IV Skew
0.0%
25Δ put − call
Expiry 9/1817d 10/1645d 12/18108d 1/15136d 3/19199d
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 0.0% 1.00 — -0.00 — 0.00/0.00 11.10 30.00 0.60 0.00/0.00 0.00 -0.00 0.0000 -0.00 25.0% 814 — — 1 0.0% 1.00 — -0.00 — 0.00/0.00 11.60 31.00 0.89 0.00/0.00 0.00 -0.00 0.0004 -0.00 25.0% 1 — — 2 0.0% 1.00 — -0.00 — 0.00/0.00 8.30 32.00 1.30 0.00/0.00 0.00 -0.00 0.0000 -0.00 12.5% 1 — 9 4 125.5% 0.73 0.0329 -0.10 0.03 5.00/7.90 9.60 33.00 7.16 0.00/0.00 0.00 -0.00 0.0000 -0.00 12.5% 3 — 3 1 101.6% 0.71 0.0419 -0.09 0.03 4.30/6.00 12.03 34.00 6.20 0.00/0.00 0.00 -0.00 0.0007 -0.00 12.5% 59 — — 10 0.0% 1.00 — -0.00 — 0.00/0.00 5.22 35.00 2.00 0.00/0.00 0.00 -0.00 0.0000 -0.00 6.3% 1 — — 3 0.0% 1.00 — -0.00 — 0.00/0.00 3.40 36.00 2.50 0.00/0.00 0.00 -0.00 0.0121 -0.00 6.3% 2 — 8 10 101.9% 0.56 0.0480 -0.10 0.03 2.55/4.50 10.50 37.00 4.10 2.35/4.20 0.03 -0.10 0.0466 -0.43 104.9% 1 6 — 10 3.1% 0.01 0.1278 -0.00 0.00 0.00/0.00 2.11 38.00 3.10 0.00/0.00 — 0.00 — -1.00 0.0% 10 — — — 6.3% 0.00 0.0077 -0.00 0.00 0.00/0.00 2.74 39.00 5.95 3.50/5.20 0.03 -0.09 0.0481 -0.53 102.6% — 7 — 414 6.3% 0.00 0.0000 -0.00 0.00 0.00/0.00 2.00 40.00 3.67 0.00/0.00 — 0.00 — -1.00 0.0% 1 — — 7 12.5% 0.00 0.0014 -0.00 0.00 0.00/0.00 2.44 41.00 4.47 0.00/0.00 — 0.01 — -1.00 0.0% 3 — — 1 12.5% 0.00 0.0000 -0.00 0.00 0.00/0.00 1.41 42.00 8.65 9.50/13.10 0.03 -0.24 0.0195 -0.48 253.4% 2 2 — 25 12.5% 0.00 0.0000 -0.00 0.00 0.00/0.00 1.20 43.00 4.20 0.00/0.00 — 0.01 — -1.00 0.0% 10 — — 1 12.5% 0.00 0.0000 -0.00 0.00 0.00/0.00 5.99 44.00 7.50 6.70/8.40 0.02 -0.06 0.0422 -0.77 88.5% 1 — — 3 25.0% 0.00 0.0006 -0.00 0.00 0.00/0.00 0.60 45.00 — — — — — — — — — — — — — — — — — — 46.00 6.90 0.00/0.00 — 0.01 — -1.00 0.0% 2 —
Greeks Profile 2026-09-18 · 17d · σ = 103.4%
Greek Δ Delta Γ Gamma Θ Theta V Vega
0.08 0.32 0.55 0.79 1.02 $26 $32 $37 $43 $49 spot $37.35 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).