IV Skew
-72.8%
25Δ put − call
Expiry 9/1818d 10/1646d 12/18109d 1/15137d 4/16228d
CALLS Strike PUTS OI Vol IV Δ Γ Θ V Bid/Ask Last Strike Last Bid/Ask V Θ Γ Δ IV Vol OI 20 20 312.7% 0.85 0.0152 -0.10 0.01 8.00/12.50 10.50 14.00 — — — — — — — — — 3 — 286.1% 0.83 0.0179 -0.10 0.01 7.10/11.50 13.70 15.00 1.60 1.15/1.75 0.01 -0.08 0.0194 -0.16 249.6% 17 457 1 — 681.6% 0.84 0.0073 -0.23 0.01 12.00/16.40 9.90 16.00 1.91 1.50/2.50 0.01 -0.10 0.0209 -0.19 263.2% 5 28 1 — 664.8% 0.82 0.0079 -0.24 0.01 11.50/15.90 9.20 17.00 2.45 0.20/5.00 0.01 -0.11 0.0219 -0.22 275.1% 10 70 — — — — — — — — — 18.00 2.90 2.20/3.30 0.02 -0.11 0.0251 -0.25 255.6% 40 354 — — — — — — — — — 19.00 3.20 2.55/3.30 0.02 -0.11 0.0286 -0.28 237.6% 7 40 58 20 275.6% 0.69 0.0258 -0.14 0.02 5.00/8.00 7.46 20.00 3.65 3.00/4.00 0.02 -0.12 0.0296 -0.31 241.4% 47 6.1k — — — — — — — — — 21.00 4.10 1.65/4.80 0.02 -0.10 0.0379 -0.36 198.0% 1 56 34 33 225.7% 0.61 0.0341 -0.12 0.02 3.20/6.20 6.63 22.00 4.60 2.60/5.30 0.02 -0.11 0.0374 -0.39 206.7% 15 725 13 3 270.8% 0.60 0.0287 -0.15 0.02 4.80/5.60 4.00 23.00 5.11 3.00/7.50 0.02 -0.13 0.0324 -0.41 242.0% 4 22 35 3 257.0% 0.57 0.0308 -0.14 0.02 2.35/6.80 5.00 24.00 6.20 5.00/6.40 0.02 -0.13 0.0343 -0.45 232.4% 1 207 3.3k 15 242.3% 0.53 0.0331 -0.13 0.02 2.40/5.50 5.07 25.00 6.79 4.00/8.70 0.02 -0.13 0.0346 -0.48 231.5% 5 3.0k 41 199 245.0% 0.50 0.0328 -0.14 0.02 3.10/4.30 3.82 26.00 — — — — — — — — — 915 349 248.9% 0.48 0.0322 -0.14 0.02 1.50/5.50 3.80 27.00 6.20 5.50/8.80 0.02 -0.11 0.0392 -0.58 201.0% 48 4.0k 75 1 286.3% 0.49 0.0280 -0.16 0.02 2.50/5.50 3.95 28.00 7.90 6.20/10.70 0.02 -0.12 0.0345 -0.57 228.6% 1 46 40 13 310.5% 0.49 0.0258 -0.17 0.02 3.00/5.50 5.00 29.00 9.80 7.00/11.40 0.02 -0.12 0.0341 -0.60 227.8% 12 71 8.1k 67 261.2% 0.42 0.0301 -0.14 0.02 2.75/3.30 3.00 30.00 7.15 9.10/11.20 0.02 -0.12 0.0326 -0.61 236.2% — 5
Greeks Profile 2026-09-18 · 18d · σ = 216.2%
Greek Δ Delta Γ Gamma Θ Theta V Vega
0.34 0.48 0.61 0.74 0.87 $16 $19 $22 $26 $29 spot $22.38 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).