IV Skew
3.1%
25Δ put − call
Expiry 9/1818d 10/1646d 12/18109d 1/15137d 4/16228d 7/16319d 12/17473d
CALLS Strike PUTS OI Vol IV Δ Γ Θ V Bid/Ask Last Strike Last Bid/Ask V Θ Γ Δ IV Vol OI — — — — — — — — — 22.50 0.05 0.00/0.00 0.00 -0.00 0.0000 -0.00 25.0% 5 — — — — — — — — — — 25.00 0.20 0.00/0.00 0.00 -0.00 0.0002 -0.00 25.0% 8 — — 1 0.0% 1.00 — -0.00 — 0.00/0.00 7.70 30.00 1.10 0.00/0.00 0.00 -0.00 0.0089 -0.00 3.1% 3 — — 1 12.5% 0.00 0.0000 -0.00 0.00 0.00/0.00 0.25 35.00 2.50 0.00/0.00 — 0.00 — -1.00 0.0% 29 — — 7 25.0% 0.00 0.0000 -0.00 0.00 0.00/0.00 0.09 40.00 — — — — — — — — — — — 50.0% 0.00 0.0004 -0.00 0.00 0.00/0.00 0.60 45.00 — — — — — — — — —
Greeks Profile 2026-09-18 · 18d · σ = 1.6%
Greek Δ Delta Γ Gamma Θ Theta V Vega
-0.08 0.21 0.50 0.79 1.08 $21 $26 $31 $35 $40 spot $30.62 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).