IV Skew
-13.8%
25Δ put − call
Expiry 9/1819d 10/1647d 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 — — — — — — — — — 7.50 0.05 0.00/0.75 0.00 -0.03 0.0089 -0.05 292.2% 27 28 — — — — — — — — — 10.00 0.04 0.00/0.75 0.01 -0.03 0.0165 -0.07 208.2% 10 21 — — — — — — — — — 12.50 0.11 0.00/0.15 0.00 -0.01 0.0223 -0.04 93.4% 10 24 139 2 86.5% 0.83 0.0716 -0.02 0.01 2.95/3.30 3.08 15.00 0.30 0.20/0.50 0.01 -0.02 0.0721 -0.16 84.2% 9 429 300 1 81.9% 0.57 0.1183 -0.04 0.02 0.95/2.00 1.50 17.50 1.17 0.65/1.35 0.02 -0.03 0.1421 -0.43 68.2% 38 564 991 21 82.8% 0.30 0.1037 -0.03 0.01 0.30/0.90 0.60 20.00 2.52 2.10/3.80 0.01 -0.03 0.0984 -0.68 89.6% 3 387 618 10 95.1% 0.17 0.0645 -0.03 0.01 0.20/0.45 0.26 22.50 4.60 3.80/5.90 0.01 -0.01 0.0524 -0.92 68.8% 1 20 494 8 102.7% 0.09 0.0394 -0.02 0.01 0.00/0.35 0.13 25.00 7.30 5.90/7.60 0.01 -0.03 0.0452 -0.86 123.4% 1 60 337 2 100.8% 0.02 0.0095 -0.00 0.00 0.00/0.05 0.04 30.00 — — — — — — — — —
Greeks Profile 2026-09-18 · 19d · σ = 75.0%
Greek Δ Delta Γ Gamma Θ Theta V Vega
0.00 0.27 0.53 0.79 1.06 $12 $15 $18 $20 $23 spot $17.75 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).