IV Skew
3.1%
25Δ put − call
Expiry 9/1817d 10/1645d 12/18108d 1/15136d 3/19199d 4/16227d 7/16318d 10/15409d +2 more 2027-12-17 (472d) 2028-01-21 (507d)
CALLS Strike PUTS OI Vol IV Δ Γ Θ V Bid/Ask Last Strike Last Bid/Ask V Θ Γ Δ IV Vol OI — — — — — — — — — 12.50 0.40 0.00/4.80 0.01 -0.14 0.0074 -0.11 459.0% 1 2 — 1 0.0% 1.00 — -0.00 — 0.00/0.00 11.00 15.00 1.65 0.00/0.00 0.00 -0.00 0.0000 -0.00 50.0% 5 — 1 1 225.4% 0.85 0.0187 -0.09 0.01 7.10/11.90 8.10 17.50 0.18 0.00/0.00 0.00 -0.00 0.0002 -0.00 50.0% 3 — — 100 0.0% 1.00 — -0.00 — 0.00/0.00 5.69 20.00 0.05 0.00/0.00 0.00 -0.00 0.0000 -0.00 25.0% 50 — — 3 0.0% 1.00 — -0.00 — 0.00/0.00 3.99 22.50 0.35 0.00/0.00 0.00 -0.00 0.0000 -0.00 12.5% 2 — — 100 0.0% 1.00 — -0.00 — 0.00/0.00 1.16 25.00 0.75 0.00/0.00 0.00 -0.00 0.0003 -0.00 3.1% 1 — — 23 12.5% 0.00 0.0000 -0.00 0.00 0.00/0.00 0.30 30.00 4.47 0.00/0.00 — 0.00 — -1.00 0.0% 10 — — 10 25.0% 0.00 0.0000 -0.00 0.00 0.00/0.00 0.20 35.00 9.27 0.00/0.00 — 0.00 — -1.00 0.0% 10 — — 122 50.0% 0.00 0.0000 -0.00 0.00 0.00/0.00 0.05 40.00 — — — — — — — — — — 10 50.0% 0.00 0.0000 -0.00 0.00 0.00/0.00 0.20 45.00 — — — — — — — — — — 3 50.0% 0.00 0.0000 -0.00 0.00 0.00/0.00 0.05 50.00 — — — — — — — — — — 18 50.0% 0.00 0.0000 -0.00 0.00 0.00/0.00 0.85 55.00 — — — — — — — — — 4 3 370.6% 0.25 0.0156 -0.19 0.02 0.00/4.80 0.20 60.00 — — — — — — — — — 6 1 389.5% 0.25 0.0146 -0.20 0.02 0.00/4.80 2.00 65.00 — — — — — — — — —
Greeks Profile 2026-09-18 · 17d · σ = 1.6%
Greek Δ Delta Γ Gamma Θ Theta V Vega
-0.08 0.21 0.50 0.79 1.08 $18 $22 $26 $30 $33 spot $25.67 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).