IV Skew
0.0%
25Δ put − call
Expiry 9/1818d 10/1646d 11/2081d 12/18109d 1/15137d 2/19172d 3/19200d
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 0.0% 1.00 — -0.00 — 0.00/0.00 18.58 25.00 — — — — — — — — — — — — — — — — — — 33.00 0.50 0.00/0.00 0.00 -0.00 0.0000 -0.00 25.0% 1 — — — — — — — — — — 34.00 0.40 0.00/0.00 0.00 -0.00 0.0000 -0.00 25.0% 1 — — 4 0.0% 1.00 — -0.00 — 0.00/0.00 10.10 35.00 — — — — — — — — — — 2 0.0% 1.00 — -0.00 — 0.00/0.00 8.71 36.00 0.65 0.00/0.00 0.00 -0.00 0.0011 -0.00 25.0% 1 — — — — — — — — — — 38.00 0.76 0.00/0.00 0.00 -0.00 0.0000 -0.00 12.5% 8 — — — — — — — — — — 39.00 1.45 0.00/0.00 0.00 -0.00 0.0010 -0.00 12.5% 3 — — — 0.0% 1.00 — -0.00 — 0.00/0.00 7.50 40.00 1.50 0.00/0.00 0.00 -0.00 0.0000 -0.00 6.3% 14 — — — — — — — — — — 41.00 1.75 0.00/0.00 0.00 -0.00 0.0041 -0.00 6.3% — — — 2 0.0% 1.00 — -0.01 — 0.00/0.00 5.11 42.00 3.30 0.00/0.00 0.00 -0.00 0.0197 -0.00 3.1% 5 — — 5 3.1% 0.00 0.0010 -0.00 0.00 0.00/0.00 2.50 44.00 3.90 0.00/0.00 — 0.01 — -1.00 0.0% — — — 454 6.3% 0.00 0.0014 -0.00 0.00 0.00/0.00 2.50 45.00 5.10 0.00/0.00 — 0.01 — -1.00 0.0% 80 — — 1 6.3% 0.00 0.0000 -0.00 0.00 0.00/0.00 3.20 46.00 5.10 0.00/0.00 — 0.01 — -1.00 0.0% — — — 12 12.5% 0.00 0.0014 -0.00 0.00 0.00/0.00 2.35 47.00 — — — — — — — — — — 23 12.5% 0.00 0.0001 -0.00 0.00 0.00/0.00 2.47 48.00 — — — — — — — — — — — 12.5% 0.00 0.0000 -0.00 0.00 0.00/0.00 2.50 49.00 — — — — — — — — — — 1 12.5% 0.00 0.0000 -0.00 0.00 0.00/0.00 1.14 50.00 — — — — — — — — — — 2 25.0% 0.00 0.0000 -0.00 0.00 0.00/0.00 0.50 55.00 — — — — — — — — —
Greeks Profile 2026-09-18 · 18d · σ = 1.6%
Greek Δ Delta Γ Gamma Θ Theta V Vega
-0.08 0.21 0.50 0.79 1.08 $30 $36 $43 $49 $56 spot $42.76 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).