IV Skew
-25.3%
25Δ put − call
Expiry 9/1818d 10/1646d 11/2081d 12/18109d 1/15137d 2/19172d 3/19200d 6/17290d +1 more 2027-12-17 (473d)
CALLS Strike PUTS OI Vol IV Δ Γ Θ V Bid/Ask Last Strike Last Bid/Ask V Θ Γ Δ IV Vol OI — — — — — — — — — 20.00 0.64 0.00/0.35 0.01 -0.01 0.0578 -0.10 56.8% 12 267 1 1 109.8% 0.71 0.0598 -0.06 0.02 2.25/5.00 7.00 21.00 0.67 0.00/3.10 0.02 -0.06 0.0541 -0.30 123.7% 10 2 4 4 120.6% 0.58 0.0626 -0.07 0.02 1.05/4.50 4.09 23.00 0.65 0.65/1.25 0.02 -0.03 0.1466 -0.42 51.4% 1 5.0k 7 4 129.1% 0.52 0.0595 -0.08 0.02 0.55/4.50 3.34 24.00 2.00 1.40/1.70 0.02 -0.03 0.1411 -0.56 53.9% 11 26 418 2 76.8% 0.38 0.0957 -0.04 0.02 0.40/1.65 1.25 25.00 1.90 1.75/3.30 0.02 -0.04 0.1046 -0.64 69.0% 300 73 22 2 131.7% 0.41 0.0571 -0.07 0.02 0.05/3.70 1.43 26.00 — — — — — — — — — 183 1 141.9% 0.38 0.0519 -0.08 0.02 0.00/3.60 1.20 27.00 — — — — — — — — — 36 17 91.5% 0.22 0.0619 -0.04 0.02 0.00/1.20 1.00 28.00 — — — — — — — — — 27 6 104.5% 0.21 0.0531 -0.04 0.01 0.00/1.30 0.70 29.00 — — — — — — — — — 15 2 166.4% 0.31 0.0411 -0.09 0.02 0.00/3.20 0.70 30.00 — — — — — — — — — 2 — 173.7% 0.30 0.0384 -0.09 0.02 0.00/3.10 0.05 31.00 — — — — — — — — — — — — — — — — — — 35.00 7.34 9.00/12.60 0.01 -0.06 0.0308 -0.81 172.3% 5 20
Greeks Profile 2026-09-18 · 18d · σ = 86.0%
Greek Δ Delta Γ Gamma Θ Theta V Vega
0.03 0.29 0.54 0.79 1.05 $16 $20 $23 $27 $30 spot $23.34 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).