IV Skew
-1.9%
25Δ put − call
Expiry 9/1818d 10/1646d 11/2081d 1/15137d 2/19172d 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 1 1 70.5% 0.80 0.0690 -0.03 0.02 2.40/4.40 5.40 23.00 — — — — — — — — — — — — — — — — — — 24.00 0.35 0.15/0.25 0.01 -0.02 0.1148 -0.18 39.3% 1 5 — — — — — — — — — 25.00 0.27 0.40/0.50 0.02 -0.02 0.1655 -0.32 37.4% — 1 1 1 40.8% 0.51 0.1701 -0.03 0.02 0.75/0.90 0.92 26.00 1.02 0.80/0.95 0.02 -0.02 0.1857 -0.50 37.4% 2 14 — — — — — — — — — 27.00 1.48 1.35/1.55 0.02 -0.02 0.1721 -0.68 36.2% 1 5 30 10 39.3% 0.20 0.1245 -0.02 0.02 0.15/0.25 0.55 28.00 1.70 2.15/2.30 0.01 -0.01 0.1263 -0.84 34.2% 3 2.0k 14 2 49.4% 0.17 0.0882 -0.02 0.01 0.05/0.25 0.15 29.00 1.71 2.80/3.50 0.02 -0.02 0.0870 -0.79 56.9% 12 8 78 14 58.5% 0.14 0.0678 -0.02 0.01 0.00/0.25 0.27 30.00 2.60 2.30/4.90 0.02 -0.04 0.0635 -0.74 89.2% 3 4 37 2 52.9% 0.07 0.0451 -0.01 0.01 0.00/0.20 0.05 31.00 2.30 3.10/6.00 0.02 -0.05 0.0536 -0.74 104.6% — 3 37 25 62.9% 0.08 0.0393 -0.01 0.01 0.00/0.25 0.25 32.00 — — — — — — — — — 10 — 69.5% 0.07 0.0332 -0.01 0.01 0.00/0.25 0.20 33.00 — — — — — — — — — 1 — 75.8% 0.06 0.0286 -0.02 0.01 0.00/0.25 0.40 34.00 — — — — — — — — —
Greeks Profile 2026-09-18 · 18d · σ = 39.1%
Greek Δ Delta Γ Gamma Θ Theta V Vega
-0.08 0.21 0.50 0.79 1.08 $18 $22 $26 $30 $34 spot $25.87 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).