IV Skew
-11.1%
25Δ put − call
Expiry 9/1818d 10/1646d 11/2081d 2/19172d
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 — 170.3% 0.88 0.0228 -0.05 0.01 5.80/7.90 8.00 16.00 — — — — — — — — — — — — — — — — — — 18.00 0.15 0.00/0.95 0.01 -0.03 0.0357 -0.13 112.1% 1 1 — — — — — — — — — 19.00 0.20 0.00/0.95 0.01 -0.03 0.0466 -0.15 95.3% — 3 1 — 100.9% 0.78 0.0566 -0.04 0.02 2.00/4.00 3.42 20.00 0.20 0.00/1.10 0.01 -0.03 0.0618 -0.18 83.8% 1 39 25 25 61.9% 0.79 0.0907 -0.03 0.01 1.60/3.70 3.00 21.00 0.28 0.00/0.50 0.02 -0.03 0.0894 -0.22 63.7% 1 250 10 12 78.0% 0.66 0.0917 -0.04 0.02 0.75/2.30 2.10 22.00 0.64 0.35/0.50 0.02 -0.02 0.1410 -0.28 46.5% 64 284 92 30 65.3% 0.56 0.1174 -0.04 0.02 0.60/1.50 0.90 23.00 1.15 0.60/1.30 0.02 -0.03 0.1190 -0.44 64.5% 1 64 115 1 57.6% 0.42 0.1321 -0.03 0.02 0.15/0.90 0.50 24.00 1.05 1.05/3.60 0.02 -0.05 0.0900 -0.53 85.8% 10 25 41 1 66.1% 0.33 0.1070 -0.04 0.02 0.00/0.75 0.33 25.00 2.60 1.75/2.70 0.02 -0.04 0.0995 -0.65 72.7% 1 4 533 712 64.5% 0.24 0.0931 -0.03 0.02 0.00/0.95 0.21 26.00 3.10 2.50/3.90 0.01 -0.02 0.0960 -0.79 58.7% 1.5k 1.5k 17 6 75.6% 0.21 0.0738 -0.03 0.01 0.00/0.95 0.21 27.00 — — — — — — — — — 32 2 54.7% 0.07 0.0476 -0.01 0.01 0.00/0.20 0.15 28.00 — — — — — — — — — 30 3 84.2% 0.14 0.0507 -0.03 0.01 0.00/0.65 0.19 29.00 3.80 5.30/7.20 0.01 -0.03 0.0519 -0.84 92.1% — 24 10 3 75.6% 0.08 0.0364 -0.02 0.01 0.00/0.30 0.64 30.00 — — — — — — — — — 1 1 112.3% 0.15 0.0405 -0.04 0.01 0.00/0.95 0.26 31.00 — — — — — — — — —
Greeks Profile 2026-09-18 · 18d · σ = 64.9%
Greek Δ Delta Γ Gamma Θ Theta V Vega
-0.03 0.24 0.52 0.79 1.07 $16 $20 $23 $27 $30 spot $23.18 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).