IV Skew
0.0%
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 — — — — — — — — — 14.00 0.10 0.00/0.00 0.00 -0.00 0.0000 -0.00 50.0% — — — — — — — — — — — 15.00 0.11 0.00/0.00 0.00 -0.00 0.0000 -0.00 50.0% — — — 3 0.0% 1.00 — -0.00 — 0.00/0.00 6.66 17.00 — — — — — — — — — — — — — — — — — — 18.00 1.60 0.00/4.90 0.02 -0.11 0.0238 -0.23 255.7% — 1 — — — — — — — — — 19.00 1.48 0.00/0.00 0.00 -0.00 0.0003 -0.00 25.0% 32 — — 2 0.0% 1.00 — -0.00 — 0.00/0.00 2.75 20.00 0.75 0.00/0.00 0.00 -0.00 0.0000 -0.00 12.5% 3 — — 1 0.0% 1.00 — -0.00 — 0.00/0.00 1.35 21.00 2.80 0.00/0.00 0.00 -0.00 0.0006 -0.00 12.5% 1 — — 16 0.0% 1.00 — -0.00 — 0.00/0.00 1.80 22.00 0.45 0.00/0.00 0.00 -0.00 0.0005 -0.00 6.3% 121 — — 1 0.0% 1.00 — -0.00 — 0.00/0.00 1.60 23.00 0.85 0.00/0.00 0.00 -0.00 0.1417 -0.00 1.6% 10 — — 13 6.3% 0.01 0.0591 -0.00 0.00 0.00/0.00 2.33 24.00 1.20 0.00/0.00 — 0.00 — -1.00 0.0% 1 — — 1 12.5% 0.00 0.0149 -0.00 0.00 0.00/0.00 1.83 25.00 1.40 0.00/0.00 — 0.00 — -1.00 0.0% 1 — — — 12.5% 0.00 0.0001 -0.00 0.00 0.00/0.00 0.50 26.00 4.10 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 0.45 27.00 4.90 0.00/0.00 — 0.00 — -1.00 0.0% 1 — — — 25.0% 0.00 0.0008 -0.00 0.00 0.00/0.00 0.45 28.00 — — — — — — — — — — — 25.0% 0.00 0.0001 -0.00 0.00 —/0.00 0.10 29.00 5.00 0.00/0.00 — 0.00 — -1.00 0.0% — — — 1 25.0% 0.00 0.0000 -0.00 0.00 0.00/0.00 0.80 30.00 6.10 0.00/0.00 — 0.00 — -1.00 0.0% 1 — — 1 25.0% 0.00 0.0000 -0.00 0.00 0.00/0.00 0.20 31.00 7.10 0.00/0.00 — 0.00 — -1.00 0.0% — —
Greeks Profile 2026-09-18 · 17d · σ = 0.8%
Greek Δ Delta Γ Gamma Θ Theta V Vega
-0.08 0.21 0.50 0.79 1.08 $16 $20 $23 $27 $30 spot $23.16 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).