IV Skew
-0.4%
25Δ put − call
Expiry 9/1817d 10/1645d 1/15136d 4/16227d
CALLS Strike PUTS OI Vol IV Δ Γ Θ V Bid/Ask Last Strike Last Bid/Ask V Θ Γ Δ IV Vol OI — — 0.4% 0.32 10.5358 -0.00 0.03 0.00/0.00 4.00 40.00 1.40 0.00/0.00 — 0.00 — -1.00 0.0% 1 — — 1 12.5% 0.00 0.0000 -0.00 0.00 0.00/0.00 1.75 45.00 — — — — — — — — — — 1 25.0% 0.00 0.0000 -0.00 0.00 0.00/0.00 2.40 50.00 4.00 0.00/0.00 — 0.01 — -1.00 0.0% — — — 1 25.0% 0.00 0.0000 -0.00 0.00 0.00/0.00 0.05 55.00 — — — — — — — — —
Greeks Profile 2026-09-18 · 17d · σ = 0.2%
Greek Δ Delta Γ Gamma Θ Theta V Vega
-0.08 0.21 0.50 0.79 1.08 $28 $34 $40 $46 $52 spot $39.90 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).