IV Skew
9.4%
25Δ put − call
Expiry 9/1817d 10/1645d 12/18108d 1/15136d 3/19199d 1/21507d
CALLS Strike PUTS OI Vol IV Δ Γ Θ V Bid/Ask Last Strike Last Bid/Ask V Θ Γ Δ IV Vol OI — — — — — — — — — 17.50 0.89 0.00/2.70 0.01 -0.10 0.0072 -0.09 303.4% 10 2 1 2 306.1% 0.87 0.0093 -0.14 0.02 11.80/16.20 16.60 20.00 0.34 0.00/0.00 0.00 -0.00 0.0000 -0.00 50.0% 5 — — 4 0.0% 1.00 — -0.00 — 0.00/0.00 12.70 22.50 0.27 0.00/0.00 0.00 -0.00 0.0000 -0.00 50.0% 30 — — 112 0.0% 1.00 — -0.00 — 0.00/0.00 10.80 25.00 0.50 0.00/0.00 0.00 -0.00 0.0000 -0.00 25.0% 7 — — 5 0.0% 1.00 — -0.00 — 0.00/0.00 6.50 30.00 1.75 0.00/0.00 0.00 -0.00 0.0000 -0.00 12.5% 5 — — 59 3.1% 0.00 0.0023 -0.00 0.00 0.00/0.00 2.70 35.00 4.00 0.00/0.00 — 0.00 — -1.00 0.0% 20 — — 63 12.5% 0.00 0.0000 -0.00 0.00 0.00/0.00 1.45 40.00 5.45 0.00/0.00 — 0.00 — -1.00 0.0% 8 — — 22 25.0% 0.00 0.0000 -0.00 0.00 0.00/0.00 1.10 45.00 13.00 0.00/0.00 — 0.01 — -1.00 0.0% 2 — — 24 50.0% 0.00 0.0003 -0.00 0.00 0.00/0.00 0.45 50.00 13.80 14.00/18.60 0.01 -0.04 0.0185 -0.91 120.9% 1 13 — 200 50.0% 0.00 0.0000 -0.00 0.00 0.00/0.00 0.20 55.00 18.20 19.00/23.90 0.01 -0.05 0.0157 -0.90 153.5% — — — 2 50.0% 0.00 0.0000 -0.00 0.00 0.00/0.00 0.20 60.00 23.00 24.60/27.50 0.01 -0.01 0.0075 -0.97 131.3% — — — 6 50.0% 0.00 0.0000 -0.00 0.00 0.00/0.00 0.15 65.00 27.90 29.00/33.20 0.01 -0.02 0.0073 -0.96 153.9% — — 13 4 200.4% 0.07 0.0096 -0.06 0.01 0.00/0.95 0.54 70.00 — — — — — — — — —
Greeks Profile 2026-09-18 · 17d · σ = 1.6%
Greek Δ Delta Γ Gamma Θ Theta V Vega
-0.08 0.21 0.50 0.79 1.08 $24 $29 $34 $39 $44 spot $34.08 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).