IV Skew
6.0%
25Δ put − call
Expiry 9/1819d 10/1647d 12/18110d 1/15138d 4/16229d 12/17474d
CALLS Strike PUTS OI Vol IV Δ Γ Θ V Bid/Ask Last Strike Last Bid/Ask V Θ Γ Δ IV Vol OI — — — — — — — — — 20.00 0.16 0.00/0.75 0.01 -0.03 0.0123 -0.06 140.4% — 2 — — — — — — — — — 22.00 0.35 0.00/0.75 0.01 -0.03 0.0172 -0.07 115.8% — 1 — — — — — — — — — 23.00 0.05 0.00/0.75 0.01 -0.03 0.0207 -0.08 104.2% 20 21 1 1 53.5% 0.99 0.0098 -0.01 0.00 5.80/8.30 5.20 24.00 0.50 0.00/0.50 0.01 -0.02 0.0233 -0.07 82.8% 2 — 20 4 61.3% 0.95 0.0244 -0.01 0.01 5.00/7.30 5.05 25.00 0.22 0.00/0.75 0.01 -0.03 0.0311 -0.10 81.8% 1 23 134 1 88.4% 0.84 0.0392 -0.04 0.02 4.20/5.70 4.25 26.00 0.15 0.00/0.60 0.01 -0.02 0.0385 -0.10 66.1% 1 175 35 2 57.6% 0.87 0.0511 -0.03 0.01 3.50/5.20 4.08 27.00 0.22 0.05/0.10 0.01 -0.01 0.0408 -0.06 40.8% 2 9 231 1 93.0% 0.73 0.0506 -0.06 0.02 1.80/4.40 3.20 28.00 — — — — — — — — — 1.1k 16 49.4% 0.75 0.0909 -0.03 0.02 0.95/2.65 2.19 29.00 — — — — — — — — — 1.3k 210 38.3% 0.67 0.1329 -0.03 0.03 0.75/1.70 1.33 30.00 — — — — — — — — — 473 47 33.4% 0.53 0.1683 -0.03 0.03 0.25/1.00 1.00 31.00 — — — — — — — — — 317 543 30.1% 0.35 0.1740 -0.02 0.03 0.35/0.50 0.47 32.00 — — — — — — — — — 5 9 52.2% 0.33 0.0979 -0.04 0.03 0.00/0.80 0.23 33.00 — — — — — — — — —
Greeks Profile 2026-09-18 · 19d · σ = 41.6%
Greek Δ Delta Γ Gamma Θ Theta V Vega
-0.08 0.21 0.50 0.79 1.08 $22 $26 $31 $36 $40 spot $31.02 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).