IV Skew
4.8%
25Δ put − call
Expiry 9/1819d 10/1647d 11/2082d 12/18110d 1/15138d 3/19201d
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 0.35 0.00/2.25 0.01 -0.09 0.0040 -0.06 304.5% 2 4 — — — — — — — — — 20.00 0.45 0.00/2.35 0.01 -0.09 0.0053 -0.07 267.8% 2 5 — — — — — — — — — 22.50 0.65 0.00/0.00 0.00 -0.00 0.0000 -0.00 50.0% — — 6 6 578.1% 0.85 0.0043 -0.33 0.02 24.20/27.40 19.60 25.00 — — — — — — — — — — — — — — — — — — 27.50 1.35 0.00/0.00 0.00 -0.00 0.0001 -0.00 50.0% 6 — 1 2 164.7% 0.85 0.0153 -0.10 0.02 9.20/12.70 16.50 30.00 — — — — — — — — — — 1 0.0% 1.00 — -0.00 — 0.00/0.00 5.00 32.50 0.11 0.00/2.15 0.02 -0.06 0.0219 -0.15 113.5% 1 3 43 1 54.6% 0.91 0.0311 -0.03 0.01 6.00/6.60 8.04 35.00 0.10 0.00/0.65 0.02 -0.02 0.0321 -0.10 57.6% 1 21 34 12 354.2% 0.70 0.0105 -0.31 0.03 13.60/15.90 4.60 37.50 0.30 0.00/0.75 0.03 -0.04 0.0565 -0.21 54.6% 1 41 278 1 42.1% 0.63 0.0956 -0.04 0.04 2.05/2.20 2.14 40.00 0.80 0.65/1.30 0.04 -0.04 0.0888 -0.37 45.6% 9 54 74 3 40.8% 0.38 0.0996 -0.04 0.04 0.75/1.00 0.92 42.50 0.70 1.55/2.30 0.04 -0.03 0.1104 -0.64 36.2% 15 47 65 1 54.7% 0.26 0.0627 -0.04 0.03 0.05/0.80 0.70 45.00 1.65 2.75/4.50 0.03 -0.03 0.0670 -0.79 45.9% 1 10 68 3 54.3% 0.14 0.0428 -0.03 0.02 0.00/0.75 0.65 47.50 2.60 5.10/7.50 0.03 -0.05 0.0421 -0.76 78.3% 1 80 3.1k 30 53.1% 0.06 0.0241 -0.02 0.01 0.00/0.15 0.05 50.00 6.25 6.80/9.10 0.01 -0.01 0.0229 -0.95 51.6% — 1 150 2 77.7% 0.10 0.0239 -0.03 0.02 0.00/0.75 0.75 52.50 7.99 8.80/11.50 0.00 0.00 0.0084 -0.99 48.0% 1 91 413 10 88.0% 0.09 0.0195 -0.04 0.02 0.00/0.75 0.10 55.00 10.30 11.80/15.50 0.03 -0.09 0.0231 -0.78 135.4% 143 40 48 1 103.2% 0.10 0.0176 -0.04 0.02 0.00/0.95 1.65 57.50 12.80 14.40/17.40 0.02 -0.07 0.0200 -0.85 124.5% 143 97 144 3 106.3% 0.08 0.0143 -0.04 0.01 0.00/0.75 1.09 60.00 — — — — — — — — —
Greeks Profile 2026-09-18 · 19d · σ = 43.9%
Greek Δ Delta Γ Gamma Θ Theta V Vega
-0.07 0.21 0.50 0.79 1.08 $29 $35 $41 $47 $53 spot $41.03 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).