IV Skew
-3.1%
25Δ put − call
Expiry 9/1818d 10/1646d 11/2081d 1/15137d 2/19172d 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 — — 0.0% 1.00 — -0.00 — 0.00/0.00 7.81 17.00 — — — — — — — — — — — 0.0% 1.00 — -0.00 — 0.00/0.00 6.70 18.00 — — — — — — — — — — — 0.0% 1.00 — -0.00 — 0.00/0.00 5.92 19.00 — — — — — — — — — — 3 0.0% 1.00 — -0.00 — 0.00/0.00 3.90 20.00 — — — — — — — — — — 2 0.0% 1.00 — -0.00 — 0.00/0.00 3.70 21.00 0.05 0.00/0.00 0.00 -0.00 0.0030 -0.00 25.0% 9 — — 1 0.0% 1.00 — -0.00 — 0.00/0.00 2.73 22.00 0.10 0.00/0.00 0.00 -0.00 0.0000 -0.00 12.5% 3 — — 25 0.0% 1.00 — -0.00 — 0.00/0.00 2.03 23.00 0.05 0.00/0.00 0.00 -0.00 0.0000 -0.00 6.3% 32 — — 11 0.0% 1.00 — -0.00 — 0.00/0.00 0.83 24.00 0.12 0.00/0.00 0.00 -0.00 0.0000 -0.00 3.1% 55 — — 49 1.6% 0.01 0.3662 -0.00 0.00 0.00/0.00 0.16 25.00 0.30 0.00/0.00 — 0.00 — -1.00 0.0% 26 — — 5 6.3% 0.00 0.0038 -0.00 0.00 0.00/0.00 0.01 26.00 1.23 0.00/0.00 — 0.00 — -1.00 0.0% 2 — — — 12.5% 0.00 0.0057 -0.00 0.00 0.00/0.00 0.07 27.00 2.22 0.00/0.00 — 0.00 — -1.00 0.0% 2 — 2 — 59.4% 0.20 0.0850 -0.03 0.02 0.00/0.35 0.10 28.00 — — — — — — — — — — — — — — — — — — 30.00 5.48 0.00/0.00 — 0.00 — -1.00 0.0% — —
Greeks Profile 2026-09-18 · 18d · σ = 0.8%
Greek Δ Delta Γ Gamma Θ Theta V Vega
-0.08 0.21 0.50 0.79 1.08 $17 $21 $25 $28 $32 spot $24.75 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).