 20 538 130 80.3% 0.92 0.0189 -0.04 0.02 8.60/10.70 10.00 35.00 0.14 0.10/0.20 0.01 -0.01 0.0141 -0.04 62.5% 400 17 8 5 92.0% 0.72 0.0360 -0.08 0.03 4.80/7.60 6.15 40.00 0.45 0.10/0.80 0.03 -0.04 0.0477 -0.20 58.0% 3 12 325 1 43.5% 0.46 0.0905 -0.05 0.04 0.90/1.50 2.40 45.00 1.65 1.70/2.10 0.04 -0.04 0.0990 -0.55 39.6% 22 102 4.4k 1.0k 41.6% 0.11 0.0453 -0.02 0.02 0.10/0.25 0.38 50.00 3.20 4.20/7.50 0.04 -0.08 0.0396 -0.69 88.4% 17 36 30 5 65.9% 0.09 0.0239 -0.03 0.02 0.00/0.60 0.65 55.00 — — — — — — — — — — — 25.0% 0.00 0.0000 -0.00 0.00 0.00/0.00 1.00 60.00 — — — — — — — — — — 1 25.0% 0.00 0.0000 -0.00 0.00 0.00/0.00 0.70 65.00 — — — — — — — — —
Greeks Profile 2026-09-18 · 19d · σ = 41.6%
Greek Δ Delta Γ Gamma Θ Theta V Vega
-0.08 0.21 0.50 0.79 1.08 $31 $38 $44 $51 $58 spot $44.24 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).