IV Skew
2.2%
25Δ put − call
Expiry 9/1819d 10/1647d 12/18110d 1/15138d 3/19201d 6/17291d 9/17383d 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 252 — 134.2% 0.81 0.0187 -0.10 0.03 7.40/11.30 8.90 37.50 0.03 0.00/2.15 0.02 -0.07 0.0203 -0.14 104.6% 10 382 3.0k 18 83.9% 0.86 0.0243 -0.06 0.02 7.50/8.90 8.20 38.75 0.08 0.00/0.95 0.02 -0.03 0.0235 -0.10 70.7% 22 5.6k 485 7 53.4% 0.92 0.0270 -0.03 0.02 6.70/7.60 6.86 40.00 0.17 0.00/0.25 0.02 -0.02 0.0262 -0.08 51.4% 2 499 143 1 45.6% 0.90 0.0351 -0.03 0.02 5.20/5.90 6.90 41.25 0.08 0.00/0.15 0.01 -0.01 0.0301 -0.06 38.2% 8 907 408 4 47.1% 0.84 0.0488 -0.04 0.03 4.00/4.90 6.55 42.50 0.08 0.00/0.10 0.01 -0.01 0.0375 -0.06 28.1% 43 601 886 4 45.4% 0.77 0.0626 -0.04 0.03 3.10/3.90 3.26 43.75 0.27 0.05/0.30 0.02 -0.02 0.0701 -0.14 30.2% 1 1.7k 1.4k 7 36.4% 0.71 0.0877 -0.04 0.04 1.15/2.70 2.15 45.00 0.35 0.20/0.55 0.03 -0.02 0.1023 -0.25 28.9% 16 903 859 13 26.3% 0.61 0.1363 -0.03 0.04 0.45/1.50 1.35 46.25 0.75 0.40/0.80 0.04 -0.02 0.1471 -0.38 24.2% 13 2.3k 2.2k 36 26.4% 0.44 0.1395 -0.03 0.04 0.70/0.90 0.82 47.50 1.47 0.55/2.10 0.04 -0.04 0.0953 -0.53 39.0% 23 925 5.6k 46 26.7% 0.28 0.1182 -0.03 0.04 0.10/0.50 0.40 48.75 2.35 2.05/3.60 0.04 -0.06 0.0653 -0.59 55.7% 21 368 2.5k 70 36.1% 0.24 0.0799 -0.03 0.03 0.10/0.55 0.18 50.00 3.50 3.00/5.00 0.04 -0.07 0.0515 -0.63 68.9% 3 132 1.9k 7 30.9% 0.06 0.0366 -0.01 0.01 0.00/0.10 0.05 52.50 4.65 3.80/7.70 0.04 -0.09 0.0374 -0.67 90.8% 2 2 1.3k 5 40.3% 0.05 0.0230 -0.01 0.01 0.00/0.10 0.03 55.00 9.10 6.30/10.20 0.04 -0.10 0.0306 -0.70 105.9% 1 — 72 4 85.1% 0.17 0.0281 -0.06 0.03 0.00/1.75 0.07 57.50 0.10 0.00/2.15 — 0.01 — -1.00 0.0% 4 27 290 3 54.1% 0.03 0.0109 -0.01 0.01 0.00/0.15 0.03 60.00 12.45 9.00/13.20 0.01 -0.00 0.0097 -0.98 52.1% 1 — 39 1 457.1% 0.60 0.0079 -0.50 0.04 14.60/16.70 15.68 62.50 0.15 0.00/2.15 — 0.01 — -1.00 0.0% 4 359
Greeks Profile 2026-09-18 · 19d · σ = 25.2%
Greek Δ Delta Γ Gamma Θ Theta V Vega
-0.08 0.21 0.50 0.79 1.08 $33 $40 $47 $54 $61 spot $46.86 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).