IV Skew
-30.5%
25Δ put − call
Expiry 9/1818d 10/1646d 12/18109d 3/19200d
CALLS Strike PUTS OI Vol IV Δ Γ Θ V Bid/Ask Last Strike Last Bid/Ask V Θ Γ Δ IV Vol OI — — 0.0% 1.00 — -0.00 — 0.00/0.00 1.05 13.00 — — — — — — — — — 2 3 0.0% 1.00 — -0.00 — 8.30/11.70 4.04 14.00 — — — — — — — — — — — — — — — — — — 16.00 2.85 0.00/2.45 0.01 -0.08 0.0114 -0.11 265.4% 4 6 — 2 149.8% 0.95 0.0112 -0.03 0.01 9.10/12.90 9.62 17.00 — — — — — — — — — — — — — — — — — — 19.00 0.65 0.00/0.75 0.01 -0.03 0.0175 -0.08 135.5% 1 2 6 2 118.8% 0.92 0.0210 -0.03 0.01 6.20/10.00 2.50 20.00 0.60 0.00/2.15 0.01 -0.07 0.0215 -0.15 174.8% 10 10 3 1 67.2% 0.97 0.0142 -0.01 0.00 3.60/6.80 1.50 21.00 — — — — — — — — — 1 1 123.6% 0.84 0.0320 -0.05 0.02 5.00/8.10 2.00 22.00 1.25 0.00/1.05 0.01 -0.04 0.0329 -0.13 105.3% — 1 2 1 133.2% 0.79 0.0356 -0.07 0.02 4.30/7.70 3.20 23.00 1.55 0.00/1.40 0.02 -0.04 0.0403 -0.17 102.2% — 1 — — — — — — — — — 24.00 1.71 0.00/1.25 0.02 -0.04 0.0524 -0.19 83.2% 10 20 3 1 59.3% 0.81 0.0744 -0.03 0.02 1.50/4.90 0.95 25.00 0.40 0.00/2.55 0.02 -0.06 0.0542 -0.28 100.5% — 50 — — — — — — — — — 27.00 3.60 0.10/3.00 0.02 -0.05 0.0819 -0.40 76.4% — 1 6 1 106.9% 0.48 0.0604 -0.07 0.02 0.45/3.90 2.35 29.00 — — — — — — — — — — — — — — — — — — 30.00 4.30 1.75/4.00 0.02 -0.03 0.0988 -0.71 56.6% 1 2 — — 25.0% 0.00 0.0024 -0.00 0.00 0.00/0.00 2.10 33.00 — — — — — — — — — 1 1 153.1% 0.34 0.0387 -0.10 0.02 0.20/3.50 0.70 34.00 — — — — — — — — — — 1 25.0% 0.00 0.0001 -0.00 0.00 0.00/0.00 1.60 35.00 — — — — — — — — — 2 1 164.2% 0.21 0.0283 -0.08 0.02 0.00/2.15 1.05 40.00 — — — — — — — — —
Greeks Profile 2026-09-18 · 18d · σ = 91.7%
Greek Δ Delta Γ Gamma Θ Theta V Vega
0.05 0.30 0.54 0.79 1.04 $19 $24 $28 $32 $36 spot $27.75 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).