IV Skew
-8.8%
25Δ put − call
Expiry 9/1818d 10/1646d 11/2081d 1/15137d 2/19172d 1/21508d
CALLS Strike PUTS OI Vol IV Δ Γ Θ V Bid/Ask Last Strike Last Bid/Ask V Θ Γ Δ IV Vol OI — 1 213.5% 0.97 0.0027 -0.05 0.01 27.80/31.10 28.84 25.00 — — — — — — — — — — — — — — — — — — 35.00 0.70 0.00/0.10 0.00 -0.01 0.0023 -0.01 86.3% 2 1 — — — — — — — — — 37.50 0.05 0.00/1.15 0.02 -0.05 0.0089 -0.07 119.9% 10 87 — — — — — — — — — 40.00 0.07 0.00/1.15 0.02 -0.05 0.0116 -0.08 103.1% 4 9 — — 118.8% 0.85 0.0162 -0.10 0.03 9.80/12.90 7.50 42.50 0.11 0.00/0.75 0.02 -0.03 0.0142 -0.07 77.2% 1 21 — — 93.7% 0.84 0.0218 -0.08 0.03 6.30/10.20 1.50 45.00 0.45 0.00/0.75 0.02 -0.03 0.0202 -0.08 62.7% 4 74 5.1k 1 64.0% 0.84 0.0320 -0.06 0.03 5.90/8.70 7.04 47.50 0.75 0.00/0.75 0.03 -0.05 0.0322 -0.15 61.5% 900 902 38 1 54.8% 0.76 0.0473 -0.06 0.04 4.00/5.10 3.90 50.00 0.58 0.25/0.75 0.03 -0.04 0.0521 -0.20 45.1% 1 471 37 1 50.2% 0.63 0.0629 -0.07 0.05 2.30/3.30 2.35 52.50 — — — — — — — — — 983 4 44.8% 0.45 0.0738 -0.06 0.05 1.25/1.80 1.60 55.00 — — — — — — — — — 590 26 55.3% 0.33 0.0547 -0.07 0.04 0.65/2.25 0.65 57.50 — — — — — — — — — 34 1 62.7% 0.25 0.0423 -0.07 0.04 0.00/1.15 0.25 60.00 — — — — — — — — —
Greeks Profile 2026-09-18 · 18d · σ = 45.7%
Greek Δ Delta Γ Gamma Θ Theta V Vega
-0.07 0.21 0.50 0.79 1.08 $38 $46 $54 $62 $70 spot $53.97 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).