IV Skew
-36.0%
25Δ put − call
Expiry 9/1817d 10/1645d 11/2080d 1/15136d 2/19171d 1/21507d
CALLS Strike PUTS OI Vol IV Δ Γ Θ V Bid/Ask Last Strike Last Bid/Ask V Θ Γ Δ IV Vol OI 15 6 248.3% 0.84 0.0155 -0.11 0.02 7.00/11.30 6.03 20.00 — — — — — — — — — 20 2 84.0% 0.96 0.0174 -0.02 0.01 5.30/9.80 7.00 22.00 0.10 0.10/0.30 0.01 -0.02 0.0203 -0.06 94.3% 17 603 6 — 85.0% 0.93 0.0259 -0.02 0.01 4.50/8.80 4.91 23.00 0.20 0.00/4.90 0.02 -0.12 0.0214 -0.22 219.5% 1 32 — — — — — — — — — 24.00 0.30 0.10/1.00 0.01 -0.04 0.0358 -0.14 98.6% 21 560 26 25 70.1% 0.88 0.0453 -0.03 0.01 2.50/7.00 6.00 25.00 0.61 0.00/1.00 0.02 -0.04 0.0454 -0.15 82.0% 1 75 12 20 70.1% 0.82 0.0593 -0.04 0.02 2.00/5.90 4.96 26.00 0.70 0.10/1.00 0.02 -0.04 0.0588 -0.19 71.8% 2 248 234 4 72.4% 0.74 0.0706 -0.05 0.02 1.45/5.10 5.20 27.00 1.19 0.00/1.40 0.02 -0.04 0.0753 -0.24 65.5% 4 60 546 5 70.6% 0.66 0.0816 -0.05 0.02 0.90/4.30 3.60 28.00 1.50 0.70/2.00 0.02 -0.05 0.0744 -0.35 78.1% 68 399 14 1 111.5% 0.58 0.0553 -0.08 0.02 1.30/4.90 1.35 29.00 2.25 0.00/2.90 0.02 -0.05 0.0963 -0.42 64.1% 3 2 745 128 62.5% 0.48 0.1003 -0.05 0.03 0.55/2.20 1.92 30.00 2.10 0.60/4.90 0.03 -0.07 0.0672 -0.49 93.4% 1 75 13 1 114.1% 0.47 0.0549 -0.09 0.03 0.35/4.30 1.40 31.00 2.65 1.00/5.50 0.03 -0.06 0.0695 -0.56 89.2% 11 27 110 1 105.1% 0.40 0.0580 -0.08 0.02 0.50/3.00 1.25 32.00 3.24 1.60/6.00 0.02 -0.06 0.0699 -0.64 84.3% — 3 145 12 93.5% 0.32 0.0606 -0.06 0.02 0.70/1.65 1.20 33.00 — — — — — — — — — 18 1 108.2% 0.31 0.0514 -0.07 0.02 0.60/1.95 0.81 34.00 7.25 3.00/7.60 0.02 -0.05 0.0589 -0.76 83.5% — 1 828 6 94.7% 0.23 0.0506 -0.05 0.02 0.55/1.00 0.50 35.00 6.28 4.00/8.50 0.02 -0.05 0.0513 -0.78 89.9% 1 1 87 2 130.5% 0.29 0.0410 -0.08 0.02 0.10/2.60 0.60 36.00 — — — — — — — — — 17 112 156.8% 0.31 0.0353 -0.10 0.02 0.00/3.50 0.40 37.00 — — — — — — — — —
Greeks Profile 2026-09-18 · 17d · σ = 87.8%
Greek Δ Delta Γ Gamma Θ Theta V Vega
0.03 0.28 0.54 0.79 1.05 $21 $25 $29 $34 $38 spot $29.43 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).