IV Skew
-3.1%
25Δ put − call
Expiry 9/1817d 10/1645d 1/15136d 4/16227d 12/17472d
CALLS Strike PUTS OI Vol IV Δ Γ Θ V Bid/Ask Last Strike Last Bid/Ask V Θ Γ Δ IV Vol OI — — — — — — — — — 15.00 0.05 0.00/0.00 0.00 -0.00 0.0000 -0.00 50.0% 1 1 — 5 0.0% 1.00 — -0.00 — 0.00/0.00 11.31 17.50 — — — — — — — — — 9 1 0.0% 1.00 — -0.00 — 0.00/0.00 7.50 20.00 0.05 0.00/0.00 0.00 -0.00 0.0002 -0.00 50.0% 1 15 69 4 0.0% 1.00 — -0.00 — 0.00/0.00 7.96 22.50 0.45 0.00/0.00 0.00 -0.00 0.0000 -0.00 25.0% 44 27 313 3 0.0% 1.00 — -0.00 — 0.00/0.00 4.42 25.00 0.05 0.00/0.00 0.00 -0.00 0.0022 -0.00 25.0% 7 648 536 68 3.1% 0.00 0.0633 -0.00 0.00 0.00/0.00 1.15 30.00 2.38 0.00/0.00 — 0.00 — -1.00 0.0% 141 27 2.0k 3.4k 25.0% 0.00 0.0017 -0.00 0.00 0.00/0.00 0.25 35.00 9.94 0.00/0.00 — 0.00 — -1.00 0.0% — 42
Greeks Profile 2026-09-18 · 17d · σ = 1.6%
Greek Δ Delta Γ Gamma Θ Theta V Vega
-0.08 0.21 0.50 0.79 1.08 $21 $25 $29 $34 $38 spot $29.41 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).