IV Skew
-8.7%
25Δ put − call
Expiry 9/1817d 10/1645d 12/18108d 3/19199d
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 — 14.90/19.20 16.10 17.50 — — — — — — — — — 1 — 0.0% 1.00 — -0.00 — 12.70/16.90 14.33 20.00 0.80 0.00/2.40 0.01 -0.10 0.0046 -0.06 293.8% 1 2 2 1 232.0% 0.94 0.0056 -0.08 0.01 16.60/21.30 36.39 22.50 1.20 0.00/2.50 0.01 -0.10 0.0059 -0.08 259.6% 1 2 1 — 0.0% 1.00 — -0.00 — 8.50/12.80 10.70 25.00 1.84 0.00/2.60 0.01 -0.10 0.0076 -0.09 228.7% 2 4 8 1 203.2% 0.85 0.0123 -0.13 0.02 10.70/15.00 10.85 30.00 0.90 0.00/0.00 0.00 -0.00 0.0003 -0.00 50.0% 4 — 8 2 115.1% 0.83 0.0237 -0.08 0.02 6.10/9.20 10.00 35.00 0.25 0.00/1.00 0.02 -0.04 0.0239 -0.10 81.8% 213 528 31 2 64.5% 0.72 0.0560 -0.06 0.03 2.65/5.70 5.25 40.00 1.00 1.00/1.60 0.03 -0.06 0.0549 -0.28 66.3% 1 213 37 4 75.0% 0.42 0.0563 -0.08 0.04 1.75/2.40 1.80 45.00 3.70 3.50/5.20 0.04 -0.08 0.0528 -0.57 80.4% 200 846 1.0k 213 81.5% 0.22 0.0394 -0.07 0.03 0.65/1.35 0.74 50.00 9.27 5.80/9.80 0.03 -0.05 0.0403 -0.81 72.4% 1 4 102 1 78.1% 0.09 0.0215 -0.03 0.01 0.00/0.65 0.93 55.00 12.50 11.30/14.50 0.02 -0.06 0.0255 -0.84 102.2% 1 6 32 1 140.1% 0.17 0.0196 -0.10 0.02 0.00/2.45 0.31 60.00 — — — — — — — — — 36 2 158.2% 0.15 0.0159 -0.10 0.02 0.00/2.35 0.05 65.00 — — — — — — — — — 31 3 174.9% 0.14 0.0134 -0.10 0.02 0.00/2.30 0.29 70.00 — — — — — — — — — 1 — 236.3% 0.17 0.0115 -0.16 0.02 0.00/3.80 0.90 80.00 — — — — — — — — — — — — — — — — — — 85.00 25.70 41.10/46.00 0.02 -0.13 0.0101 -0.86 233.5% 1 —
Greeks Profile 2026-09-18 · 17d · σ = 77.7%
Greek Δ Delta Γ Gamma Θ Theta V Vega
-0.00 0.26 0.53 0.79 1.06 $30 $36 $43 $49 $56 spot $42.94 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).