IV Skew
0.2%
25Δ put − call
Expiry 9/1819d 10/1647d 12/18110d 1/15138d 3/19201d 4/16229d 5/21264d 9/17383d +2 more 2028-01-21 (509d) 2028-12-15 (838d)
CALLS Strike PUTS OI Vol IV Δ Γ Θ V Bid/Ask Last Strike Last Bid/Ask V Θ Γ Δ IV Vol OI 59 4 1499.6% 0.98 0.0003 -0.23 0.01 45.60/48.90 13.35 17.50 0.18 0.00/0.95 0.01 -0.05 0.0019 -0.03 284.0% 4 11 31 8 352.4% 0.94 0.0031 -0.13 0.01 27.80/31.20 32.10 20.00 0.05 0.00/0.05 0.00 -0.00 0.0005 -0.00 156.3% 10 59 144 1 287.8% 0.94 0.0038 -0.11 0.01 25.00/28.30 27.60 22.50 0.05 0.00/0.95 0.01 -0.05 0.0031 -0.03 221.9% 3 40 99 10 273.2% 0.92 0.0048 -0.12 0.02 22.50/26.10 24.26 25.00 0.49 0.00/0.25 0.00 -0.02 0.0023 -0.02 151.2% 1 350 117 17 200.0% 0.91 0.0073 -0.10 0.02 17.60/20.80 20.88 30.00 0.13 0.00/0.25 0.01 -0.02 0.0037 -0.02 114.8% 2 133 2.2k 3 172.3% 0.86 0.0114 -0.12 0.03 12.60/16.30 19.80 35.00 0.13 0.00/0.45 0.01 -0.02 0.0084 -0.04 94.1% 1 2.5k 2.5k 1 61.1% 0.95 0.0157 -0.02 0.01 8.10/11.30 10.65 40.00 0.45 0.35/0.95 0.02 -0.05 0.0200 -0.11 85.4% 88 1.9k 923 2 80.6% 0.73 0.0361 -0.08 0.04 6.00/6.50 6.23 45.00 1.65 1.50/1.75 0.04 -0.07 0.0371 -0.26 77.6% 42 2.9k 502 15 77.3% 0.52 0.0456 -0.09 0.05 3.10/3.60 3.38 50.00 4.20 3.80/4.80 0.04 -0.10 0.0404 -0.48 87.3% 63 758 2.3k 309 73.9% 0.30 0.0416 -0.08 0.04 1.05/1.95 1.80 55.00 6.75 6.60/8.60 0.04 -0.09 0.0367 -0.66 88.6% 4 1.0k 2.1k 1.2k 87.0% 0.20 0.0281 -0.07 0.03 0.75/1.30 0.77 60.00 10.50 10.50/13.20 0.03 -0.08 0.0276 -0.77 96.9% 2 1.2k 1.2k 69 81.6% 0.09 0.0173 -0.04 0.02 0.30/0.45 0.30 65.00 15.05 15.10/17.90 0.03 -0.07 0.0204 -0.84 107.5% 2 291 600 7 91.1% 0.06 0.0116 -0.03 0.01 0.10/0.45 0.21 70.00 20.31 19.20/22.00 0.01 -0.01 0.0080 -0.97 77.0% 1 147 3.1k 14 104.7% 0.05 0.0092 -0.03 0.01 0.00/0.55 0.10 75.00 25.14 24.10/27.60 0.01 -0.03 0.0102 -0.93 110.5% 1 86 2.5k 7 102.1% 0.03 0.0053 -0.02 0.01 0.00/0.25 0.11 80.00 24.00 29.00/32.00 0.00 0.01 0.0012 -1.00 75.0% 3 29 115 1 99.2% 0.01 0.0027 -0.01 0.00 0.00/0.10 0.01 85.00 21.60 33.40/36.30 0.02 -0.07 0.0096 -0.90 160.5% — 1
Greeks Profile 2026-09-18 · 19d · σ = 82.3%
Greek Δ Delta Γ Gamma Θ Theta V Vega
0.03 0.28 0.54 0.79 1.05 $35 $42 $50 $57 $64 spot $49.51 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).