IV Skew
1.9%
25Δ put − call
Expiry 9/1817d 10/1645d 11/2080d 12/18108d 1/15136d 2/19171d 3/19199d 12/17472d
CALLS Strike PUTS OI Vol IV Δ Γ Θ V Bid/Ask Last Strike Last Bid/Ask V Θ Γ Δ IV Vol OI 15 10 121.9% 0.98 0.0047 -0.02 0.00 13.50/18.00 12.53 24.00 — — — — — — — — — 3 — 182.1% 0.92 0.0100 -0.07 0.01 11.70/15.50 7.50 25.00 — — — — — — — — — 2 2 0.0% 1.00 — -0.00 — 6.50/9.50 6.90 27.00 — — — — — — — — — — — — — — — — — — 32.00 1.30 0.00/4.80 0.03 -0.12 0.0207 -0.22 166.5% — 2 4 — 123.3% 0.80 0.0268 -0.09 0.02 6.00/10.40 7.15 33.00 1.50 0.00/1.40 0.02 -0.05 0.0299 -0.14 87.5% 1 32 — — — — — — — — — 34.00 1.70 0.00/1.55 0.02 -0.05 0.0358 -0.16 81.1% 1 9 5 4 82.5% 0.79 0.0411 -0.06 0.02 3.50/7.90 7.55 35.00 2.00 0.00/1.70 0.02 -0.05 0.0431 -0.19 74.3% 1 5 6 5 75.4% 0.75 0.0489 -0.06 0.03 2.50/7.10 8.66 36.00 2.15 0.20/1.90 0.03 -0.05 0.0507 -0.24 71.3% 1 1 3 1 77.1% 0.69 0.0532 -0.07 0.03 2.00/6.40 6.30 37.00 1.28 0.00/4.80 0.03 -0.09 0.0415 -0.33 102.4% 1 4 2 1 65.0% 0.65 0.0667 -0.06 0.03 1.00/5.40 5.45 38.00 1.50 0.00/2.95 0.03 -0.06 0.0694 -0.35 62.2% 1 10 — — — — — — — — — 39.00 1.85 0.55/3.40 0.03 -0.06 0.0718 -0.42 63.7% — 3 38 6 73.4% 0.51 0.0635 -0.08 0.03 1.45/3.50 2.05 40.00 3.00 1.00/3.80 0.03 -0.06 0.0764 -0.50 61.0% 4 5 8 1 77.3% 0.46 0.0600 -0.08 0.03 1.50/2.90 2.90 41.00 3.30 1.30/5.60 0.03 -0.07 0.0626 -0.55 73.9% — 1 6 1 60.3% 0.36 0.0724 -0.06 0.03 0.00/2.50 3.00 42.00 3.71 2.00/6.50 0.03 -0.07 0.0576 -0.60 78.5% — 30 6 1 66.0% 0.31 0.0628 -0.06 0.03 0.00/2.30 2.01 43.00 — — — — — — — — — 2 1 62.4% 0.24 0.0588 -0.05 0.03 0.00/1.60 1.45 44.00 — — — — — — — — — 6 4 62.0% 0.19 0.0517 -0.04 0.02 0.00/1.20 1.10 45.00 — — — — — — — — — 1 — 129.8% 0.35 0.0334 -0.12 0.03 0.05/4.90 1.55 46.00 6.90 4.70/9.50 0.02 -0.05 0.0443 -0.80 73.4% — 30 1 1 135.0% 0.33 0.0315 -0.12 0.03 0.00/4.80 1.14 47.00 — — — — — — — — —
Greeks Profile 2026-09-18 · 17d · σ = 67.2%
Greek Δ Delta Γ Gamma Θ Theta V Vega
-0.03 0.24 0.52 0.79 1.07 $28 $34 $40 $46 $52 spot $39.63 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).