IV Skew
-60.3%
25Δ put − call
Expiry 9/1817d 10/1645d 1/15136d 4/16227d
CALLS Strike PUTS OI Vol IV Δ Γ Θ V Bid/Ask Last Strike Last Bid/Ask V Θ Γ Δ IV Vol OI 65 15 90.0% 0.92 0.0293 -0.02 0.01 3.60/8.40 4.22 20.00 — — — — — — — — — — — — — — — — — — 21.00 1.40 0.00/4.90 0.02 -0.11 0.0263 -0.25 216.9% — 1 — — — — — — — — — 22.00 0.40 0.00/4.90 0.02 -0.10 0.0310 -0.28 193.8% 1 2 1 1 72.2% 0.80 0.0708 -0.04 0.02 1.15/5.50 3.80 23.00 — — — — — — — — — 57 55 70.4% 0.71 0.0870 -0.04 0.02 0.30/4.90 3.14 24.00 0.88 0.00/0.80 0.02 -0.04 0.0880 -0.29 69.4% 1 2 44 10 93.0% 0.60 0.0745 -0.06 0.02 0.10/4.90 3.80 25.00 1.08 0.20/1.10 0.02 -0.04 0.1056 -0.38 64.8% 80 93 37 83 112.9% 0.54 0.0632 -0.07 0.02 0.05/4.90 1.80 26.00 1.70 0.10/4.90 0.02 -0.07 0.0684 -0.47 104.4% — 1 5 1 129.7% 0.49 0.0553 -0.09 0.02 0.00/4.90 1.50 27.00 1.80 0.10/4.90 0.02 -0.05 0.0902 -0.57 78.2% 1 14 50 1 125.5% 0.44 0.0564 -0.08 0.02 0.00/4.00 1.30 28.00 2.00 0.50/4.90 0.02 -0.03 0.1081 -0.73 54.6% 171 67 36 20 159.6% 0.44 0.0443 -0.10 0.02 0.00/4.90 0.63 29.00 3.30 1.50/6.00 0.02 -0.03 0.0813 -0.76 68.9% 4 29 7 4 111.0% 0.31 0.0569 -0.06 0.02 0.00/2.25 1.50 30.00 — — — — — — — — — 3 — 184.6% 0.40 0.0376 -0.12 0.02 0.00/4.90 0.65 31.00 — — — — — — — — —
Greeks Profile 2026-09-18 · 17d · σ = 108.6%
Greek Δ Delta Γ Gamma Θ Theta V Vega
0.10 0.33 0.56 0.78 1.01 $18 $22 $26 $30 $34 spot $25.78 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).