IV Skew
-4.5%
25Δ put − call
Expiry 9/1819d 10/1647d 12/18110d 3/19201d 6/17291d 1/21509d
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 — 355.5% 0.87 0.0056 -0.20 0.02 22.40/26.50 23.48 25.00 0.06 0.00/0.25 0.00 -0.01 0.0029 -0.02 133.2% 1 3 29 1 140.0% 0.93 0.0092 -0.05 0.01 14.50/17.90 29.32 30.00 0.07 0.00/0.95 0.01 -0.04 0.0087 -0.06 129.9% 10 26 32 3 105.9% 0.89 0.0172 -0.06 0.02 9.70/13.00 27.20 35.00 0.10 0.00/0.75 0.01 -0.03 0.0153 -0.07 85.1% 1 62 17 2 85.3% 0.78 0.0332 -0.07 0.03 6.00/7.90 8.55 40.00 0.50 0.30/0.85 0.02 -0.04 0.0374 -0.15 58.7% 4 168 19 2 54.3% 0.57 0.0694 -0.06 0.04 2.20/3.10 4.40 45.00 1.60 1.85/2.35 0.04 -0.06 0.0688 -0.43 54.8% 10 474 74 10 59.3% 0.27 0.0540 -0.06 0.03 0.90/1.20 1.50 50.00 4.30 4.30/5.50 0.03 -0.05 0.0537 -0.72 59.9% 12 2.3k 371 16 61.3% 0.10 0.0284 -0.03 0.02 0.00/0.70 0.75 55.00 9.00 8.10/10.10 0.02 -0.04 0.0310 -0.84 74.4% 15 56 607 52 71.1% 0.05 0.0150 -0.02 0.01 0.05/0.35 0.17 60.00 9.80 12.80/14.70 0.01 -0.02 0.0167 -0.93 75.8% 8 105 270 4 76.6% 0.03 0.0077 -0.01 0.01 0.00/0.20 0.07 65.00 11.75 17.30/20.40 0.02 -0.07 0.0169 -0.86 126.3% 3 37 261 1 113.5% 0.06 0.0107 -0.04 0.01 0.00/0.75 0.03 70.00 22.78 22.30/26.10 0.03 -0.11 0.0149 -0.82 168.7% 1 209 124 1 139.2% 0.08 0.0103 -0.06 0.02 0.00/1.15 0.05 75.00 13.50 27.30/30.50 0.02 -0.08 0.0122 -0.88 162.4% 1 1 207 1 145.8% 0.06 0.0083 -0.05 0.01 0.00/0.95 0.03 80.00 33.81 32.30/36.30 0.03 -0.13 0.0118 -0.83 206.4% 2 18 450 1 176.1% 0.09 0.0088 -0.08 0.02 0.00/1.60 0.63 85.00 33.10 37.30/41.20 0.02 -0.13 0.0106 -0.84 216.5% 142 1
Greeks Profile 2026-09-18 · 19d · σ = 54.6%
Greek Δ Delta Γ Gamma Θ Theta V Vega
-0.06 0.23 0.51 0.79 1.08 $32 $39 $46 $52 $59 spot $45.57 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).