IV Skew
-0.6%
25Δ put − call
Expiry 9/1819d 10/1647d 11/2082d 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 5 1 0.0% 1.00 — -0.00 — 2.10/4.40 6.53 28.00 1.85 1.25/1.55 0.02 -0.08 0.0220 -0.17 140.3% — 32 15 6 99.3% 0.86 0.0274 -0.05 0.02 6.20/9.30 9.14 29.00 0.32 0.00/0.95 0.02 -0.03 0.0270 -0.11 84.3% 1 2 188 1 88.8% 0.84 0.0328 -0.05 0.02 5.20/8.30 7.50 30.00 0.10 0.00/0.95 0.02 -0.03 0.0329 -0.12 74.7% 1 9 53 8 80.5% 0.82 0.0396 -0.05 0.02 4.30/7.30 7.45 31.00 3.10 0.00/2.00 0.02 -0.05 0.0382 -0.20 88.3% — 8 794 1 61.7% 0.82 0.0515 -0.04 0.02 3.40/5.80 5.30 32.00 0.47 0.00/0.70 0.02 -0.04 0.0505 -0.19 65.5% 1 61 25 1 53.6% 0.79 0.0664 -0.04 0.02 2.50/4.80 4.25 33.00 0.25 0.00/0.80 0.03 -0.04 0.0632 -0.23 58.8% 5 26 201 1 49.9% 0.72 0.0824 -0.04 0.03 2.35/2.85 4.60 34.00 0.59 0.00/2.55 0.03 -0.05 0.0682 -0.32 63.5% 1 8 79 2 78.9% 0.60 0.0596 -0.07 0.03 0.60/3.20 3.85 35.00 0.65 0.45/1.75 0.03 -0.05 0.0718 -0.39 65.1% 3 29 77 3 58.3% 0.53 0.0831 -0.05 0.03 0.35/2.00 1.28 36.00 0.98 0.95/1.25 0.03 -0.03 0.1342 -0.47 36.1% 1 47 19 1 53.3% 0.44 0.0901 -0.05 0.03 0.30/1.40 1.80 37.00 1.40 1.50/1.90 0.03 -0.03 0.1233 -0.60 38.2% 1 29 34 1 64.1% 0.39 0.0729 -0.05 0.03 0.35/1.40 0.64 38.00 2.10 2.25/2.60 0.03 -0.03 0.1084 -0.71 38.6% 1 321 53 1 43.7% 0.23 0.0851 -0.03 0.03 0.35/0.50 0.60 39.00 2.40 2.00/4.20 0.03 -0.05 0.0660 -0.67 67.0% — 76 100 3 54.0% 0.22 0.0665 -0.04 0.02 0.00/1.15 0.67 40.00 — — — — — — — — — 98 1 56.9% 0.18 0.0559 -0.03 0.02 0.00/0.95 0.35 41.00 — — — — — — — — — 1 1 80.6% 0.13 0.0325 -0.04 0.02 0.00/0.95 0.32 45.00 8.30 7.30/10.00 0.02 -0.06 0.0336 -0.79 103.2% 5 5
Greeks Profile 2026-09-18 · 19d · σ = 47.2%
Greek Δ Delta Γ Gamma Θ Theta V Vega
-0.07 0.22 0.50 0.79 1.08 $25 $31 $36 $41 $47 spot $35.99 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).