IV Skew
-3.5%
25Δ put − call
Expiry 9/1819d 10/1647d 12/18110d 1/15138d 3/19201d 1/21509d
CALLS Strike PUTS OI Vol IV Δ Γ Θ V Bid/Ask Last Strike Last Bid/Ask V Θ Γ Δ IV Vol OI 18 3 229.7% 0.96 0.0047 -0.04 0.01 17.70/19.50 17.75 15.00 0.02 0.00/0.20 0.00 -0.01 0.0027 -0.01 173.8% 20 948 370 1 202.3% 0.95 0.0070 -0.05 0.01 15.20/17.20 14.78 17.50 0.05 0.00/0.05 0.00 -0.00 0.0017 -0.01 116.4% 15 4.5k 668 5 146.7% 0.95 0.0086 -0.03 0.01 12.80/13.50 14.00 20.00 0.10 0.00/0.10 0.00 -0.01 0.0039 -0.01 103.9% 10 7.8k 1.8k 4 135.7% 0.92 0.0142 -0.04 0.01 10.20/12.20 9.94 22.50 0.04 0.00/0.25 0.01 -0.01 0.0093 -0.03 97.3% 20 806 4.8k 2 116.6% 0.89 0.0218 -0.05 0.01 7.80/9.90 8.42 25.00 0.05 0.00/0.25 0.01 -0.01 0.0149 -0.04 74.8% 2 382 2.2k 51 77.1% 0.88 0.0344 -0.03 0.02 5.70/6.60 6.65 27.50 0.10 0.00/0.15 0.01 -0.01 0.0282 -0.06 56.3% 5 232 3.0k 3 58.1% 0.80 0.0632 -0.04 0.02 3.40/4.20 3.97 30.00 0.30 0.25/0.50 0.02 -0.03 0.0650 -0.18 53.7% 71 5.1k 2.3k 243 58.2% 0.60 0.0878 -0.05 0.03 1.65/2.20 2.10 32.50 1.01 0.80/1.10 0.03 -0.03 0.1117 -0.39 45.3% 94 688 4.1k 552 48.8% 0.35 0.0998 -0.04 0.03 0.60/0.85 0.75 35.00 2.00 1.90/2.60 0.03 -0.03 0.1026 -0.66 47.1% 12 82 323 51 50.4% 0.16 0.0646 -0.03 0.02 0.20/0.35 0.24 37.50 7.60 3.90/4.60 0.02 -0.02 0.0641 -0.85 47.9% 2 — 194 2 53.3% 0.07 0.0344 -0.02 0.01 0.05/0.25 0.10 40.00 8.07 5.80/7.00 0.01 -0.01 0.0373 -0.91 57.2% 1 2 2 2 53.5% 0.03 0.0149 -0.01 0.00 0.00/0.10 0.05 42.50 — — — — — — — — — 8 — 81.3% 0.03 0.0122 -0.01 0.01 0.00/0.20 0.05 47.50 — — — — — — — — —
Greeks Profile 2026-09-18 · 19d · σ = 51.8%
Greek Δ Delta Γ Gamma Θ Theta V Vega
-0.06 0.22 0.51 0.79 1.08 $23 $28 $33 $38 $43 spot $33.20 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).