IV Skew
-6.2%
25Δ put − call
Expiry 9/1817d 10/1645d 11/2080d 12/18108d 1/15136d 2/19171d 3/19199d 6/17289d +2 more 2027-09-17 (381d) 2028-01-21 (507d)
CALLS Strike PUTS OI Vol IV Δ Γ Θ V Bid/Ask Last Strike Last Bid/Ask V Θ Γ Δ IV Vol OI 19 5 122.7% 0.98 0.0040 -0.02 0.01 17.70/21.20 19.49 30.00 0.25 0.00/0.00 0.00 -0.00 0.0000 -0.00 50.0% 2 — 2 1 0.0% 1.00 — -0.00 — 8.20/11.70 10.60 32.50 0.21 0.00/2.15 0.02 -0.09 0.0092 -0.10 173.0% 1 13 12 1 82.4% 0.98 0.0058 -0.02 0.01 13.10/15.70 16.16 35.00 0.20 0.00/1.75 0.02 -0.08 0.0116 -0.10 140.0% 1 60 11 2 0.0% 1.00 — -0.00 — 8.00/10.60 7.70 37.50 0.51 0.00/0.40 0.01 -0.02 0.0113 -0.05 79.7% 1 1.7k 27 1 81.4% 0.90 0.0200 -0.05 0.02 8.10/11.50 10.80 40.00 0.47 0.00/0.60 0.01 -0.03 0.0183 -0.07 71.0% 1 615 289 1 59.3% 0.89 0.0292 -0.04 0.02 5.50/8.90 8.90 42.50 0.05 0.00/0.45 0.02 -0.02 0.0266 -0.08 50.8% 2 304 329 1 73.8% 0.75 0.0407 -0.08 0.03 2.60/5.70 4.64 45.00 0.11 0.00/0.30 0.02 -0.02 0.0493 -0.12 38.8% 60 598 2.5k 12 33.0% 0.72 0.0954 -0.04 0.04 1.85/2.50 2.20 47.50 0.35 0.25/0.40 0.03 -0.02 0.1125 -0.22 25.0% 33 919 5.1k 129 25.2% 0.42 0.1459 -0.03 0.04 0.65/0.80 0.70 50.00 1.25 0.90/1.40 0.04 -0.02 0.1584 -0.58 23.1% 76 648 5.8k 37 31.2% 0.19 0.0826 -0.03 0.03 0.10/0.35 0.15 52.50 2.84 1.35/4.90 0.04 -0.08 0.0523 -0.63 67.6% 4 104 1.5k 5 27.9% 0.04 0.0292 -0.01 0.01 0.00/0.05 0.03 55.00 4.80 4.40/6.20 0.03 -0.04 0.0482 -0.82 50.5% 1 77 172 3 45.5% 0.07 0.0270 -0.02 0.01 0.00/0.15 0.07 57.50 7.66 6.10/9.50 0.03 -0.08 0.0331 -0.76 89.0% 2 — 10 6 77.8% 0.14 0.0271 -0.06 0.02 0.00/1.20 0.35 60.00 9.90 8.60/12.60 0.03 -0.12 0.0258 -0.73 119.3% 15 — — — — — — — — — — 65.00 19.35 17.20/20.20 0.04 -0.18 0.0186 -0.71 173.9% — — — — — — — — — — — 70.00 24.50 22.20/25.30 0.04 -0.20 0.0158 -0.73 197.5% — —
Greeks Profile 2026-09-18 · 17d · σ = 24.2%
Greek Δ Delta Γ Gamma Θ Theta V Vega
-0.08 0.21 0.50 0.79 1.08 $35 $42 $49 $57 $64 spot $49.31 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).