IV Skew
-20.9%
25Δ put − call
Expiry 9/1817d 10/1645d 1/15136d 4/16227d
CALLS Strike PUTS OI Vol IV Δ Γ Θ V Bid/Ask Last Strike Last Bid/Ask V Θ Γ Δ IV Vol OI 1 2 144.8% 0.88 0.0184 -0.07 0.01 8.00/12.50 11.40 25.00 1.55 0.00/4.90 0.02 -0.13 0.0158 -0.18 227.0% 1 3 50 1 105.0% 0.77 0.0393 -0.07 0.02 3.50/8.00 7.50 30.00 1.90 0.00/0.90 0.02 -0.03 0.0472 -0.14 64.6% 100 112 6 2 90.1% 0.51 0.0596 -0.08 0.03 0.20/4.90 3.30 35.00 2.35 0.20/2.50 0.03 -0.06 0.0776 -0.51 69.2% 5 6 19 2 75.8% 0.20 0.0503 -0.05 0.02 0.35/1.00 1.06 40.00 — — — — — — — — — 1 — 261.4% 0.42 0.0202 -0.22 0.03 —/4.90 0.45 45.00 — — — — — — — — —
Greeks Profile 2026-09-18 · 17d · σ = 79.7%
Greek Δ Delta Γ Gamma Θ Theta V Vega
0.00 0.27 0.53 0.79 1.06 $24 $29 $34 $40 $45 spot $34.40 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).