IV Skew
-10.4%
25Δ put − call
Expiry 9/1817d 10/1645d 11/2080d 1/15136d 2/19171d 1/21507d
CALLS Strike PUTS OI Vol IV Δ Γ Θ V Bid/Ask Last Strike Last Bid/Ask V Θ Γ Δ IV Vol OI 11 2 90.6% 0.99 0.0036 -0.01 0.00 11.40/13.60 12.90 22.50 0.68 0.00/1.00 0.01 -0.04 0.0112 -0.07 155.1% — 2 4 — 96.9% 0.96 0.0124 -0.02 0.01 9.40/10.90 10.58 25.00 — — — — — — — — — 1 — 82.9% 0.93 0.0225 -0.03 0.01 6.20/9.30 7.80 27.50 0.34 0.00/0.70 0.01 -0.03 0.0235 -0.09 87.9% 1 163 1 15 56.1% 0.91 0.0382 -0.02 0.01 3.90/6.50 11.28 30.00 0.20 0.00/1.25 0.02 -0.04 0.0408 -0.16 78.2% 2 4.0k 10 1 62.6% 0.73 0.0695 -0.05 0.02 2.60/3.40 3.20 32.50 0.45 0.30/0.50 0.02 -0.03 0.0832 -0.21 45.7% 1 750 1.7k 8 68.1% 0.53 0.0774 -0.06 0.03 0.70/2.15 1.70 35.00 1.44 0.65/1.95 0.03 -0.05 0.0868 -0.47 60.7% 489 1.5k 4.1k 1 56.1% 0.31 0.0832 -0.05 0.03 0.40/0.85 0.50 37.50 2.90 1.45/4.30 0.03 -0.07 0.0588 -0.61 86.8% 3 26 1.0k 14 61.6% 0.18 0.0557 -0.04 0.02 0.00/0.95 0.20 40.00 5.30 3.50/6.50 0.03 -0.07 0.0464 -0.69 100.3% 1 42 106 5 63.2% 0.09 0.0338 -0.02 0.01 0.00/0.45 0.20 42.50 6.28 6.80/8.30 0.02 -0.05 0.0393 -0.81 92.0% — 29 897 1 60.9% 0.03 0.0161 -0.01 0.01 0.00/0.15 0.11 45.00 11.20 9.30/10.80 0.02 -0.06 0.0310 -0.83 107.6% 1 — 41 3 107.2% 0.12 0.0240 -0.05 0.01 0.00/1.00 0.05 47.50 — — — — — — — — — 13 — 129.6% 0.13 0.0215 -0.06 0.02 0.00/1.35 0.75 50.00 — — — — — — — — —
Greeks Profile 2026-09-18 · 17d · σ = 64.4%
Greek Δ Delta Γ Gamma Θ Theta V Vega
-0.04 0.24 0.52 0.79 1.07 $24 $30 $35 $40 $45 spot $34.97 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).