IV Skew
6.6%
25Δ put − call
Expiry 9/1819d 10/1647d 12/18110d 1/15138d 4/16229d
CALLS Strike PUTS OI Vol IV Δ Γ Θ V Bid/Ask Last Strike Last Bid/Ask V Θ Γ Δ IV Vol OI — — — — — — — — — 25.00 0.15 0.00/0.35 0.01 -0.01 0.0296 -0.07 62.9% 4 8 — — — — — — — — — 27.50 0.33 0.20/0.45 0.02 -0.03 0.0673 -0.18 54.9% 1 443 9 6 45.9% 0.60 0.1204 -0.03 0.03 1.20/1.65 1.25 30.00 1.07 0.85/1.20 0.03 -0.03 0.1085 -0.40 51.1% 5 94 1.0k 107 44.4% 0.30 0.1123 -0.03 0.02 0.25/0.60 0.35 32.50 2.82 2.20/3.10 0.03 -0.03 0.1030 -0.67 50.2% 2 31 148 3 49.5% 0.13 0.0622 -0.02 0.02 0.00/0.25 0.25 35.00 4.37 4.60/5.30 0.02 -0.03 0.0630 -0.79 65.0% — 2 26 1 50.0% 0.04 0.0267 -0.01 0.01 0.00/0.15 0.05 37.50 — — — — — — — — — 4 2 68.6% 0.05 0.0225 -0.01 0.01 0.00/0.25 0.02 40.00 — — — — — — — — —
Greeks Profile 2026-09-18 · 19d · σ = 48.5%
Greek Δ Delta Γ Gamma Θ Theta V Vega
-0.07 0.22 0.51 0.79 1.08 $21 $26 $31 $35 $40 spot $30.60 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).