IV Skew
-27.8%
25Δ put − call
Expiry 9/1818d 10/1646d 11/2081d 1/15137d 2/19172d 1/21508d
CALLS Strike PUTS OI Vol IV Δ Γ Θ V Bid/Ask Last Strike Last Bid/Ask V Θ Γ Δ IV Vol OI 16 2 129.3% 0.90 0.0174 -0.05 0.01 8.70/11.90 13.50 25.00 0.60 0.00/2.35 0.02 -0.07 0.0176 -0.14 161.3% 1 3 8 1 91.7% 0.79 0.0403 -0.06 0.02 4.00/7.40 8.90 30.00 0.76 0.00/4.90 0.03 -0.10 0.0293 -0.27 146.6% 3 4 3 — 83.6% 0.76 0.0483 -0.06 0.02 3.20/6.40 5.55 31.00 — — — — — — — — — — — — — — — — — — 32.00 0.40 0.00/0.60 0.02 -0.03 0.0746 -0.22 51.2% 1 115 10 2 78.5% 0.65 0.0614 -0.06 0.03 1.90/4.90 7.71 33.00 0.70 0.00/1.45 0.03 -0.05 0.0687 -0.34 69.2% 1 17 11 — 86.0% 0.58 0.0590 -0.07 0.03 1.30/4.90 3.90 34.00 1.13 0.25/1.30 0.03 -0.04 0.0998 -0.40 50.3% 13 53 54 1 88.9% 0.52 0.0582 -0.08 0.03 0.55/4.90 3.08 35.00 1.50 0.65/2.80 0.03 -0.07 0.0638 -0.48 81.1% 5 100 6 — 97.1% 0.48 0.0533 -0.08 0.03 0.25/4.90 8.00 36.00 1.50 0.05/3.90 0.03 -0.08 0.0534 -0.52 96.9% 2 23 570 569 69.8% 0.37 0.0704 -0.06 0.03 0.15/2.55 1.55 37.00 2.10 1.90/4.50 0.03 -0.04 0.0863 -0.68 53.9% 4 31 217 140 97.6% 0.38 0.0507 -0.08 0.03 0.00/3.80 1.40 38.00 3.00 1.55/5.30 0.03 -0.08 0.0497 -0.62 99.8% 1 8 7 2 124.7% 0.39 0.0400 -0.10 0.03 0.00/4.90 5.12 39.00 3.00 2.05/6.10 0.03 -0.08 0.0467 -0.65 102.7% 10 15 1.1k 87 55.2% 0.14 0.0520 -0.03 0.02 0.15/0.50 0.50 40.00 3.87 3.10/6.10 0.02 -0.04 0.0516 -0.78 75.2% 100 106 2 1 77.2% 0.19 0.0456 -0.05 0.02 0.00/1.30 0.70 41.00 — — — — — — — — — 466 3 74.2% 0.14 0.0395 -0.04 0.02 0.00/0.90 0.35 42.00 3.30 5.10/8.80 0.03 -0.08 0.0371 -0.73 116.5% 21 20
Greeks Profile 2026-09-18 · 18d · σ = 85.0%
Greek Δ Delta Γ Gamma Θ Theta V Vega
0.03 0.28 0.54 0.79 1.05 $24 $29 $35 $40 $45 spot $34.67 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).