IV Skew
-12.5%
25Δ put − call
Expiry 9/1818d 10/1646d 1/15137d 4/16228d
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 1 280.9% 0.83 0.0139 -0.13 0.02 10.10/14.10 7.20 20.00 — — — — — — — — — 111 1 74.7% 0.51 0.0813 -0.06 0.03 0.05/3.60 1.42 30.00 0.92 0.55/1.90 0.03 -0.04 0.0975 -0.51 62.3% 1 118 983 2 69.2% 0.16 0.0531 -0.03 0.02 0.00/0.75 0.21 35.00 3.88 3.20/6.40 0.02 -0.06 0.0496 -0.74 100.3% 1 1 1 — 92.6% 0.09 0.0263 -0.03 0.01 0.00/0.50 0.40 40.00 — — — — — — — — —
Greeks Profile 2026-09-18 · 18d · σ = 68.5%
Greek Δ Delta Γ Gamma Θ Theta V Vega
-0.02 0.25 0.52 0.79 1.07 $21 $25 $30 $34 $38 spot $29.59 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).