IV Skew
4.7%
25Δ put − call
Expiry 9/1820d 10/1648d 11/2083d 12/18111d 1/15139d 3/19202d 6/17292d 9/17384d +2 more 2027-12-17 (475d) 2028-01-21 (510d)
CALLS Strike PUTS OI Vol IV Δ Γ Θ V Bid/Ask Last Strike Last Bid/Ask V Θ Γ Δ IV Vol OI — — — — — — — — — 13.00 0.09 0.00/0.20 0.00 -0.01 0.0103 -0.03 129.7% 1 127 1 2 0.0% 1.00 — -0.00 — 5.25/5.95 9.30 14.00 — — — — — — — — — 31 27 83.2% 0.98 0.0113 -0.01 0.00 6.30/7.60 8.20 15.00 0.03 0.00/0.20 0.00 -0.01 0.0166 -0.04 98.8% 50 4.4k 9 4 71.1% 0.98 0.0152 -0.01 0.00 5.30/6.60 6.00 16.00 0.03 0.00/0.05 0.00 -0.00 0.0120 -0.02 65.6% 50 358 101 1 83.8% 0.92 0.0346 -0.02 0.01 4.60/5.60 5.10 17.00 0.09 0.00/0.10 0.00 -0.01 0.0230 -0.03 61.7% 40 628 22 50 110.0% 0.82 0.0471 -0.04 0.01 3.30/4.60 3.90 18.00 0.05 0.00/0.05 0.00 -0.01 0.0331 -0.04 50.0% 300 3.7k 29 25 91.2% 0.78 0.0626 -0.04 0.02 2.35/3.60 3.20 19.00 0.01 0.00/0.10 0.01 -0.01 0.0629 -0.08 45.5% 40 498 662 20 51.2% 0.80 0.1066 -0.02 0.01 1.30/2.25 2.00 20.00 0.07 0.00/0.10 0.01 -0.01 0.1074 -0.10 32.8% 24 374 219 3 22.3% 0.81 0.2357 -0.01 0.01 0.85/1.05 0.90 21.00 0.20 0.10/0.25 0.02 -0.01 0.2102 -0.24 29.1% 8 833 2.9k 181 23.5% 0.50 0.3305 -0.01 0.02 0.25/0.45 0.35 22.00 0.52 0.45/0.75 0.02 -0.02 0.2322 -0.49 33.5% 1 2.0k 7.2k 33 24.4% 0.22 0.2354 -0.01 0.02 0.00/0.15 0.06 23.00 1.30 1.20/1.50 0.02 -0.02 0.1783 -0.68 39.4% 5 2.6k 1.4k 3 31.8% 0.12 0.1258 -0.01 0.01 0.00/0.10 0.05 24.00 2.17 1.55/2.50 0.02 -0.02 0.1183 -0.74 53.3% 1 53 4.2k 2 35.2% 0.06 0.0684 -0.01 0.01 0.00/0.05 0.04 25.00 2.65 2.50/3.90 0.02 -0.04 0.0766 -0.70 88.7% 1 3 434 50 43.0% 0.05 0.0482 -0.01 0.01 0.00/0.05 0.04 26.00 3.43 3.50/5.00 0.01 -0.01 0.0664 -0.89 56.6% 1 1 434 50 50.4% 0.05 0.0369 -0.01 0.00 0.00/0.05 0.02 27.00 4.36 4.50/6.00 0.01 -0.01 0.0529 -0.90 65.2% 1 2 19 1 57.0% 0.04 0.0294 -0.01 0.00 0.00/0.10 0.05 28.00 — — — — — — — — — 41 40 63.7% 0.04 0.0246 -0.01 0.00 0.00/0.10 0.06 29.00 — — — — — — — — —
Greeks Profile 2026-09-18 · 20d · σ = 28.5%
Greek Δ Delta Γ Gamma Θ Theta V Vega
-0.08 0.21 0.50 0.79 1.08 $15 $19 $22 $25 $28 spot $21.91 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).