IV Skew
13.8%
25Δ put − call
Expiry 9/1817d 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 70 109 1373.4% 0.99 0.0005 -0.07 0.00 19.50/23.00 21.05 2.50 — — — — — — — — — — 19 250.0% 0.97 0.0053 -0.03 0.00 12.00/16.00 13.22 10.00 0.49 0.00/2.40 0.01 -0.08 0.0069 -0.08 398.6% 14 321 — — — — — — — — — 12.50 0.60 0.00/0.00 0.00 -0.00 0.0000 -0.00 50.0% 22 — 8 5 199.4% 0.90 0.0170 -0.05 0.01 7.30/11.60 9.90 15.00 0.21 0.00/2.35 0.01 -0.08 0.0166 -0.13 243.8% 2 259 61 3 92.2% 0.95 0.0217 -0.02 0.01 4.40/8.40 7.60 17.50 0.10 0.00/2.00 0.01 -0.06 0.0270 -0.16 173.0% 1 75 647 5 149.0% 0.76 0.0408 -0.07 0.02 2.10/5.20 3.70 20.00 0.44 0.00/2.45 0.02 -0.06 0.0434 -0.23 136.3% 4 511 326 10 68.2% 0.68 0.1028 -0.04 0.02 0.40/3.90 3.20 22.50 0.25 0.00/1.00 0.02 -0.04 0.0960 -0.33 73.7% 3 321 477 329 60.0% 0.38 0.1236 -0.04 0.02 0.30/0.80 0.45 25.00 1.50 0.20/3.70 0.02 -0.03 0.1318 -0.64 55.6% 60 392 190 3 77.0% 0.10 0.0430 -0.02 0.01 0.00/0.40 0.10 30.00 4.95 4.50/8.20 0.01 -0.01 0.0361 -0.94 66.8% 1 117 242 1 143.9% 0.14 0.0300 -0.05 0.01 0.00/1.10 1.10 35.00 11.85 8.90/12.80 0.02 -0.10 0.0306 -0.74 207.3% — 1 3 1 251.1% 0.25 0.0245 -0.12 0.02 0.00/3.40 0.48 40.00 19.04 0.00/0.00 — 0.00 — -1.00 0.0% — —
Greeks Profile 2026-09-18 · 17d · σ = 57.8%
Greek Δ Delta Γ Gamma Θ Theta V Vega
-0.06 0.23 0.51 0.79 1.08 $17 $20 $24 $27 $31 spot $23.76 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).