IV Skew
0.0%
25Δ put − call
Expiry 9/1818d 10/1646d 12/18109d 1/15137d 4/16228d 1/21508d
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 10 233.4% 0.87 0.0084 -0.14 0.02 17.40/21.60 21.01 30.00 — — — — — — — — — — — — — — — — — — 35.00 0.50 0.00/0.00 0.00 -0.00 0.0000 -0.00 25.0% — 10 — — — — — — — — — 37.50 0.50 0.00/0.00 0.00 -0.00 0.0000 -0.00 25.0% 3 11 — — — — — — — — — 40.00 1.07 0.00/0.00 0.00 -0.00 0.0000 -0.00 12.5% 1 8 — — — — — — — — — 42.50 1.60 0.00/0.00 0.00 -0.00 0.0001 -0.00 12.5% 21 64 15 10 0.0% 1.00 — -0.01 — 0.00/0.00 5.80 45.00 2.00 0.00/0.00 0.00 -0.00 0.0003 -0.00 6.3% 1 73 19 5 0.4% 0.27 8.0930 -0.00 0.04 0.00/0.00 3.60 47.50 2.90 0.00/0.00 — 0.01 — -1.00 0.0% 1 32 36 4 6.3% 0.00 0.0006 -0.00 0.00 0.00/0.00 3.36 50.00 4.33 0.00/0.00 — 0.01 — -1.00 0.0% 1 17 48 8 12.5% 0.00 0.0004 -0.00 0.00 0.00/0.00 1.90 52.50 4.65 0.00/0.00 — 0.01 — -1.00 0.0% 10 14 185 2 12.5% 0.00 0.0000 -0.00 0.00 0.00/0.00 1.55 55.00 — — — — — — — — — 248 3 25.0% 0.00 0.0004 -0.00 0.00 0.00/0.00 1.00 57.50 — — — — — — — — — 269 1 25.0% 0.00 0.0000 -0.00 0.00 0.00/0.00 1.72 60.00 — — — — — — — — — 31 1 25.0% 0.00 0.0000 -0.00 0.00 0.00/0.00 0.55 65.00 — — — — — — — — — 67 5 50.0% 0.00 0.0002 -0.00 0.00 0.00/0.00 0.55 70.00 — — — — — — — — —
Greeks Profile 2026-09-18 · 18d · σ = 0.2%
Greek Δ Delta Γ Gamma Θ Theta V Vega
-0.08 0.21 0.50 0.79 1.08 $33 $40 $47 $54 $62 spot $47.37 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).