IV Skew
4.5%
25Δ put − call
Expiry 9/1816d 10/1644d 12/18107d 1/15135d 4/16226d 1/21506d
CALLS Strike PUTS OI Vol IV Δ Γ Θ V Bid/Ask Last Strike Last Bid/Ask V Θ Γ Δ IV Vol OI 5 — 115.6% 0.97 0.0117 -0.02 0.00 6.90/11.50 8.05 18.00 0.90 0.00/4.90 0.01 -0.14 0.0145 -0.17 305.9% — 30 1 — 97.5% 0.94 0.0203 -0.02 0.01 5.00/9.50 7.20 20.00 0.15 0.00/4.90 0.02 -0.13 0.0193 -0.20 256.8% 1 1 — — — — — — — — — 22.00 1.98 0.00/1.50 0.01 -0.05 0.0374 -0.16 116.2% — 2 6 1 78.5% 0.86 0.0498 -0.03 0.01 2.05/6.90 4.90 23.00 0.21 0.00/4.90 0.02 -0.11 0.0307 -0.27 189.9% 5 7 1 — 64.6% 0.83 0.0680 -0.03 0.01 1.05/5.90 4.00 24.00 0.30 0.00/0.70 0.01 -0.02 0.0686 -0.15 60.7% 5 5 16 9 64.9% 0.75 0.0868 -0.04 0.02 0.60/4.90 4.70 25.00 0.45 0.00/1.00 0.02 -0.03 0.0953 -0.22 55.4% 10 26 62 12 73.0% 0.64 0.0906 -0.05 0.02 0.30/4.30 4.00 26.00 0.85 0.10/1.00 0.02 -0.04 0.1042 -0.35 62.7% 100 101 12 1 101.2% 0.55 0.0690 -0.07 0.02 0.00/4.90 1.60 27.00 1.20 0.00/2.20 0.02 -0.06 0.0749 -0.45 93.4% 108 111 8 6 58.2% 0.42 0.1185 -0.04 0.02 0.25/1.00 3.00 28.00 1.30 0.20/4.90 0.02 -0.06 0.0834 -0.54 84.1% — 72 46 4 81.5% 0.38 0.0823 -0.06 0.02 0.00/2.40 1.65 29.00 1.66 0.50/4.90 0.02 -0.04 0.1023 -0.67 62.2% 1 1 765 31 54.3% 0.20 0.0918 -0.03 0.02 0.00/0.75 0.28 30.00 3.70 1.15/5.90 0.02 -0.03 0.0858 -0.75 65.8% — 3 55 — 161.3% 0.41 0.0425 -0.11 0.02 0.00/4.90 1.86 31.00 — — — — — — — — — 18 — 276.1% 0.50 0.0255 -0.20 0.02 —/4.90 0.60 32.00 — — — — — — — — — 16 4 184.2% 0.38 0.0364 -0.12 0.02 0.00/4.90 0.60 33.00 — — — — — — — — — 1 1 213.4% 0.34 0.0303 -0.14 0.02 0.00/4.90 0.48 36.00 — — — — — — — — —
Greeks Profile 2026-09-18 · 16d · σ = 97.3%
Greek Δ Delta Γ Gamma Θ Theta V Vega
0.05 0.30 0.54 0.79 1.04 $19 $23 $27 $31 $35 spot $27.07 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).