IV Skew
-10.4%
25Δ put − call
Expiry 9/1817d 10/1645d 11/2080d 1/15136d 2/19171d
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 0.30 0.00/2.15 0.01 -0.07 0.0199 -0.14 199.0% — 1 — — — — — — — — — 20.00 0.35 0.00/0.75 0.01 -0.03 0.0333 -0.11 100.0% 1 2 — — — — — — — — — 22.50 0.85 0.00/0.65 0.01 -0.02 0.0693 -0.15 60.5% — 1 12 3 64.3% 0.59 0.1097 -0.04 0.02 1.10/1.75 1.75 25.00 — — — — — — — — — 10 1 71.0% 0.35 0.0943 -0.04 0.02 0.00/0.90 0.55 27.50 2.80 1.70/3.20 0.02 -0.02 0.1192 -0.73 50.3% — 1 7 4 71.1% 0.17 0.0640 -0.03 0.01 0.00/0.75 0.44 30.00 — — — — — — — — —
Greeks Profile 2026-09-18 · 17d · σ = 57.3%
Greek Δ Delta Γ Gamma Θ Theta V Vega
-0.06 0.23 0.51 0.79 1.08 $18 $22 $26 $29 $33 spot $25.52 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).