IV Skew
-3.7%
25Δ put − call
Expiry 9/1819d 10/1647d 1/15138d 4/16229d
CALLS Strike PUTS OI Vol IV Δ Γ Θ V Bid/Ask Last Strike Last Bid/Ask V Θ Γ Δ IV Vol OI 1 1 134.4% 0.96 0.0125 -0.02 0.01 8.40/10.20 9.68 15.00 — — — — — — — — — 1 — 122.7% 0.92 0.0223 -0.03 0.01 6.70/8.20 7.29 17.00 0.13 0.00/0.35 0.01 -0.02 0.0191 -0.05 102.7% 5 5 — — — — — — — — — 18.00 0.14 0.00/0.50 0.01 -0.02 0.0267 -0.08 98.0% 3 14 — — — — — — — — — 19.00 0.20 0.00/0.50 0.01 -0.02 0.0347 -0.09 84.0% 3 117 3 2 81.6% 0.87 0.0480 -0.03 0.01 3.90/5.10 5.01 20.00 0.07 0.05/0.45 0.01 -0.02 0.0466 -0.10 70.3% 3 68 1 1 67.0% 0.84 0.0660 -0.03 0.01 3.10/3.90 3.60 21.00 0.20 0.05/0.35 0.01 -0.01 0.0648 -0.11 52.9% 10 36 8 1 56.5% 0.79 0.0937 -0.03 0.02 2.20/2.95 2.85 22.00 0.10 0.10/0.40 0.02 -0.02 0.0966 -0.20 52.7% 25 69 21 2 50.4% 0.69 0.1278 -0.03 0.02 1.45/2.10 2.10 23.00 0.40 0.30/0.55 0.02 -0.02 0.1402 -0.30 44.8% 1 9 24 10 52.0% 0.55 0.1386 -0.03 0.02 0.90/1.25 1.07 24.00 0.63 0.60/0.90 0.02 -0.02 0.1735 -0.45 41.5% 10 12 202 6 48.5% 0.40 0.1448 -0.03 0.02 0.50/0.75 0.65 25.00 1.10 1.10/1.55 0.02 -0.02 0.1565 -0.61 44.5% 10 13 96 5 43.1% 0.24 0.1323 -0.02 0.02 0.25/0.35 0.30 26.00 — — — — — — — — — 60 1 51.1% 0.19 0.0953 -0.02 0.01 0.05/0.30 0.25 27.00 2.25 2.60/3.20 0.01 -0.02 0.0952 -0.81 51.8% — 16 34 1 51.4% 0.12 0.0689 -0.01 0.01 0.00/0.35 0.10 28.00 — — — — — — — — — 2 1 63.9% 0.12 0.0567 -0.02 0.01 0.00/0.45 0.14 29.00 — — — — — — — — — 71 11 61.9% 0.07 0.0403 -0.01 0.01 0.05/0.20 0.17 30.00 — — — — — — — — — 1 — 81.4% 0.11 0.0409 -0.02 0.01 0.00/0.50 0.60 31.00 — — — — — — — — — 61 60 88.7% 0.10 0.0357 -0.02 0.01 0.00/0.50 0.50 32.00 — — — — — — — — —
Greeks Profile 2026-09-18 · 19d · σ = 46.7%
Greek Δ Delta Γ Gamma Θ Theta V Vega
-0.07 0.22 0.50 0.79 1.08 $17 $20 $24 $28 $31 spot $24.11 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).