IV Skew
11.7%
25Δ put − call
Expiry 9/1818d 10/1646d 12/18109d 3/19200d
CALLS Strike PUTS OI Vol IV Δ Γ Θ V Bid/Ask Last Strike Last Bid/Ask V Θ Γ Δ IV Vol OI — 2 0.0% 1.00 — -0.00 — 0.00/0.00 19.88 22.50 — — — — — — — — — — — — — — — — — — 25.00 0.95 0.00/0.00 0.00 -0.00 0.0000 -0.00 50.0% 6 — — 5 0.0% 1.00 — -0.00 — 0.00/0.00 7.80 30.00 1.26 0.10/4.90 0.02 -0.15 0.0101 -0.15 232.7% 58 24 — 1 0.0% 1.00 — -0.00 — 0.00/0.00 9.60 35.00 0.44 0.00/0.00 0.00 -0.00 0.0000 -0.00 25.0% 1 — 4 2 68.5% 0.79 0.0421 -0.06 0.03 4.20/7.00 0.05 40.00 0.62 0.00/0.00 0.00 -0.00 0.0001 -0.00 12.5% 1 — — 2 0.8% 0.00 0.0646 -0.00 0.00 0.00/0.00 1.02 45.00 2.00 0.00/0.00 — 0.01 — -1.00 0.0% — — — 10 12.5% 0.00 0.0001 -0.00 0.00 0.00/0.00 0.20 50.00 5.70 0.00/0.00 — 0.01 — -1.00 0.0% 2 — — 1 25.0% 0.00 0.0002 -0.00 0.00 0.00/0.00 0.05 55.00 13.85 0.00/0.00 — 0.01 — -1.00 0.0% — —
Greeks Profile 2026-09-18 · 18d · σ = 0.4%
Greek Δ Delta Γ Gamma Θ Theta V Vega
-0.08 0.21 0.50 0.79 1.08 $31 $38 $45 $51 $58 spot $44.67 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).