IV Skew
-3.8%
25Δ put − call
Expiry 9/1817d 10/1645d 12/18108d 1/15136d 3/19199d 1/21507d
CALLS Strike PUTS OI Vol IV Δ Γ Θ V Bid/Ask Last Strike Last Bid/Ask V Θ Γ Δ IV Vol OI — — — — — — — — — 25.00 0.10 0.00/1.95 0.01 -0.09 0.0075 -0.08 214.4% 2 3 — — — — — — — — — 27.50 0.20 0.00/0.75 0.01 -0.04 0.0082 -0.05 141.4% 1 4 — — — — — — — — — 30.00 2.15 0.00/0.00 0.00 -0.00 0.0003 -0.00 50.0% 3 — 4 — 113.9% 0.90 0.0169 -0.06 0.02 9.40/12.80 13.80 32.50 2.35 0.00/0.00 0.00 -0.00 0.0000 -0.00 25.0% 3 — — — — — — — — — — 35.00 0.22 0.00/2.40 0.02 -0.08 0.0236 -0.17 115.8% 5 21 — — — — — — — — — 37.50 0.43 0.15/0.85 0.02 -0.04 0.0380 -0.14 63.3% 22 48 — — — — — — — — — 40.00 0.80 0.60/1.30 0.03 -0.05 0.0605 -0.26 57.4% 30 1.3k — — — — — — — — — 42.50 1.40 1.20/2.50 0.04 -0.06 0.0774 -0.43 54.8% 2 36 1.3k 10 61.2% 0.39 0.0678 -0.07 0.04 0.50/1.50 1.38 45.00 3.12 2.90/3.40 0.03 -0.05 0.0802 -0.64 50.4% 9 61 1.2k 224 51.0% 0.20 0.0594 -0.04 0.03 0.25/0.80 0.95 47.50 5.30 4.70/5.90 0.03 -0.05 0.0566 -0.76 59.2% 20 27 4.6k 1 74.7% 0.20 0.0402 -0.06 0.03 0.00/1.50 0.30 50.00 4.87 5.90/8.90 0.02 -0.03 0.0392 -0.87 58.5% 5 12 50 27 73.0% 0.12 0.0294 -0.04 0.02 0.00/0.80 0.80 52.50 6.50 8.10/11.10 0.03 -0.10 0.0296 -0.74 117.3% 2 11 — 1 25.0% 0.00 0.0000 -0.00 0.00 0.00/0.00 4.19 55.00 7.45 0.00/0.00 — 0.01 — -1.00 0.0% — — 2 1 118.4% 0.16 0.0219 -0.08 0.02 0.00/1.75 1.14 57.50 — — — — — — — — — — 1 25.0% 0.00 0.0000 -0.00 0.00 0.00/0.00 1.90 60.00 — — — — — — — — — — 1 133.6% 0.13 0.0166 -0.08 0.02 0.10/1.40 1.40 62.50 — — — — — — — — — — — — — — — — — — 67.50 19.10 22.60/26.40 0.03 -0.15 0.0153 -0.80 198.6% 1 — — — — — — — — — — 70.00 22.70 25.10/28.80 0.03 -0.14 0.0143 -0.81 204.3% 2 — — — — — — — — — — 75.00 28.15 30.10/33.90 0.02 -0.16 0.0128 -0.82 225.4% 1 —
Greeks Profile 2026-09-18 · 17d · σ = 58.0%
Greek Δ Delta Γ Gamma Θ Theta V Vega
-0.06 0.23 0.51 0.79 1.08 $30 $37 $43 $49 $56 spot $42.96 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).