IV Skew
2.6%
25Δ put − call
Expiry 9/1818d 10/1646d 1/15137d 4/16228d 1/21508d
CALLS Strike PUTS OI Vol IV Δ Γ Θ V Bid/Ask Last Strike Last Bid/Ask V Θ Γ Δ IV Vol OI — — — — — — — — — 27.00 0.30 0.00/0.35 0.01 -0.02 0.0190 -0.05 73.8% — 3 — — — — — — — — — 29.00 0.10 0.00/0.20 0.01 -0.02 0.0310 -0.07 58.7% 1 5 — — — — — — — — — 30.00 0.16 0.05/0.20 0.01 -0.02 0.0404 -0.09 50.1% 1 666 1 — 64.0% 0.81 0.0555 -0.04 0.02 3.60/5.00 4.40 31.00 0.58 0.05/0.75 0.02 -0.03 0.0580 -0.15 52.5% 1 115 51 3 71.7% 0.72 0.0606 -0.05 0.03 2.60/3.80 2.20 32.00 0.20 0.00/0.75 0.02 -0.04 0.0708 -0.24 56.9% 1 24 138 4 62.3% 0.67 0.0756 -0.05 0.03 1.55/2.90 2.20 33.00 0.25 0.15/0.40 0.02 -0.02 0.1214 -0.23 32.3% 36 144 3.1k 17 40.5% 0.61 0.1230 -0.04 0.03 0.95/1.65 1.40 34.00 0.45 0.10/0.85 0.03 -0.03 0.1384 -0.38 35.7% 17 216 292 12 28.1% 0.46 0.1835 -0.03 0.03 0.55/0.75 0.68 35.00 0.90 0.80/1.00 0.03 -0.02 0.2061 -0.55 25.0% 13 22 879 1 29.7% 0.30 0.1529 -0.02 0.03 0.05/0.45 0.46 36.00 1.35 1.45/2.25 0.03 -0.03 0.1102 -0.62 44.8% 1 50 135 23 30.6% 0.18 0.1131 -0.02 0.02 0.00/0.25 0.16 37.00 2.40 1.90/2.50 0.02 -0.01 0.1123 -0.86 25.7% — 1 2 — 58.8% 0.27 0.0725 -0.04 0.03 0.00/0.75 0.70 38.00 — — — — — — — — — 2 2 51.2% 0.17 0.0636 -0.03 0.02 0.00/0.75 0.23 39.00 6.62 4.10/5.30 0.02 -0.02 0.0635 -0.84 50.0% — — 3 1 57.9% 0.15 0.0524 -0.03 0.02 0.00/0.75 0.10 40.00 8.05 5.00/7.00 0.02 -0.04 0.0523 -0.80 70.5% 12 — — — — — — — — — — 41.00 9.11 5.90/8.00 0.02 -0.04 0.0455 -0.82 75.2% 8 —
Greeks Profile 2026-09-18 · 18d · σ = 26.6%
Greek Δ Delta Γ Gamma Θ Theta V Vega
-0.08 0.21 0.50 0.79 1.08 $24 $29 $35 $40 $45 spot $34.65 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).