IV Skew
-12.2%
25Δ put − call
Expiry 9/1817d 10/1645d 1/15136d 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 — — — — — — — — — 22.50 0.60 0.00/5.00 0.02 -0.17 0.0046 -0.09 354.9% — 7 — — — — — — — — — 40.00 1.70 0.00/5.00 0.03 -0.12 0.0236 -0.24 131.8% — 5 4 — 70.3% 0.63 0.0533 -0.08 0.04 1.70/6.00 5.40 45.00 1.22 0.00/5.00 0.04 -0.09 0.0479 -0.38 78.6% 1 26 20 1 90.8% 0.40 0.0423 -0.11 0.04 0.10/5.00 2.80 50.00 4.10 1.90/6.50 0.04 -0.12 0.0367 -0.57 106.2% — 15 1 1 152.0% 0.28 0.0218 -0.15 0.03 0.00/5.00 1.60 60.00 — — — — — — — — —
Greeks Profile 2026-09-18 · 17d · σ = 74.4%
Greek Δ Delta Γ Gamma Θ Theta V Vega
-0.01 0.26 0.53 0.79 1.06 $33 $40 $47 $54 $61 spot $46.69 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).