IV Skew
21.5%
25Δ put − call
Expiry 9/45d 9/1112d 9/1819d 9/2526d 10/233d 10/1647d 12/18110d 1/15138d +2 more 2027-04-16 (229d) 2028-01-21 (509d)
CALLS Strike PUTS OI Vol IV Δ Γ Θ V Bid/Ask Last Strike Last Bid/Ask V Θ Γ Δ IV Vol OI — — — — — — — — — 19.00 0.08 0.00/2.10 0.01 -0.18 0.0308 -0.15 262.9% — — — — — — — — — — — 19.50 0.12 0.00/2.15 0.01 -0.18 0.0341 -0.16 249.6% — 30 — — — — — — — — — 20.00 0.05 0.00/2.15 0.01 -0.17 0.0380 -0.18 233.8% 1 41 — — — — — — — — — 20.50 0.09 0.00/0.25 0.00 -0.03 0.0327 -0.05 101.6% 1 3 1 4 104.7% 0.93 0.0464 -0.05 0.00 3.10/5.00 3.35 21.00 0.10 0.00/0.25 0.00 -0.03 0.0398 -0.05 91.8% 3 8 2 4 81.8% 0.94 0.0492 -0.03 0.00 2.05/4.90 1.91 21.50 0.10 0.00/1.35 0.01 -0.11 0.0603 -0.18 148.8% 2 5 6 3 104.3% 0.86 0.0747 -0.07 0.01 1.55/4.90 2.08 22.00 0.10 0.00/2.15 0.01 -0.15 0.0621 -0.24 171.7% 10 17 9 1 58.2% 0.93 0.0763 -0.02 0.00 2.10/2.80 2.05 22.50 — — — — — — — — — 9 4 91.4% 0.78 0.1105 -0.08 0.01 1.45/2.35 1.74 23.00 — — — — — — — — — 28 29 44.7% 0.87 0.1666 -0.03 0.01 1.25/1.50 1.31 23.50 — — — — — — — — — 96 31 33.6% 0.82 0.2673 -0.03 0.01 0.85/1.00 0.90 24.00 — — — — — — — — — 162 46 33.3% 0.66 0.3803 -0.04 0.01 0.50/0.65 0.55 24.50 — — — — — — — — — 113 219 30.6% 0.45 0.4448 -0.04 0.01 0.25/0.35 0.28 25.00 — — — — — — — — — 52 1.0k 28.1% 0.23 0.3683 -0.03 0.01 0.05/0.15 0.14 25.50 — — — — — — — — — 40 4 38.5% 0.17 0.2231 -0.03 0.01 0.00/0.15 0.09 26.00 — — — — — — — — — 7 — 72.7% 0.18 0.1230 -0.06 0.01 0.00/0.60 0.20 27.00 — — — — — — — — —
Greeks Profile 2026-09-04 · 5d · σ = 30.0%
Greek Δ Delta Γ Gamma Θ Theta V Vega
-0.08 0.21 0.50 0.79 1.08 $17 $21 $25 $29 $32 spot $24.85 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).