IV Skew
-7.8%
25Δ put − call
Expiry 9/1818d 10/1646d 12/18109d 1/15137d 3/19200d
CALLS Strike PUTS OI Vol IV Δ Γ Θ V Bid/Ask Last Strike Last Bid/Ask V Θ Γ Δ IV Vol OI — — — — — — — — — 21.00 1.58 0.00/3.10 0.02 -0.09 0.0197 -0.16 195.1% 10 375 4 2 0.0% 1.00 — -0.00 — 2.00/6.00 1.66 22.00 0.20 0.00/1.35 0.01 -0.05 0.0253 -0.12 125.7% 3 15 321 2 130.4% 0.83 0.0297 -0.06 0.02 5.80/8.40 6.50 23.00 0.53 0.00/1.00 0.01 -0.04 0.0307 -0.12 100.2% 5 418 314 6 110.1% 0.82 0.0367 -0.05 0.02 3.90/8.10 3.30 24.00 0.30 0.05/0.60 0.01 -0.02 0.0375 -0.11 75.6% 1 306 6 1 90.5% 0.81 0.0467 -0.05 0.02 3.90/5.90 4.61 25.00 2.00 0.00/2.50 0.02 -0.06 0.0415 -0.23 113.2% 8 8 12 1 65.5% 0.81 0.0648 -0.03 0.02 2.25/5.10 4.50 26.00 0.85 0.00/1.20 0.02 -0.03 0.0641 -0.20 67.3% 1 11 39 1 79.4% 0.70 0.0676 -0.05 0.02 2.30/4.30 2.35 27.00 1.00 0.00/1.60 0.02 -0.04 0.0808 -0.27 62.8% 10 11 228 2 67.2% 0.64 0.0864 -0.05 0.02 0.90/3.90 2.85 28.00 — — — — — — — — — 1.9k 3 79.2% 0.55 0.0774 -0.06 0.03 1.65/2.75 2.22 29.00 1.75 0.90/2.00 0.03 -0.04 0.1106 -0.46 55.5% 1 1.6k 1.6k 11 82.3% 0.48 0.0749 -0.06 0.03 1.25/2.45 1.85 30.00 1.35 0.65/3.40 0.03 -0.04 0.1091 -0.56 55.8% 1 7 386 28 70.6% 0.38 0.0833 -0.05 0.02 1.00/1.35 1.25 31.00 — — — — — — — — — 2 10 62.7% 0.28 0.0825 -0.04 0.02 0.00/1.40 0.80 32.00 3.70 2.00/4.80 0.02 -0.03 0.0886 -0.76 54.2% 6 6 1.1k 119 64.2% 0.21 0.0702 -0.03 0.02 0.00/1.05 1.00 33.00 — — — — — — — — — 273 4 71.4% 0.19 0.0584 -0.04 0.02 0.10/0.90 0.68 34.00 — — — — — — — — — 534 500 75.1% 0.16 0.0494 -0.03 0.02 0.00/0.85 0.50 35.00 — — — — — — — — — 1.5k 4 148.5% 0.21 0.0304 -0.08 0.02 0.00/2.30 0.34 40.00 — — — — — — — — —
Greeks Profile 2026-09-18 · 18d · σ = 67.3%
Greek Δ Delta Γ Gamma Θ Theta V Vega
-0.03 0.25 0.52 0.79 1.07 $20 $25 $29 $33 $38 spot $29.11 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).