IV Skew
28.7%
25Δ put − call
Expiry 9/1819d 11/2082d 2/19173d
CALLS Strike PUTS OI Vol IV Δ Γ Θ V Bid/Ask Last Strike Last Bid/Ask V Θ Γ Δ IV Vol OI 5 5 82.8% 0.93 0.0217 -0.02 0.01 6.50/8.80 9.38 25.00 — — — — — — — — — — — — — — — — — — 30.00 0.46 0.00/2.85 0.03 -0.06 0.0562 -0.30 84.1% — 1 19 20 55.5% 0.30 0.0848 -0.04 0.03 0.25/0.75 0.43 35.00 3.00 1.40/4.40 0.03 -0.07 0.0561 -0.60 93.4% 1 11 28 20 55.1% 0.06 0.0276 -0.01 0.01 0.00/0.20 0.18 40.00 3.25 5.70/8.60 0.02 -0.06 0.0386 -0.77 107.5% 32 28 18 2 152.1% 0.22 0.0265 -0.09 0.02 0.00/2.60 0.25 45.00 — — — — — — — — —
Greeks Profile 2026-09-18 · 19d · σ = 69.8%
Greek Δ Delta Γ Gamma Θ Theta V Vega
-0.01 0.26 0.53 0.79 1.06 $23 $28 $32 $37 $42 spot $32.42 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).