IV Skew
0.0%
25Δ put − call
Expiry 9/1817d 10/1645d 11/2080d 12/18108d 1/15136d 2/19171d 3/19199d 12/17472d
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 0.0% 1.00 — -0.00 — 0.00/0.00 5.10 25.00 0.95 0.00/0.00 0.00 -0.00 0.0000 -0.00 25.0% — — — 2 0.0% 1.00 — -0.00 — 0.00/0.00 3.00 30.00 1.20 0.00/0.00 0.00 -0.00 0.0078 -0.00 12.5% 82 — — 1 12.5% 0.00 0.0076 -0.00 0.00 0.00/0.00 0.67 35.00 — — — — — — — — — — — 25.0% 0.00 0.0001 -0.00 0.00 0.00/0.00 1.28 40.00 — — — — — — — — —
Greeks Profile 2026-09-18 · 17d · σ = 6.3%
Greek Δ Delta Γ Gamma Θ Theta V Vega
-0.08 0.21 0.50 0.79 1.08 $23 $27 $32 $37 $42 spot $32.32 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).