IV Skew
-15.8%
25Δ put − call
Expiry 9/1818d 10/1646d 1/15137d 4/16228d
CALLS Strike PUTS OI Vol IV Δ Γ Θ V Bid/Ask Last Strike Last Bid/Ask V Θ Γ Δ IV Vol OI — — — — — — — — — 20.00 0.25 0.00/2.15 0.01 -0.10 0.0026 -0.05 323.8% — 1 — — — — — — — — — 22.50 0.30 0.00/2.15 0.01 -0.10 0.0033 -0.05 288.5% — 2 — — — — — — — — — 25.00 0.45 0.00/1.95 0.01 -0.09 0.0040 -0.06 250.1% — 2 — — — — — — — — — 30.00 0.05 0.00/1.15 0.01 -0.06 0.0055 -0.05 171.0% — 1 2 1 113.7% 0.95 0.0077 -0.04 0.01 14.90/18.70 14.95 35.00 3.70 0.00/1.15 0.02 -0.05 0.0089 -0.07 130.4% — 4 2 1 74.2% 0.95 0.0125 -0.03 0.01 9.70/13.70 10.45 40.00 0.10 0.00/0.95 0.02 -0.04 0.0150 -0.08 89.2% 10 15 34 6 65.7% 0.84 0.0319 -0.05 0.03 5.40/9.00 7.10 45.00 1.50 0.15/1.40 0.03 -0.05 0.0318 -0.16 67.3% — 3 579 3 76.2% 0.61 0.0442 -0.10 0.04 1.00/4.30 3.30 50.00 — — — — — — — — — 35 1 72.0% 0.37 0.0460 -0.09 0.04 0.10/2.00 1.65 55.00 — — — — — — — — —
Greeks Profile 2026-09-18 · 18d · σ = 66.2%
Greek Δ Delta Γ Gamma Θ Theta V Vega
-0.03 0.24 0.52 0.79 1.07 $36 $44 $51 $59 $67 spot $51.47 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).