IV Skew
8.6%
25Δ put − call
Expiry 9/1818d 10/1646d 12/18109d 3/19200d
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 — 9.10/13.30 11.00 2.50 — — — — — — — — — 6 10 421.1% 0.97 0.0047 -0.04 0.00 11.30/14.60 13.00 5.00 0.05 0.00/0.80 0.00 -0.03 0.0047 -0.03 418.4% 1 12 15 3 296.9% 0.95 0.0093 -0.04 0.00 8.50/12.40 10.06 7.50 0.20 0.00/2.40 0.01 -0.07 0.0093 -0.09 431.6% — 6 2 2 0.0% 1.00 — -0.00 — 2.10/5.80 3.74 10.00 0.55 0.00/0.00 0.00 -0.00 0.0000 -0.00 50.0% 1 — 242 1 124.6% 0.91 0.0321 -0.02 0.01 3.40/7.20 4.78 12.50 0.05 0.00/1.55 0.01 -0.05 0.0325 -0.15 184.0% 1 21 413 5 99.2% 0.80 0.0731 -0.03 0.01 1.50/4.70 4.00 15.00 0.60 0.00/2.15 0.01 -0.05 0.0588 -0.25 139.5% 6 6 83 4 47.7% 0.54 0.2139 -0.02 0.02 0.50/0.80 0.78 17.50 0.45 0.00/0.90 0.02 -0.02 0.1812 -0.46 56.3% 14 28 43 2 60.2% 0.18 0.1137 -0.02 0.01 0.00/0.50 0.25 20.00 — — — — — — — — — 18 4 75.4% 0.08 0.0517 -0.01 0.01 0.00/0.25 0.25 22.50 8.50 8.50/12.70 0.02 -0.18 0.0225 -0.41 442.2% — — — — — — — — — — — 25.00 11.55 9.50/13.60 0.02 -0.16 0.0270 -0.50 379.1% — —
Greeks Profile 2026-09-18 · 18d · σ = 52.0%
Greek Δ Delta Γ Gamma Θ Theta V Vega
-0.06 0.22 0.51 0.79 1.08 $12 $15 $18 $20 $23 spot $17.54 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).