IV Skew
19.4%
25Δ put − call
Expiry 9/1818d 10/1646d 12/18109d 3/19200d
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 0.20 0.00/0.65 0.01 -0.03 0.0061 -0.04 235.9% 1 8 — — — — — — — — — 15.00 0.40 0.00/0.00 0.00 -0.00 0.0000 -0.00 50.0% 1 — 5 5 105.5% 0.98 0.0085 -0.01 0.00 8.00/11.40 9.89 17.50 1.12 0.00/1.20 0.01 -0.05 0.0157 -0.09 175.8% 2 5 1 1 187.1% 0.83 0.0226 -0.08 0.02 7.50/9.50 6.10 20.00 0.45 0.00/1.30 0.01 -0.05 0.0246 -0.12 138.5% 2 17 — — — — — — — — — 22.50 0.30 0.00/0.75 0.01 -0.03 0.0426 -0.13 81.3% 2 7 17 2 58.3% 0.76 0.0881 -0.03 0.02 2.10/3.30 3.00 25.00 0.85 0.00/0.75 0.02 -0.04 0.0804 -0.26 67.3% 1 32 202 1 47.9% 0.19 0.0946 -0.02 0.02 0.00/0.30 0.30 30.00 4.00 6.30/8.20 0.02 -0.15 0.0298 -0.48 221.8% 2 3 14 1 93.8% 0.13 0.0382 -0.03 0.01 0.00/0.75 0.05 35.00 — — — — — — — — — 14 1 105.1% 0.06 0.0193 -0.02 0.01 0.00/0.35 0.50 40.00 15.22 12.10/14.70 0.01 -0.04 0.0259 -0.87 137.3% — —
Greeks Profile 2026-09-18 · 18d · σ = 62.8%
Greek Δ Delta Γ Gamma Θ Theta V Vega
-0.04 0.24 0.52 0.79 1.07 $19 $23 $27 $31 $35 spot $27.13 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).