IV Skew
11.7%
25Δ put − call
Expiry 9/1818d 10/1646d 12/18109d 1/15137d 12/17473d
CALLS Strike PUTS OI Vol IV Δ Γ Θ V Bid/Ask Last Strike Last Bid/Ask V Θ Γ Δ IV Vol OI — — — — — — — — — 12.50 0.05 0.00/0.00 0.00 -0.00 0.0000 -0.00 50.0% 34 — — — — — — — — — — 15.00 0.05 0.00/0.00 0.00 -0.00 0.0000 -0.00 50.0% 60 — — — — — — — — — — 20.00 0.45 0.00/0.00 0.00 -0.00 0.0001 -0.00 25.0% 1 — — — 0.0% 1.00 — -0.00 — 0.00/0.00 3.21 22.50 0.75 0.00/0.00 0.00 -0.00 0.0005 -0.00 12.5% 5 — — 1 0.8% 0.15 5.4325 -0.00 0.01 0.00/0.00 2.29 25.00 1.15 0.00/0.00 — 0.00 — -1.00 0.0% 1 — — 5 25.0% 0.00 0.0013 -0.00 0.00 0.00/0.00 0.17 30.00 4.50 0.00/0.00 — 0.00 — -1.00 0.0% — — — 4 25.0% 0.00 0.0000 -0.00 0.00 0.00/0.00 0.25 35.00 8.10 0.00/0.00 — 0.00 — -1.00 0.0% — —
Greeks Profile 2026-09-18 · 18d · σ = 0.4%
Greek Δ Delta Γ Gamma Θ Theta V Vega
-0.08 0.21 0.50 0.79 1.08 $17 $21 $25 $29 $32 spot $24.90 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).