IV Skew
-10.5%
25Δ put − call
Expiry 9/1818d 10/1646d 12/18109d 1/15137d 3/19200d 4/16228d 6/17290d 12/17473d +1 more 2028-01-21 (508d)
CALLS Strike PUTS OI Vol IV Δ Γ Θ V Bid/Ask Last Strike Last Bid/Ask V Θ Γ Δ IV Vol OI 30 20 554.3% 0.95 0.0045 -0.06 0.00 12.40/15.50 12.75 5.00 — — — — — — — — — 20 20 281.6% 0.90 0.0160 -0.06 0.01 7.30/10.50 8.02 10.00 — — — — — — — — — 1 1 132.6% 0.92 0.0283 -0.02 0.01 4.90/6.70 5.30 12.50 0.10 0.10/0.40 0.01 -0.02 0.0279 -0.08 129.7% 1 11 — — — — — — — — — 15.00 0.55 0.20/0.55 0.01 -0.02 0.0649 -0.15 91.0% 43 479 83 17 113.3% 0.60 0.0852 -0.05 0.02 1.55/2.75 2.00 17.50 1.35 1.05/1.40 0.02 -0.04 0.1081 -0.40 89.1% 383 840 3.4k 7 99.6% 0.36 0.0941 -0.04 0.02 0.80/1.10 0.80 20.00 2.65 2.55/3.10 0.01 -0.04 0.0989 -0.65 93.6% 3 3.3k 3.0k 91 109.4% 0.22 0.0671 -0.04 0.01 0.25/0.85 0.43 22.50 6.00 4.00/5.10 0.00 -0.01 0.0502 -0.94 61.9% 1 1 16 10 119.1% 0.14 0.0459 -0.03 0.01 0.00/0.70 0.42 25.00 — — — — — — — — — 1 79 132.4% 0.06 0.0217 -0.02 0.00 0.00/0.30 0.07 30.00 — — — — — — — — —
Greeks Profile 2026-09-18 · 18d · σ = 101.2%
Greek Δ Delta Γ Gamma Θ Theta V Vega
0.08 0.32 0.55 0.79 1.02 $13 $15 $18 $21 $23 spot $18.03 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).