IV Skew
-3.1%
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 — 1 0.0% 1.00 — -0.00 — 0.00/0.00 8.55 32.00 — — — — — — — — — — 1 0.0% 1.00 — -0.00 — 0.00/0.00 7.40 34.00 — — — — — — — — — — — — — — — — — — 38.00 2.10 0.00/0.00 0.00 -0.00 0.0014 -0.00 3.1% — — — 1 0.4% 0.46 11.7253 -0.00 0.03 0.00/0.00 8.10 39.00 2.00 0.00/0.00 — 0.00 — -1.00 0.0% 40 — — — 3.1% 0.00 0.0018 -0.00 0.00 0.00/0.00 2.00 40.00 2.40 0.00/0.00 — 0.00 — -1.00 0.0% — — — 5 6.3% 0.00 0.0011 -0.00 0.00 0.00/0.00 7.71 41.00 — — — — — — — — — — — 6.3% 0.00 0.0000 -0.00 0.00 0.00/0.00 4.60 42.00 3.75 0.00/0.00 — 0.01 — -1.00 0.0% 5 — — 1 12.5% 0.00 0.0008 -0.00 0.00 0.00/0.00 3.00 43.00 — — — — — — — — — — 8 12.5% 0.00 0.0000 -0.00 0.00 0.00/0.00 1.50 44.00 — — — — — — — — — — — 12.5% 0.00 0.0000 -0.00 0.00 0.00/0.00 2.15 45.00 — — — — — — — — — — 1 12.5% 0.00 0.0000 -0.00 0.00 0.00/0.00 1.90 46.00 — — — — — — — — — — — — — — — — — — 50.00 7.60 0.00/0.00 — 0.01 — -1.00 0.0% 1 —
Greeks Profile 2026-09-18 · 18d · σ = 0.2%
Greek Δ Delta Γ Gamma Θ Theta V Vega
-0.08 0.21 0.50 0.79 1.08 $27 $33 $39 $45 $51 spot $38.91 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).