IV Skew
-5.5%
25Δ put − call
Expiry 9/1818d 10/1646d 11/2081d 12/18109d 1/15137d 2/19172d 3/19200d 12/17473d
CALLS Strike PUTS OI Vol IV Δ Γ Θ V Bid/Ask Last Strike Last Bid/Ask V Θ Γ Δ IV Vol OI 67 3 173.4% 0.93 0.0096 -0.05 0.01 12.80/15.70 17.35 21.00 — — — — — — — — — 17 5 169.0% 0.92 0.0113 -0.06 0.01 11.80/14.90 17.40 22.00 — — — — — — — — — 253 1 118.6% 0.96 0.0102 -0.03 0.01 10.10/13.80 15.60 23.00 — — — — — — — — — 6 2 140.0% 0.91 0.0148 -0.05 0.01 9.80/12.80 9.50 24.00 0.10 0.00/0.75 0.01 -0.04 0.0139 -0.07 125.0% 1 1 2.9k 2 135.2% 0.90 0.0174 -0.06 0.01 9.10/11.70 14.70 25.00 0.05 0.00/0.10 0.00 -0.01 0.0078 -0.02 74.2% 2 470 75 1 132.3% 0.87 0.0204 -0.06 0.02 8.30/10.80 13.30 26.00 0.16 0.00/0.20 0.01 -0.01 0.0130 -0.03 75.8% 10 52 — — — — — — — — — 28.00 0.15 0.00/0.95 0.02 -0.04 0.0283 -0.12 89.6% 10 5 252 15 67.9% 0.86 0.0433 -0.04 0.02 4.30/6.10 5.70 30.00 0.35 0.30/0.40 0.02 -0.03 0.0430 -0.12 61.8% 1 1.8k — — — — — — — — — 32.00 0.50 0.10/1.20 0.02 -0.03 0.0707 -0.23 55.3% 2 7 — — — — — — — — — 33.00 1.20 0.90/1.25 0.03 -0.04 0.0784 -0.32 58.9% 20 15 3 1 65.0% 0.59 0.0773 -0.06 0.03 1.15/3.70 2.45 34.00 1.50 0.40/1.80 0.03 -0.06 0.0732 -0.41 68.8% 141 9 3.6k 34 66.3% 0.52 0.0779 -0.06 0.03 0.55/3.40 2.60 35.00 2.00 1.85/2.70 0.03 -0.06 0.0765 -0.48 67.6% 175 554 72 6 64.4% 0.44 0.0793 -0.06 0.03 1.05/1.95 1.50 36.00 1.74 2.30/4.10 0.03 -0.06 0.0656 -0.54 78.4% 42 280 58 2 86.3% 0.41 0.0585 -0.07 0.03 0.45/3.20 3.72 37.00 2.70 2.10/4.70 0.03 -0.05 0.0761 -0.64 63.7% 11 20 424 21 65.9% 0.30 0.0684 -0.05 0.03 0.60/1.25 1.08 38.00 3.77 3.70/4.30 0.03 -0.04 0.0731 -0.73 59.1% 6 33 306 5 65.9% 0.24 0.0613 -0.04 0.02 0.40/1.00 1.30 39.00 4.30 4.50/5.60 0.02 -0.04 0.0600 -0.74 69.4% 4 37 4.5k 33 57.4% 0.15 0.0533 -0.03 0.02 0.00/0.70 0.55 40.00 4.21 4.50/6.20 0.02 -0.05 0.0500 -0.74 83.3% 61 43 92 1 65.2% 0.15 0.0454 -0.03 0.02 0.00/0.75 0.40 41.00 4.00 5.30/8.00 0.02 -0.03 0.0455 -0.85 66.0% 3 3 73 20 65.4% 0.11 0.0376 -0.03 0.01 0.10/0.45 0.38 42.00 4.77 6.20/7.90 0.02 -0.04 0.0406 -0.82 85.0% 1 4
Greeks Profile 2026-09-18 · 18d · σ = 66.9%
Greek Δ Delta Γ Gamma Θ Theta V Vega
-0.03 0.25 0.52 0.79 1.07 $24 $30 $35 $40 $45 spot $34.74 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).