IV Skew
4.9%
25Δ put − call
Expiry 9/1819d 10/1647d 11/2082d 12/18110d 1/15138d 3/19201d
CALLS Strike PUTS OI Vol IV Δ Γ Θ V Bid/Ask Last Strike Last Bid/Ask V Θ Γ Δ IV Vol OI — — — — — — — — — 17.50 0.35 0.00/2.25 0.01 -0.09 0.0041 -0.06 312.1% 2 4 — — — — — — — — — 20.00 0.45 0.00/2.35 0.01 -0.09 0.0053 -0.07 274.3% 2 5 — — — — — — — — — 22.50 0.65 0.00/0.00 0.00 -0.00 0.0000 -0.00 50.0% — — 6 6 592.4% 0.85 0.0042 -0.34 0.02 24.20/27.40 19.60 25.00 — — — — — — — — — — — — — — — — — — 27.50 1.35 0.00/0.00 0.00 -0.00 0.0001 -0.00 50.0% 6 — 1 2 168.8% 0.84 0.0151 -0.10 0.02 9.20/12.70 16.50 30.00 — — — — — — — — — — 1 0.0% 1.00 — -0.00 — 0.00/0.00 5.00 32.50 0.11 0.00/2.15 0.02 -0.07 0.0218 -0.15 116.3% 1 3 43 1 56.0% 0.91 0.0316 -0.03 0.02 6.00/6.60 8.04 35.00 0.10 0.00/0.65 0.02 -0.03 0.0324 -0.10 59.1% 1 21 34 12 362.9% 0.70 0.0102 -0.31 0.03 13.60/15.90 4.60 37.50 0.30 0.00/0.75 0.03 -0.04 0.0559 -0.22 56.0% 1 41 278 1 43.2% 0.63 0.0934 -0.04 0.04 2.05/2.20 2.14 40.00 0.80 0.65/1.30 0.04 -0.04 0.0868 -0.38 46.7% 9 54 74 3 41.8% 0.38 0.0975 -0.04 0.04 0.75/1.00 0.92 42.50 0.70 1.55/2.30 0.04 -0.03 0.1081 -0.64 37.2% 15 47 65 1 56.1% 0.26 0.0620 -0.05 0.03 0.05/0.80 0.70 45.00 1.65 2.75/4.50 0.03 -0.03 0.0666 -0.78 47.0% 1 10 68 3 55.6% 0.14 0.0431 -0.03 0.02 0.00/0.75 0.65 47.50 2.60 5.10/7.50 0.03 -0.06 0.0417 -0.76 80.2% 1 80 3.1k 30 54.5% 0.07 0.0250 -0.02 0.01 0.00/0.15 0.05 50.00 6.25 6.80/9.10 0.01 -0.01 0.0239 -0.94 52.8% — 1 150 2 79.7% 0.11 0.0244 -0.04 0.02 0.00/0.75 0.75 52.50 7.99 8.80/11.50 0.00 0.00 0.0092 -0.98 49.2% 1 91 413 10 90.1% 0.09 0.0200 -0.04 0.02 0.00/0.75 0.10 55.00 10.30 11.80/15.50 0.03 -0.10 0.0230 -0.78 138.7% 143 40 48 1 105.8% 0.10 0.0180 -0.05 0.02 0.00/0.95 1.65 57.50 12.80 14.40/17.40 0.02 -0.07 0.0201 -0.84 127.5% 143 97 144 3 108.8% 0.08 0.0148 -0.04 0.01 0.00/0.75 1.09 60.00 — — — — — — — — —
Greeks Profile 2026-09-18 · 19d · σ = 45.0%
Greek Δ Delta Γ Gamma Θ Theta V Vega
-0.07 0.22 0.50 0.79 1.08 $29 $35 $41 $47 $53 spot $41.03 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).