IV Skew
0.0%
25Δ put − call
Expiry 9/1819d 10/1647d 1/15138d 4/16229d
CALLS Strike PUTS OI Vol IV Δ Γ Θ V Bid/Ask Last Strike Last Bid/Ask V Θ Γ Δ IV Vol OI 10 — 246.1% 0.96 0.0054 -0.04 0.01 14.50/18.30 17.00 12.50 0.10 0.00/1.15 0.01 -0.05 0.0058 -0.05 270.7% 1 2 1 — 295.3% 0.90 0.0090 -0.09 0.01 13.30/16.50 11.51 15.00 0.07 0.00/0.05 0.00 -0.00 0.0022 -0.01 118.8% — 1 — — — — — — — — — 17.50 0.05 0.00/1.15 0.01 -0.04 0.0127 -0.08 176.4% 13 12 6 5 147.9% 0.89 0.0196 -0.05 0.01 7.60/10.80 9.22 20.00 0.25 0.00/0.45 0.01 -0.02 0.0162 -0.06 106.1% 5 21 18 2 123.5% 0.84 0.0305 -0.05 0.02 5.20/8.60 6.75 22.50 0.45 0.00/0.75 0.01 -0.03 0.0306 -0.10 89.8% 1 23 88 27 89.6% 0.77 0.0515 -0.05 0.02 3.90/5.00 5.00 25.00 0.87 0.50/1.40 0.02 -0.05 0.0515 -0.23 89.6% 19 378 1.1k 13 89.6% 0.45 0.0678 -0.06 0.03 1.35/2.30 1.80 30.00 2.83 2.80/4.30 0.03 -0.06 0.0623 -0.54 97.9% 14 42 612 69 86.2% 0.18 0.0460 -0.04 0.02 0.20/0.90 0.69 35.00 7.12 5.20/8.40 0.01 -0.02 0.0435 -0.88 71.2% 10 10 340 25 112.3% 0.12 0.0270 -0.04 0.01 0.00/0.90 0.30 40.00 — — — — — — — — —
Greeks Profile 2026-09-18 · 19d · σ = 93.8%
Greek Δ Delta Γ Gamma Θ Theta V Vega
0.07 0.31 0.55 0.79 1.03 $20 $24 $29 $33 $37 spot $28.50 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).