IV Skew
9.4%
25Δ put − call
Expiry 9/1818d 10/1646d 12/18109d 1/15137d 4/16228d
CALLS Strike PUTS OI Vol IV Δ Γ Θ V Bid/Ask Last Strike Last Bid/Ask V Θ Γ Δ IV Vol OI — 2 0.0% 1.00 — -0.00 — 0.00/0.00 6.90 40.00 0.39 0.00/0.00 0.00 -0.00 0.0011 -0.00 12.5% 1 — — 720 3.1% 0.00 0.0025 -0.00 0.00 0.00/0.00 1.00 45.00 1.65 0.00/0.00 — 0.01 — -1.00 0.0% 6 — — 4 12.5% 0.00 0.0000 -0.00 0.00 0.00/0.00 0.40 50.00 5.15 0.00/0.00 — 0.01 — -1.00 0.0% — —
Greeks Profile 2026-09-18 · 18d · σ = 1.6%
Greek Δ Delta Γ Gamma Θ Theta V Vega
-0.08 0.21 0.50 0.79 1.08 $31 $37 $44 $50 $57 spot $43.81 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).