IV Skew
90.2%
25Δ put − call
Expiry 9/1817d 10/1645d 12/18108d 1/15136d 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 24 2 244.3% 0.88 0.0162 -0.08 0.01 7.60/12.50 13.54 15.00 1.03 0.00/4.90 0.01 -0.13 0.0132 -0.16 355.8% — 1 — — — — — — — — — 17.50 1.40 0.00/4.90 0.01 -0.12 0.0195 -0.20 281.1% 2 140 57 10 146.5% 0.77 0.0401 -0.07 0.02 3.00/7.50 8.20 20.00 0.28 0.00/2.55 0.02 -0.07 0.0402 -0.23 146.2% 1 10 105 4 83.5% 0.67 0.0834 -0.05 0.02 0.20/4.90 1.97 22.50 0.45 0.00/4.70 0.02 -0.08 0.0488 -0.36 147.9% 1 17 216 5 57.6% 0.40 0.1294 -0.03 0.02 0.25/0.80 0.50 25.00 1.10 0.60/2.20 0.02 -0.04 0.1009 -0.57 75.4% 1 23 198 2 54.7% 0.14 0.0781 -0.02 0.01 0.00/0.20 0.10 27.50 2.39 1.50/6.00 0.01 -0.02 0.0787 -0.85 56.3% 7 11 4.0k 2 56.6% 0.04 0.0291 -0.01 0.00 0.00/0.10 0.10 30.00 3.49 4.00/8.50 0.01 -0.02 0.0463 -0.89 78.7% 1 — 246 246 72.3% 0.03 0.0189 -0.01 0.00 0.00/0.10 0.30 32.50 5.51 6.50/11.00 0.01 -0.02 0.0326 -0.91 97.7% 1 — 21 10 256.6% 0.34 0.0277 -0.14 0.02 0.00/4.90 0.01 35.00 — — — — — — — — — 35 2 295.5% 0.32 0.0232 -0.16 0.02 0.00/4.90 0.20 40.00 — — — — — — — — —
Greeks Profile 2026-09-18 · 17d · σ = 66.5%
Greek Δ Delta Γ Gamma Θ Theta V Vega
-0.04 0.24 0.52 0.79 1.07 $17 $20 $24 $28 $31 spot $23.97 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).