IV Skew
11.7%
25Δ put − call
Expiry 9/1818d 10/1646d 11/2081d 1/15137d 2/19172d 1/21508d
CALLS Strike PUTS OI Vol IV Δ Γ Θ V Bid/Ask Last Strike Last Bid/Ask V Θ Γ Δ IV Vol OI 4 — 610.9% 0.98 0.0040 -0.01 0.00 5.90/6.90 6.30 1.00 — — — — — — — — — 10 — 171.9% 0.88 0.0711 -0.02 0.00 2.00/3.00 2.10 5.00 — — — — — — — — — 9 1 110.5% 0.82 0.1453 -0.01 0.00 1.00/2.00 1.80 6.00 0.05 0.00/0.05 0.00 -0.00 0.1166 -0.05 57.0% 74 86 271 2 34.8% 0.72 0.5945 -0.01 0.01 0.10/0.40 0.40 7.00 0.15 0.15/0.20 0.01 -0.01 0.4472 -0.33 50.0% 35 491 4.2k 30 38.3% 0.15 0.3808 -0.00 0.00 0.00/0.05 0.05 8.00 0.85 0.85/1.15 0.01 -0.01 0.2736 -0.65 83.2% 49 77 30 30 157.8% 0.34 0.1430 -0.03 0.01 0.00/1.00 0.05 9.00 1.80 1.40/2.40 0.00 -0.01 0.1742 -0.79 102.7% — 10 50 50 133.6% 0.18 0.1220 -0.02 0.00 0.00/0.40 0.05 10.00 2.81 2.50/3.50 0.00 -0.02 0.1213 -0.78 152.3% 1 — 3 3 96.9% 0.04 0.0508 -0.00 0.00 0.00/0.05 0.30 11.00 — — — — — — — — — 4 — 114.1% 0.03 0.0403 -0.00 0.00 0.00/0.05 0.05 12.00 — — — — — — — — — 5 1 215.2% 0.17 0.0718 -0.02 0.00 0.00/0.55 0.04 13.00 — — — — — — — — —
Greeks Profile 2026-09-18 · 18d · σ = 42.4%
Greek Δ Delta Γ Gamma Θ Theta V Vega
-0.08 0.21 0.50 0.79 1.08 $5 $6 $7 $8 $9 spot $7.29 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).