IV Skew
3.8%
25Δ put − call
Expiry 9/1819d 10/1647d 12/18110d 1/15138d 4/16229d 1/21509d
CALLS Strike PUTS OI Vol IV Δ Γ Θ V Bid/Ask Last Strike Last Bid/Ask V Θ Γ Δ IV Vol OI — — — — — — — — — 18.00 0.42 0.00/0.40 0.01 -0.02 0.0150 -0.05 112.9% — 15 13 4 81.8% 0.95 0.0216 -0.02 0.01 5.90/7.50 4.10 20.00 0.25 0.00/0.40 0.01 -0.02 0.0234 -0.06 87.9% 4 34 3 3 64.1% 0.95 0.0245 -0.01 0.01 4.90/6.40 3.93 21.00 0.02 0.00/0.40 0.01 -0.02 0.0302 -0.07 76.0% 1 80 13 19 53.7% 0.95 0.0333 -0.01 0.01 4.00/5.30 3.10 22.00 0.18 0.00/0.35 0.01 -0.01 0.0389 -0.08 61.9% 1 25 252 309 75.9% 0.82 0.0564 -0.03 0.02 3.20/4.10 3.79 23.00 0.14 0.05/0.35 0.01 -0.01 0.0556 -0.10 52.7% 10 31 14 1 61.7% 0.79 0.0772 -0.03 0.02 2.40/3.10 2.58 24.00 0.20 0.05/0.40 0.02 -0.02 0.0815 -0.18 53.6% 2 31 79 6 60.8% 0.70 0.0946 -0.04 0.02 1.80/2.40 2.15 25.00 0.28 0.25/0.50 0.02 -0.02 0.1178 -0.25 44.9% 1 98 233 9 45.9% 0.61 0.1382 -0.03 0.02 1.20/1.45 1.55 26.00 0.70 0.65/0.85 0.02 -0.03 0.1442 -0.39 43.9% 1 71 177 48 51.3% 0.47 0.1282 -0.03 0.02 0.70/1.10 0.73 27.00 1.12 1.10/1.45 0.02 -0.03 0.1387 -0.53 47.3% 1 34 80 3 41.1% 0.31 0.1417 -0.02 0.02 0.30/0.50 0.51 28.00 — — — — — — — — — 9 1 45.1% 0.22 0.1074 -0.02 0.02 0.05/0.35 0.24 29.00 — — — — — — — — — 8 8 45.3% 0.13 0.0787 -0.02 0.01 0.05/0.20 0.12 30.00 — — — — — — — — — 3 — 53.3% 0.12 0.0606 -0.02 0.01 0.00/0.40 0.33 31.00 — — — — — — — — — 4 1 60.7% 0.10 0.0490 -0.02 0.01 0.00/0.40 0.05 32.00 — — — — — — — — — 1 — 67.6% 0.09 0.0409 -0.02 0.01 0.00/0.40 0.49 33.00 7.25 5.90/7.20 0.01 -0.01 0.0331 -0.94 57.4% 10 —
Greeks Profile 2026-09-18 · 19d · σ = 49.3%
Greek Δ Delta Γ Gamma Θ Theta V Vega
-0.07 0.22 0.51 0.79 1.08 $19 $23 $27 $31 $35 spot $26.55 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).