IV Skew
6.2%
25Δ put − call
Expiry 9/1818d 10/1646d 11/2081d 12/18109d 2/19172d
CALLS Strike PUTS OI Vol IV Δ Γ Θ V Bid/Ask Last Strike Last Bid/Ask V Θ Γ Δ IV Vol OI — — 0.0% 1.00 — -0.00 — 0.00/0.00 8.63 25.00 0.05 0.00/0.00 0.00 -0.00 0.0000 -0.00 25.0% 1 — — — — — — — — — — 30.00 0.30 —/0.00 0.00 -0.00 0.0006 -0.00 12.5% — — — 4 6.3% 0.00 0.0004 -0.00 0.00 0.00/0.00 0.70 35.00 1.98 0.00/0.00 — 0.00 — -1.00 0.0% 2 — — 6 25.0% 0.00 0.0008 -0.00 0.00 0.00/0.00 0.15 40.00 7.01 0.00/0.00 — 0.00 — -1.00 0.0% 2 — — — 25.0% 0.00 0.0000 -0.00 0.00 0.00/0.00 1.63 45.00 8.79 0.00/0.00 — 0.01 — -1.00 0.0% 1 — — 1 50.0% 0.00 0.0001 -0.00 0.00 0.00/0.00 0.10 50.00 — — — — — — — — —
Greeks Profile 2026-09-18 · 18d · σ = 3.1%
Greek Δ Delta Γ Gamma Θ Theta V Vega
-0.08 0.21 0.50 0.79 1.08 $23 $28 $33 $38 $43 spot $33.08 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).