IV Skew
-12.1%
25Δ put − call
Expiry 9/1817d 10/1645d 11/2080d 2/19171d 3/19199d
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 30.70 15.00 — — — — — — — — — — 6 0.0% 1.00 — -0.00 — 0.00/0.00 21.81 25.00 — — — — — — — — — — 3 0.0% 1.00 — -0.00 — 0.00/0.00 16.56 30.00 0.08 0.00/0.00 0.00 -0.00 0.0000 -0.00 50.0% 1 — — — 0.0% 1.00 — -0.00 — 0.00/0.00 10.66 35.00 0.43 0.00/0.00 0.00 -0.00 0.0002 -0.00 50.0% 1 — — 1 0.0% 1.00 — -0.00 — 0.00/0.00 13.00 40.00 0.09 0.00/0.00 0.00 -0.00 0.0000 -0.00 25.0% 3 — — 1 0.0% 1.00 — -0.01 — 0.00/0.00 5.20 45.00 0.15 0.00/0.00 0.00 -0.00 0.0001 -0.00 12.5% 2 — — 5 0.0% 1.00 — -0.01 — 0.00/0.00 1.20 50.00 1.10 0.00/0.00 0.00 -0.00 0.0000 -0.00 0.4% 25 — — 9 12.5% 0.00 0.0010 -0.00 0.00 0.00/0.00 0.33 55.00 3.50 0.00/0.00 — 0.01 — -1.00 0.0% — — — 13 25.0% 0.00 0.0007 -0.00 0.00 0.00/0.00 0.38 60.00 — — — — — — — — —
Greeks Profile 2026-09-18 · 17d · σ = 0.2%
Greek Δ Delta Γ Gamma Θ Theta V Vega
-0.08 0.21 0.50 0.79 1.08 $35 $43 $50 $58 $65 spot $50.11 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).