IV Skew
0.0%
25Δ put − call
Expiry 9/1818d 10/1646d 12/18109d 1/15137d 3/19200d 6/17290d 9/17382d 12/17473d +1 more 2028-01-21 (508d)
CALLS Strike PUTS OI Vol IV Δ Γ Θ V Bid/Ask Last Strike Last Bid/Ask V Θ Γ Δ IV Vol OI 2 4 593.5% 0.88 0.0033 -0.33 0.02 28.00/31.90 38.22 22.50 0.10 0.00/0.25 0.00 -0.02 0.0025 -0.02 159.4% 4 23 — 3 0.0% 1.00 — -0.00 — 0.00/0.00 34.50 25.00 0.15 0.00/0.25 0.00 -0.02 0.0033 -0.02 137.9% 7 17 — — — — — — — — — 30.00 0.03 0.00/0.00 0.00 -0.00 0.0001 -0.00 50.0% 4 — 2 — 113.5% 0.87 0.0185 -0.07 0.02 10.00/11.80 13.28 35.00 0.05 0.00/0.00 0.00 -0.00 0.0000 -0.00 25.0% 3 — — 3 0.0% 1.00 — -0.00 — 0.00/0.00 4.75 40.00 0.35 0.00/0.00 0.00 -0.00 0.0000 -0.00 12.5% 13 — — 10 0.0% 1.00 — -0.01 — 0.00/0.00 1.45 45.00 1.95 0.00/0.00 — — — — 0.0% 5 — — 964 12.5% 0.00 0.0003 -0.00 0.00 0.00/0.00 0.32 50.00 5.60 0.00/0.00 — 0.01 — -1.00 0.0% 2 — — 31 25.0% 0.00 0.0003 -0.00 0.00 0.00/0.00 0.10 55.00 9.05 0.00/0.00 — 0.01 — -1.00 0.0% 1 — — 951 25.0% 0.00 0.0000 -0.00 0.00 0.00/0.00 0.01 60.00 14.50 0.00/0.00 — 0.01 — -1.00 0.0% 1 — — 10 25.0% 0.00 0.0000 -0.00 0.00 0.00/0.00 0.05 65.00 17.74 0.00/0.00 — 0.01 — -1.00 0.0% 2 — — 2 50.0% 0.00 0.0000 -0.00 0.00 0.00/0.00 0.10 70.00 24.74 22.70/26.80 0.03 -0.13 0.0149 -0.80 185.7% 1 — — 1 50.0% 0.00 0.0000 -0.00 0.00 0.00/0.00 0.02 75.00 14.60 24.50/27.20 — 0.01 — -1.00 0.0% 55 56 1.5k 363 148.9% 0.06 0.0078 -0.05 0.01 0.00/0.75 0.01 80.00 20.20 23.20/25.70 — 0.01 — -1.00 0.0% — 1
Greeks Profile 2026-09-18 · 18d · σ = 0.0%
Greek Δ Delta Γ Gamma Θ Theta V Vega
-0.08 0.21 0.50 0.79 1.08 $31 $38 $45 $52 $59 spot $45.00 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).