IV Skew
-26.2%
25Δ put − call
Expiry 9/1818d 10/1646d 11/2081d 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 — — — — — — — — — 25.00 0.05 0.00/3.50 0.02 -0.11 0.0106 -0.12 223.7% 1 2 5 3 107.2% 0.89 0.0198 -0.05 0.02 7.50/12.00 12.00 30.00 — — — — — — — — — 2 3 78.6% 0.77 0.0446 -0.06 0.03 3.00/7.50 5.50 35.00 2.15 0.35/0.95 0.02 -0.04 0.0501 -0.18 60.6% 1 3 25 3 86.8% 0.50 0.0529 -0.09 0.03 0.65/4.90 2.03 40.00 2.50 0.80/5.50 0.03 -0.07 0.0631 -0.52 72.7% 10 2 4 3 123.7% 0.36 0.0347 -0.11 0.03 0.00/4.90 0.80 45.00 — — — — — — — — — — — — — — — — — — 50.00 13.00 9.00/13.50 0.02 -0.03 0.0252 -0.90 79.7% 5 5
Greeks Profile 2026-09-18 · 18d · σ = 79.8%
Greek Δ Delta Γ Gamma Θ Theta V Vega
0.01 0.27 0.53 0.79 1.05 $27 $33 $39 $45 $51 spot $39.11 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).