IV Skew
-1.9%
25Δ put − call
Expiry 9/1817d 10/1645d 12/18108d 3/19199d
CALLS Strike PUTS OI Vol IV Δ Γ Θ V Bid/Ask Last Strike Last Bid/Ask V Θ Γ Δ IV Vol OI — — — — — — — — — 17.50 0.05 —/0.30 0.01 -0.03 0.0039 -0.03 210.9% — 62 16 1 195.1% 0.95 0.0061 -0.05 0.01 13.70/17.70 11.10 20.00 0.10 —/1.75 0.01 -0.12 0.0072 -0.10 298.0% — 19 2 1 84.4% 0.99 0.0042 -0.01 0.00 11.10/13.50 10.98 25.00 0.05 0.00/0.75 0.01 -0.04 0.0112 -0.06 130.3% 17 64 32 5 94.3% 0.88 0.0263 -0.05 0.02 6.30/9.40 6.80 30.00 0.31 0.15/0.75 0.01 -0.04 0.0257 -0.10 86.3% 2 473 292 5 56.4% 0.72 0.0738 -0.05 0.03 1.70/4.70 3.50 35.00 1.10 0.05/1.00 0.03 -0.05 0.0719 -0.28 58.5% 5 50 77 3 60.4% 0.32 0.0738 -0.05 0.03 0.05/2.00 1.03 40.00 5.60 1.95/5.00 0.03 -0.04 0.0830 -0.72 50.7% 6 9 31 2 69.7% 0.12 0.0361 -0.03 0.02 0.00/0.75 0.65 45.00 13.20 9.30/13.20 0.03 -0.16 0.0264 -0.61 180.2% 3 46 34 1 86.1% 0.07 0.0193 -0.03 0.01 0.00/0.50 0.05 50.00 6.31 16.60/20.50 0.03 -0.26 0.0172 -0.57 284.7% 1 4 — 1 50.0% 0.00 0.0002 -0.00 0.00 0.00/0.00 0.15 55.00 — — — — — — — — — 12 7 180.5% 0.15 0.0163 -0.10 0.02 0.00/2.35 7.86 60.00 — — — — — — — — — 14 18 200.5% 0.14 0.0140 -0.11 0.02 0.00/2.40 1.40 65.00 — — — — — — — — — 15 5 216.1% 0.13 0.0123 -0.11 0.02 0.00/2.35 0.16 70.00 — — — — — — — — — — — 50.0% 0.00 0.0000 -0.00 0.00 0.00/0.00 2.22 75.00 — — — — — — — — —
Greeks Profile 2026-09-18 · 17d · σ = 57.5%
Greek Δ Delta Γ Gamma Θ Theta V Vega
-0.06 0.23 0.51 0.79 1.08 $26 $32 $37 $43 $48 spot $37.26 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).