IV Skew
-18.5%
25Δ put − call
Expiry 9/1817d 10/1645d 12/18108d 1/15136d 3/19199d 4/16227d
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 2 389.2% 0.87 0.0068 -0.19 0.02 17.70/21.90 25.10 20.00 — — — — — — — — — 4 3 95.3% 0.85 0.0305 -0.05 0.02 5.40/8.90 9.80 30.00 — — — — — — — — — — — — — — — — — — 33.00 0.34 0.00/0.60 0.02 -0.04 0.0602 -0.19 57.7% 4 48 — — — — — — — — — 34.00 0.49 0.00/2.75 0.03 -0.06 0.0593 -0.30 74.8% 9 12 1 2 68.3% 0.64 0.0697 -0.06 0.03 1.60/4.40 5.25 35.00 0.85 0.70/1.00 0.03 -0.04 0.0927 -0.33 49.6% 57 72 — — — — — — — — — 36.00 1.47 1.05/3.40 0.03 -0.06 0.0679 -0.43 73.8% 2 2 — — — — — — — — — 37.00 1.74 1.70/2.35 0.03 -0.04 0.0984 -0.53 51.5% 1 129 8 2 68.1% 0.42 0.0730 -0.06 0.03 0.00/3.20 4.95 38.00 2.00 0.60/3.80 0.03 -0.08 0.0579 -0.55 87.1% 1 22 — — — — — — — — — 39.00 1.30 0.85/4.60 0.03 -0.08 0.0538 -0.59 91.8% 12 64 13 4 80.1% 0.33 0.0574 -0.07 0.03 0.00/2.70 3.70 40.00 2.00 1.80/6.10 0.03 -0.10 0.0421 -0.59 117.2% 4 29 3 1 86.2% 0.30 0.0511 -0.07 0.03 0.00/2.55 1.99 41.00 1.93 2.65/6.40 0.03 -0.08 0.0448 -0.66 104.3% 1 366 87 1 91.6% 0.27 0.0460 -0.07 0.03 0.00/2.40 1.37 42.00 2.48 3.50/7.50 0.03 -0.09 0.0398 -0.67 116.1% 2 105 156 2 97.2% 0.25 0.0415 -0.07 0.02 0.00/2.30 0.90 43.00 3.39 5.20/7.70 0.02 -0.07 0.0417 -0.75 96.1% 10 16 199 4 76.8% 0.15 0.0383 -0.04 0.02 0.00/1.00 0.20 44.00 — — — — — — — — — 50 1 110.0% 0.22 0.0345 -0.08 0.02 0.00/2.25 1.00 45.00 — — — — — — — — — 54 2 111.2% 0.20 0.0320 -0.07 0.02 0.00/2.00 0.13 46.00 — — — — — — — — — — — — — — — — — — 48.00 9.40 6.30/10.50 — 0.01 — -1.00 0.0% 1 1
Greeks Profile 2026-09-18 · 17d · σ = 71.0%
Greek Δ Delta Γ Gamma Θ Theta V Vega
-0.02 0.25 0.52 0.79 1.07 $25 $31 $36 $42 $47 spot $36.42 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).