IV Skew
-18.0%
25Δ put − call
Expiry 9/1819d 10/1647d 12/18110d 1/15138d 3/19201d 4/16229d 12/17474d
CALLS Strike PUTS OI Vol IV Δ Γ Θ V Bid/Ask Last Strike Last Bid/Ask V Θ Γ Δ IV Vol OI — — — — — — — — — 7.50 0.20 0.00/2.15 0.01 -0.08 0.0035 -0.05 495.9% — 1 1 — 294.5% 0.96 0.0051 -0.04 0.01 14.20/17.90 11.53 10.00 0.99 0.00/2.15 0.01 -0.08 0.0056 -0.07 390.2% 1 3 100 100 194.9% 0.92 0.0125 -0.04 0.01 9.40/12.90 2.62 15.00 1.14 0.00/2.05 0.01 -0.07 0.0129 -0.11 244.1% 1 112 2 2 145.3% 0.91 0.0195 -0.04 0.01 6.70/10.50 2.90 17.50 1.42 0.00/2.20 0.01 -0.07 0.0194 -0.14 197.0% — 4 90 10 117.6% 0.86 0.0328 -0.04 0.01 4.50/8.00 5.80 20.00 1.35 0.00/2.25 0.02 -0.06 0.0302 -0.18 150.7% 40 59 22 2 99.0% 0.76 0.0539 -0.05 0.02 2.45/5.80 4.50 22.50 0.43 0.00/0.65 0.01 -0.02 0.0664 -0.15 60.3% 5 66 359 1 89.8% 0.59 0.0739 -0.06 0.02 0.50/4.40 2.45 25.00 1.05 0.10/2.70 0.02 -0.04 0.0920 -0.40 71.9% 1 11 325 2 59.6% 0.14 0.0644 -0.02 0.01 0.00/0.50 0.37 30.00 3.20 2.65/5.90 0.02 -0.07 0.0500 -0.65 126.2% 1 8
Greeks Profile 2026-09-18 · 19d · σ = 80.9%
Greek Δ Delta Γ Gamma Θ Theta V Vega
0.02 0.28 0.54 0.79 1.05 $18 $22 $26 $29 $33 spot $25.63 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).