IV Skew
2.7%
25Δ put − call
Expiry 9/1818d 10/1646d 12/18109d 1/15137d 3/19200d 12/17473d
CALLS Strike PUTS OI Vol IV Δ Γ Θ V Bid/Ask Last Strike Last Bid/Ask V Θ Γ Δ IV Vol OI 2 — 289.8% 0.82 0.0094 -0.21 0.03 15.90/19.80 14.50 30.00 1.06 0.00/0.90 0.01 -0.04 0.0106 -0.07 125.3% 5 6 — — — — — — — — — 35.00 1.26 0.00/2.20 0.02 -0.07 0.0215 -0.16 114.0% — 5 2 — 135.0% 0.68 0.0274 -0.13 0.03 5.20/9.20 12.60 40.00 0.95 0.00/1.00 0.03 -0.05 0.0499 -0.24 63.7% 15 17 10 7 97.1% 0.58 0.0415 -0.11 0.04 0.05/4.20 3.00 43.00 0.40 0.70/3.80 0.04 -0.07 0.0610 -0.42 65.9% 2 11 1 — 146.8% 0.56 0.0277 -0.16 0.04 3.60/7.80 3.40 44.00 0.80 0.00/4.20 0.04 -0.11 0.0401 -0.46 102.0% — 2 21 2 57.8% 0.44 0.0704 -0.06 0.04 0.00/3.50 1.50 45.00 1.50 0.40/4.60 0.04 -0.10 0.0421 -0.51 97.6% 2 2 8 8 63.2% 0.39 0.0626 -0.07 0.04 0.00/3.20 1.50 46.00 3.50 0.00/0.00 — 0.01 — -1.00 0.0% — — 6 6 78.2% 0.38 0.0500 -0.08 0.04 0.00/3.70 1.20 47.00 4.70 1.80/6.00 0.04 -0.10 0.0398 -0.58 101.1% 1 4 3 1 75.9% 0.32 0.0488 -0.08 0.03 0.35/2.60 0.50 48.00 3.50 2.60/5.50 0.03 -0.06 0.0521 -0.70 69.0% 1 1 — 1 75.8% 0.28 0.0458 -0.07 0.03 0.00/2.45 2.46 49.00 3.30 3.60/7.70 0.04 -0.11 0.0355 -0.63 109.2% 10 20 6 1 80.9% 0.26 0.0413 -0.07 0.03 0.00/2.35 0.25 50.00 4.61 5.60/9.60 0.03 -0.07 0.0401 -0.73 85.5% 4 4 2 20 105.7% 0.20 0.0271 -0.08 0.03 0.00/2.15 0.20 55.00 — — — — — — — — —
Greeks Profile 2026-09-18 · 18d · σ = 124.4%
Greek Δ Delta Γ Gamma Θ Theta V Vega
0.15 0.36 0.57 0.77 0.98 $31 $37 $44 $50 $57 spot $43.73 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).