IV Skew
1.1%
25Δ put − call
Expiry 9/1819d 10/1647d 11/2082d 1/15138d 4/16229d 1/21509d 12/15838d
CALLS Strike PUTS OI Vol IV Δ Γ Θ V Bid/Ask Last Strike Last Bid/Ask V Θ Γ Δ IV Vol OI 7 1 74.8% 0.93 0.0221 -0.02 0.01 6.70/8.30 8.90 27.00 0.27 0.05/0.30 0.01 -0.02 0.0211 -0.06 71.5% 11 15 37 1 76.8% 0.90 0.0301 -0.03 0.01 5.80/7.50 9.60 28.00 0.40 0.10/0.65 0.01 -0.03 0.0302 -0.11 77.7% 1 48 39 1 90.3% 0.82 0.0367 -0.05 0.02 5.00/7.20 12.42 29.00 0.53 0.10/0.95 0.02 -0.03 0.0380 -0.14 76.3% 2 10 300 2 69.8% 0.82 0.0472 -0.04 0.02 4.30/5.50 9.65 30.00 0.70 0.35/0.80 0.02 -0.03 0.0475 -0.17 68.2% 2 299 56 1 81.0% 0.74 0.0510 -0.06 0.03 3.60/5.30 9.07 31.00 1.05 0.55/1.40 0.02 -0.05 0.0542 -0.24 73.9% 61 20 166 49 80.6% 0.68 0.0564 -0.06 0.03 3.00/4.60 7.86 32.00 1.42 0.75/1.85 0.03 -0.05 0.0611 -0.30 73.2% 2 128 477 1 66.7% 0.63 0.0721 -0.05 0.03 2.30/3.30 2.82 33.00 1.75 1.25/2.35 0.03 -0.06 0.0636 -0.37 76.2% 1 46 35 2 78.6% 0.56 0.0641 -0.07 0.03 1.90/3.40 2.23 34.00 2.50 1.75/2.70 0.03 -0.06 0.0679 -0.44 74.3% 2 53 251 1 70.0% 0.49 0.0728 -0.06 0.03 1.40/2.45 1.90 35.00 2.79 1.75/3.40 0.03 -0.05 0.0748 -0.52 68.1% 1 147 37 15 75.1% 0.43 0.0668 -0.06 0.03 1.15/2.25 2.05 36.00 3.50 2.10/4.00 0.03 -0.05 0.0778 -0.60 63.6% 3 18 144 1 74.4% 0.36 0.0645 -0.06 0.03 0.80/1.90 1.74 37.00 4.18 3.60/4.90 0.03 -0.06 0.0603 -0.62 80.7% 3 16 115 3 73.5% 0.30 0.0608 -0.05 0.03 0.70/1.40 1.00 38.00 3.95 4.30/5.40 0.03 -0.05 0.0591 -0.69 76.7% 1 27 101 3 78.2% 0.27 0.0538 -0.05 0.03 0.55/1.35 0.70 39.00 5.40 5.10/6.30 0.03 -0.05 0.0533 -0.73 79.7% 30 60 588 35 74.8% 0.21 0.0494 -0.05 0.02 0.45/0.90 0.66 40.00 6.11 5.50/8.10 0.03 -0.06 0.0459 -0.73 91.4% 3 178 106 4 77.2% 0.18 0.0435 -0.04 0.02 0.30/0.85 0.62 41.00 5.21 6.60/8.10 0.02 -0.04 0.0435 -0.81 80.2% 20 13 408 2 75.9% 0.14 0.0379 -0.04 0.02 0.20/0.65 0.75 42.00 3.60 7.40/8.90 0.02 -0.03 0.0380 -0.85 76.8% 1 4
Greeks Profile 2026-09-18 · 19d · σ = 76.5%
Greek Δ Delta Γ Gamma Θ Theta V Vega
0.01 0.27 0.53 0.79 1.06 $24 $29 $34 $39 $45 spot $34.29 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).