IV Skew
2.6%
25Δ put − call
Expiry 9/1819d 10/1647d 12/18110d 3/19201d
CALLS Strike PUTS OI Vol IV Δ Γ Θ V Bid/Ask Last Strike Last Bid/Ask V Θ Γ Δ IV Vol OI — — — — — — — — — 25.00 1.00 0.00/2.15 0.02 -0.07 0.0150 -0.12 161.7% 1 2 — — — — — — — — — 26.00 1.60 0.00/0.75 0.01 -0.03 0.0155 -0.07 106.4% 1 2 — — — — — — — — — 27.00 0.10 0.00/0.75 0.01 -0.03 0.0183 -0.08 96.9% 1 6 2 3 258.9% 0.77 0.0144 -0.17 0.03 11.20/13.60 2.00 28.00 1.20 0.00/0.95 0.01 -0.03 0.0225 -0.10 93.9% 1 2 33 4 57.2% 0.96 0.0188 -0.01 0.01 5.80/8.40 5.93 29.00 1.50 0.00/0.55 0.01 -0.02 0.0248 -0.08 71.5% 1 3 3 2 71.1% 0.89 0.0326 -0.03 0.02 5.30/7.50 12.65 30.00 0.10 0.00/0.45 0.01 -0.02 0.0296 -0.08 59.6% 3 1 4 2 56.5% 0.89 0.0399 -0.03 0.02 4.50/6.10 6.78 31.00 1.55 0.00/1.15 0.02 -0.03 0.0409 -0.15 70.1% — 1 2 1 61.7% 0.82 0.0515 -0.04 0.02 3.40/5.80 3.92 32.00 — — — — — — — — — 12 1 80.2% 0.72 0.0513 -0.06 0.03 2.70/4.40 4.44 33.00 — — — — — — — — — 3 1 51.6% 0.71 0.0804 -0.04 0.03 2.20/3.60 5.14 34.00 — — — — — — — — — 39 4 66.9% 0.61 0.0699 -0.06 0.03 1.65/2.80 1.65 35.00 0.50 0.75/1.70 0.03 -0.05 0.0734 -0.39 63.6% 1 6 13 4 62.6% 0.53 0.0773 -0.06 0.03 0.30/2.15 1.85 36.00 1.20 1.15/2.15 0.03 -0.05 0.0776 -0.47 62.4% 1 1 129 43 66.5% 0.46 0.0728 -0.06 0.03 0.55/1.85 0.94 37.00 — — — — — — — — — 9 1 61.0% 0.38 0.0760 -0.05 0.03 0.55/1.30 1.95 38.00 1.50 2.00/3.70 0.03 -0.06 0.0650 -0.59 72.8% 3 10 17 1 51.8% 0.27 0.0783 -0.04 0.03 0.25/1.20 0.60 39.00 1.40 2.55/4.70 0.03 -0.06 0.0559 -0.63 82.5% — 1 33 7 52.1% 0.21 0.0672 -0.03 0.02 0.15/0.90 0.61 40.00 1.60 3.30/5.50 0.03 -0.06 0.0519 -0.67 85.2% 3 7 9 1 59.0% 0.19 0.0557 -0.04 0.02 0.20/0.85 1.65 41.00 3.00 3.80/6.60 0.03 -0.07 0.0450 -0.68 96.6% 1 1 5 2 61.0% 0.15 0.0472 -0.03 0.02 0.05/0.80 0.60 42.00 4.50 4.90/7.30 0.03 -0.06 0.0430 -0.73 94.3% 30 10 8 6 69.3% 0.15 0.0412 -0.04 0.02 0.00/0.95 1.05 43.00 — — — — — — — — — — — — — — — — — — 45.00 7.00 7.50/10.80 0.01 -0.01 0.0239 -0.94 59.2% 2 10
Greeks Profile 2026-09-18 · 19d · σ = 62.5%
Greek Δ Delta Γ Gamma Θ Theta V Vega
-0.04 0.24 0.52 0.79 1.07 $25 $31 $36 $41 $47 spot $35.99 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).