IV Skew
0.0%
25Δ put − call
Expiry 9/1817d 10/1645d 11/2080d 1/15136d 2/19171d 1/21507d
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 — 0.00/0.00 8.50 1.00 — — — — — — — — — — — 0.0% 1.00 — -0.00 — 0.00/0.00 6.85 2.00 — — — — — — — — — — 6 0.0% 1.00 — -0.00 — 0.00/0.00 4.70 5.00 — — — — — — — — — — 2 0.0% 1.00 — -0.00 — 0.00/0.00 3.73 6.00 — — — — — — — — — — — 0.0% 1.00 — -0.00 — 0.00/0.00 3.10 7.00 — — — — — — — — — — 6 0.0% 1.00 — -0.00 — 0.00/0.00 1.45 8.00 0.08 0.00/0.00 0.00 -0.00 0.0079 -0.00 25.0% 7 — — 2 0.0% 1.00 — -0.00 — 0.00/0.00 0.62 9.00 0.29 0.00/0.00 0.00 -0.00 0.0133 -0.00 6.3% 25 — — 22 6.3% 0.00 0.0001 -0.00 0.00 0.00/0.00 0.19 10.00 0.77 0.00/0.00 — 0.00 — -1.00 0.0% 2 — — 36 25.0% 0.00 0.0129 -0.00 0.00 0.00/0.00 0.05 11.00 1.60 0.00/0.00 — 0.00 — -1.00 0.0% — — — 2 25.0% 0.00 0.0000 -0.00 0.00 0.00/0.00 0.11 12.00 2.70 0.00/0.00 — 0.00 — -1.00 0.0% 1 — — 1 50.0% 0.00 0.0052 -0.00 0.00 0.00/0.00 0.05 13.00 — — — — — — — — — 1 — 115.6% 0.07 0.0580 -0.01 0.00 0.00/0.15 0.05 14.00 — — — — — — — — —
Greeks Profile 2026-09-18 · 17d · σ = 3.1%
Greek Δ Delta Γ Gamma Θ Theta V Vega
-0.08 0.21 0.50 0.79 1.08 $7 $8 $9 $11 $12 spot $9.39 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).