IV Skew
-21.5%
25Δ put − call
Expiry 9/1817d 10/1645d 12/18108d 3/19199d
CALLS Strike PUTS OI Vol IV Δ Γ Θ V Bid/Ask Last Strike Last Bid/Ask V Θ Γ Δ IV Vol OI 3 1 94.7% 0.51 0.0796 -0.06 0.02 0.00/3.80 4.00 25.00 0.90 0.00/1.90 0.02 -0.04 0.1029 -0.51 73.2% 5 8 66 4 116.4% 0.25 0.0518 -0.06 0.02 0.00/1.85 0.09 30.00 4.00 3.40/7.40 0.02 -0.09 0.0422 -0.65 166.4% 2 33 161 69 203.1% 0.28 0.0312 -0.11 0.02 0.00/3.40 0.10 35.00 7.00 8.30/12.60 0.02 -0.12 0.0298 -0.69 224.3% 1 1 9 2 239.8% 0.25 0.0249 -0.12 0.02 0.00/3.40 2.10 40.00 4.49 0.00/0.00 — 0.00 — -1.00 0.0% 1 — 2 2 270.0% 0.23 0.0211 -0.13 0.02 0.00/3.40 0.90 45.00 12.50 0.00/0.00 — 0.01 — -1.00 0.0% 1 — 5 5 295.5% 0.21 0.0186 -0.13 0.02 0.00/3.40 0.30 50.00 14.80 14.00/18.20 — 0.01 — -1.00 0.0% — 1 2 — 311.7% 0.19 0.0167 -0.13 0.01 0.00/3.20 3.38 55.00 20.00 18.90/23.10 — 0.01 — -1.00 0.0% — 5 — — — — — — — — — 70.00 34.12 33.90/38.10 — 0.01 — -1.00 0.0% — —
Greeks Profile 2026-09-18 · 17d · σ = 84.0%
Greek Δ Delta Γ Gamma Θ Theta V Vega
0.02 0.28 0.54 0.79 1.05 $17 $21 $25 $28 $32 spot $24.52 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).