IV Skew
12.8%
25Δ put − call
Expiry 9/1817d 12/18108d 3/19199d
CALLS Strike PUTS OI Vol IV Δ Γ Θ V Bid/Ask Last Strike Last Bid/Ask V Θ Γ Δ IV Vol OI — — — — — — — — — 12.50 0.25 0.00/3.40 0.01 -0.10 0.0121 -0.12 347.8% — 60 — 1 0.0% 1.00 — -0.00 — 0.00/0.00 3.90 15.00 0.20 0.00/3.40 0.01 -0.09 0.0187 -0.16 270.3% 4 5 4 1 219.6% 0.78 0.0279 -0.09 0.01 2.75/6.90 3.10 17.50 0.65 0.00/2.55 0.01 -0.07 0.0326 -0.20 175.5% 1 7 16 1 73.5% 0.79 0.0797 -0.03 0.01 1.05/4.90 1.68 20.00 0.35 0.00/3.70 0.02 -0.07 0.0472 -0.30 151.9% 1 4 207 1 84.2% 0.54 0.0974 -0.05 0.02 0.00/3.40 0.80 22.50 3.60 0.00/4.00 0.02 -0.05 0.0844 -0.46 97.0% 1 10 15 4 108.1% 0.37 0.0720 -0.06 0.02 0.00/2.55 0.15 25.00 3.00 3.90/7.90 0.02 -0.12 0.0389 -0.50 211.3% — 1 22 1 123.5% 0.17 0.0426 -0.05 0.01 0.00/1.15 0.20 30.00 4.84 10.20/14.50 0.02 -0.19 0.0237 -0.50 347.3% — 1 8 1 204.5% 0.22 0.0297 -0.09 0.01 0.00/2.35 0.75 35.00 7.60 14.80/19.10 0.02 -0.21 0.0217 -0.56 375.6% — — — — 50.0% 0.00 0.0000 -0.00 0.00 0.00/0.00 1.10 40.00 — — — — — — — — —
Greeks Profile 2026-09-18 · 17d · σ = 90.6%
Greek Δ Delta Γ Gamma Θ Theta V Vega
0.04 0.29 0.54 0.79 1.04 $16 $19 $22 $26 $29 spot $22.46 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).