IV Skew
0.1%
25Δ put − call
Expiry 9/1818d 10/1646d 1/15137d 4/16228d
CALLS Strike PUTS OI Vol IV Δ Γ Θ V Bid/Ask Last Strike Last Bid/Ask V Θ Γ Δ IV Vol OI — 3 0.0% 1.00 — -0.00 — 0.00/0.00 10.20 15.00 — — — — — — — — — — 3 0.0% 1.00 — -0.00 — 0.00/0.00 7.75 17.50 — — — — — — — — — — 1 0.0% 1.00 — -0.00 — 0.00/0.00 5.50 20.00 — — — — — — — — — — 10 0.0% 1.00 — -0.00 — 0.00/0.00 2.76 22.50 0.11 0.00/0.00 0.00 -0.00 0.0003 -0.00 12.5% 1 — — 160 0.0% 1.00 — -0.00 — 0.00/0.00 0.85 25.00 0.88 0.00/0.00 0.00 -0.00 0.0000 — 0.1% 11 — — 2 25.0% 0.00 0.0017 -0.00 0.00 0.00/0.00 0.05 30.00 1.90 0.00/0.00 — 0.00 — -1.00 0.0% — — — 153 25.0% 0.00 0.0000 -0.00 0.00 0.00/0.00 0.50 35.00 — — — — — — — — — — 1 50.0% 0.00 0.0000 -0.00 0.00 0.00/0.00 0.35 40.00 — — — — — — — — —
Greeks Profile 2026-09-18 · 18d · σ = 0.0%
Greek Δ Delta Γ Gamma Θ Theta V Vega
-0.08 0.21 0.50 0.79 1.08 $18 $21 $25 $29 $33 spot $25.01 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).