IV Skew
18.7%
25Δ put − call
Expiry 9/1819d 10/1647d 11/2082d 12/18110d 1/15138d 2/19173d 1/21509d
CALLS Strike PUTS OI Vol IV Δ Γ Θ V Bid/Ask Last Strike Last Bid/Ask V Θ Γ Δ IV Vol OI 2 2 85.9% 0.95 0.0161 -0.02 0.01 7.30/10.40 9.14 25.00 — — — — — — — — — 135 5 50.3% 0.86 0.0578 -0.03 0.02 3.60/4.40 4.60 30.00 0.80 0.00/0.35 0.02 -0.02 0.0578 -0.14 50.3% — 1 790 16 31.6% 0.32 0.1466 -0.02 0.03 0.25/0.50 0.30 35.00 1.60 0.65/3.50 0.03 -0.07 0.0612 -0.54 84.6% 1 6 123 34 45.9% 0.06 0.0327 -0.01 0.01 0.00/0.10 0.15 40.00 6.90 5.20/7.50 0.02 -0.06 0.0429 -0.74 97.8% — —
Greeks Profile 2026-09-18 · 19d · σ = 58.1%
Greek Δ Delta Γ Gamma Θ Theta V Vega
-0.05 0.23 0.51 0.79 1.07 $24 $29 $34 $39 $44 spot $33.65 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).