IV Skew
-10.9%
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 — 17 192.6% 0.97 0.0035 -0.04 0.01 21.50/25.60 26.53 22.50 — — — — — — — — — 1 — 319.6% 0.89 0.0059 -0.18 0.02 21.40/25.50 18.96 25.00 — — — — — — — — — — 16 0.0% 1.00 — -0.00 — 0.00/0.00 17.12 30.00 0.19 0.00/0.00 0.00 -0.00 0.0000 -0.00 50.0% 72 — — — — — — — — — — 35.00 0.50 0.00/0.00 0.00 -0.00 0.0000 -0.00 25.0% 1 — 23 2 102.6% 0.76 0.0297 -0.09 0.03 4.50/7.50 8.85 40.00 0.11 0.00/0.00 0.00 -0.00 0.0000 -0.00 12.5% 10 — — 2 0.0% 1.00 — -0.01 — 0.00/0.00 1.50 45.00 0.50 0.00/0.00 0.00 -0.00 0.0000 -0.00 1.6% 4 — — 20 12.5% 0.00 0.0025 -0.00 0.00 0.00/0.00 0.13 50.00 2.01 2.05/6.10 0.04 -0.08 0.0444 -0.65 82.2% 1 72 — 4 25.0% 0.00 0.0008 -0.00 0.00 0.00/0.00 0.01 55.00 7.70 4.10/7.40 — 0.01 — -1.00 0.0% 1 — — — — — — — — — — 60.00 13.15 0.00/0.00 — 0.01 — -1.00 0.0% 132 —
Greeks Profile 2026-09-18 · 18d · σ = 0.8%
Greek Δ Delta Γ Gamma Θ Theta V Vega
-0.08 0.21 0.50 0.79 1.08 $32 $39 $46 $53 $59 spot $45.74 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).