IV Skew
3.0%
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 — — — — — — — — — 22.50 0.05 0.00/1.35 0.01 -0.05 0.0161 -0.10 144.2% 2 2 5 — 98.1% 0.69 0.0485 -0.07 0.03 1.45/4.40 2.08 30.00 0.20 0.00/1.80 0.02 -0.04 0.0675 -0.26 64.3% 1 14 43 7 61.3% 0.34 0.0800 -0.04 0.03 0.00/1.00 0.50 35.00 2.57 1.35/4.20 0.03 -0.06 0.0594 -0.60 87.6% 3 6 1 1 112.2% 0.13 0.0254 -0.05 0.02 0.00/1.15 0.05 45.00 — — — — — — — — —
Greeks Profile 2026-09-18 · 19d · σ = 74.4%
Greek Δ Delta Γ Gamma Θ Theta V Vega
0.00 0.27 0.53 0.79 1.06 $23 $28 $33 $37 $42 spot $32.58 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).