IV Skew
0.0%
25Δ put − call
Expiry 9/1818d 10/1646d 1/15137d 4/16228d 1/21508d
CALLS Strike PUTS OI Vol IV Δ Γ Θ V Bid/Ask Last Strike Last Bid/Ask V Θ Γ Δ IV Vol OI — 4 0.0% 1.00 — -0.00 — 0.00/0.00 10.00 20.00 — — — — — — — — — — — — — — — — — — 21.00 0.26 0.00/0.00 0.00 -0.00 0.0000 -0.00 25.0% 1 — — — — — — — — — — 22.00 0.14 0.00/0.00 0.00 -0.00 0.0000 -0.00 25.0% 3 — — — — — — — — — — 23.00 0.17 0.00/0.00 0.00 -0.00 0.0001 -0.00 25.0% 1 — — — — — — — — — — 24.00 0.22 0.00/0.00 0.00 -0.00 0.0017 -0.00 25.0% 21 — — 1 0.0% 1.00 — -0.00 — 0.00/0.00 4.50 25.00 0.45 0.00/0.00 0.00 -0.00 0.0000 -0.00 12.5% 12 — — — 0.0% 1.00 — -0.00 — 0.00/0.00 6.87 26.00 0.65 0.00/0.00 0.00 -0.00 0.0016 -0.00 12.5% 4 — — 1 0.0% 1.00 — -0.00 — 0.00/0.00 6.76 27.00 1.01 0.00/0.00 0.00 -0.00 0.0003 -0.00 6.3% 8 — — 1 0.0% 1.00 — -0.00 — 0.00/0.00 2.20 28.00 1.40 0.00/0.00 0.00 -0.00 0.0376 -0.00 3.1% 2 — — 1 3.1% 0.01 0.1668 -0.00 0.00 0.00/0.00 1.55 29.00 1.55 0.00/0.00 — 0.00 — -1.00 0.0% 20 — — 3 6.3% 0.00 0.0018 -0.00 0.00 0.00/0.00 1.10 30.00 2.30 0.00/0.00 — 0.00 — -1.00 0.0% 1 — — 11 12.5% 0.00 0.0065 -0.00 0.00 0.00/0.00 0.80 31.00 2.95 0.00/0.00 — 0.00 — -1.00 0.0% 9 — — 15 12.5% 0.00 0.0001 -0.00 0.00 0.00/0.00 0.55 32.00 2.90 0.00/0.00 — 0.00 — -1.00 0.0% 5 — — 21 12.5% 0.00 0.0000 -0.00 0.00 0.00/0.00 0.50 33.00 4.60 0.00/0.00 — 0.00 — -1.00 0.0% 1 — — 4 25.0% 0.00 0.0020 -0.00 0.00 0.00/0.00 0.57 34.00 5.10 0.00/0.00 — 0.00 — -1.00 0.0% 1 — — 3 25.0% 0.00 0.0003 -0.00 0.00 0.00/0.00 0.17 35.00 5.65 0.00/0.00 — 0.00 — -1.00 0.0% 3 — — 8 25.0% 0.00 0.0000 -0.00 0.00 0.00/0.00 0.35 36.00 5.90 0.00/0.00 — 0.00 — -1.00 0.0% 2 —
Greeks Profile 2026-09-18 · 18d · σ = 1.6%
Greek Δ Delta Γ Gamma Θ Theta V Vega
-0.08 0.21 0.50 0.79 1.08 $20 $24 $28 $33 $37 spot $28.49 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).