IV Skew
-6.2%
25Δ put − call
Expiry 9/1817d 10/1645d 11/2080d 2/19171d
CALLS Strike PUTS OI Vol IV Δ Γ Θ V Bid/Ask Last Strike Last Bid/Ask V Θ Γ Δ IV Vol OI — — 0.0% 1.00 — -0.00 — 0.00/0.00 14.13 17.50 — — — — — — — — — — — 0.0% 1.00 — -0.00 — 0.00/0.00 13.20 20.00 — — — — — — — — — — 1 0.0% 1.00 — -0.00 — 0.00/0.00 3.50 30.00 0.50 0.00/0.00 0.00 -0.00 0.0085 -0.00 6.3% 1.1k — — 30 12.5% 0.00 0.0001 -0.00 0.00 0.00/0.00 0.35 35.00 — — — — — — — — — — 56 25.0% 0.00 0.0000 -0.00 0.00 0.00/0.00 0.27 40.00 9.00 0.00/0.00 — 0.00 — -1.00 0.0% — —
Greeks Profile 2026-09-18 · 17d · σ = 3.1%
Greek Δ Delta Γ Gamma Θ Theta V Vega
-0.08 0.21 0.50 0.79 1.08 $22 $27 $31 $36 $41 spot $31.20 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).