IV Skew
-4.2%
25Δ put − call
Expiry 9/1820d 10/1648d 11/2083d 12/18111d 1/15139d 2/19174d 3/19202d 6/17292d +3 more 2027-09-17 (384d) 2027-12-17 (475d) 2028-01-21 (510d)
CALLS Strike PUTS OI Vol IV Δ Γ Θ V Bid/Ask Last Strike Last Bid/Ask V Θ Γ Δ IV Vol OI 11 20 101.1% 0.93 0.0083 -0.06 0.02 17.20/20.50 16.10 47.50 0.04 0.00/0.10 0.00 -0.01 0.0030 -0.01 63.7% 1 255 19 4 90.5% 0.92 0.0105 -0.06 0.02 14.80/18.00 15.70 50.00 0.05 0.00/0.10 0.01 -0.01 0.0040 -0.01 54.7% 30 473 7 2 76.2% 0.91 0.0133 -0.05 0.02 12.30/15.40 10.75 52.50 0.06 0.05/0.15 0.01 -0.01 0.0076 -0.03 51.8% 5 339 491 1 77.9% 0.86 0.0184 -0.07 0.03 9.90/11.80 11.16 55.00 0.15 0.10/0.30 0.02 -0.03 0.0156 -0.07 54.2% 1 816 172 5 53.9% 0.88 0.0248 -0.05 0.03 7.60/10.20 10.00 57.50 0.45 0.15/0.45 0.03 -0.03 0.0241 -0.10 48.9% 5 429 1.5k 2 73.5% 0.74 0.0288 -0.10 0.05 5.40/7.90 5.50 60.00 0.80 0.45/0.80 0.04 -0.04 0.0364 -0.18 46.4% 14 785 721 4 52.0% 0.69 0.0439 -0.08 0.05 3.60/5.10 4.40 62.50 1.42 1.20/1.40 0.05 -0.06 0.0494 -0.29 44.6% 16 1.1k 900 4 47.8% 0.57 0.0533 -0.08 0.06 2.60/3.40 2.80 65.00 2.48 1.50/2.65 0.06 -0.07 0.0526 -0.43 48.4% 14 852 589 18 48.3% 0.44 0.0530 -0.08 0.06 1.50/2.30 2.10 67.50 3.30 2.90/4.10 0.06 -0.07 0.0515 -0.56 49.8% 9 610 1.5k 32 48.8% 0.32 0.0476 -0.07 0.06 0.75/1.50 0.98 70.00 5.20 4.90/6.10 0.06 -0.07 0.0431 -0.65 55.7% 12 537 408 9 52.5% 0.24 0.0384 -0.06 0.05 0.45/1.10 0.65 72.50 8.00 7.00/8.50 0.05 -0.05 0.0387 -0.77 51.3% 1 300 555 10 47.6% 0.14 0.0298 -0.04 0.03 0.35/0.50 0.27 75.00 7.43 9.00/10.60 0.04 -0.04 0.0302 -0.85 50.1% 1 241 606 11 48.5% 0.09 0.0211 -0.03 0.02 0.15/0.30 0.25 77.50 17.20 10.60/13.00 0.04 -0.07 0.0244 -0.79 75.6% 25 280 1.3k 19 53.1% 0.07 0.0161 -0.03 0.02 0.05/0.25 0.10 80.00 16.60 12.40/15.40 0.04 -0.07 0.0209 -0.82 81.8% 2 49 203 1 53.7% 0.04 0.0110 -0.02 0.01 0.00/0.30 0.08 82.50 24.99 13.80/17.80 0.04 -0.07 0.0181 -0.84 87.2% 61 62 255 1 55.3% 0.03 0.0078 -0.01 0.01 0.00/0.10 0.05 85.00 19.50 17.20/20.40 0.04 -0.08 0.0161 -0.84 97.1% 78 8
Greeks Profile 2026-09-18 · 20d · σ = 48.1%
Greek Δ Delta Γ Gamma Θ Theta V Vega
-0.07 0.22 0.51 0.79 1.08 $46 $56 $66 $76 $86 spot $65.79 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).