IV Skew
12.5%
25Δ put − call
Expiry 9/1818d 10/1646d 11/2081d 2/19172d
CALLS Strike PUTS OI Vol IV Δ Γ Θ V Bid/Ask Last Strike Last Bid/Ask V Θ Γ Δ IV Vol OI — 30 0.0% 1.00 — -0.00 — 0.00/0.00 6.30 2.50 — — — — — — — — — — 1 0.0% 1.00 — -0.00 — 0.00/0.00 3.86 5.00 0.05 0.00/0.00 0.00 -0.00 0.0000 -0.00 50.0% 725 — — 150 0.0% 1.00 — -0.00 — 0.00/0.00 1.42 7.50 0.15 0.00/0.00 0.00 -0.00 0.0153 -0.00 25.0% 25 — — 395 12.5% 0.00 0.0000 -0.00 0.00 0.00/0.00 0.20 10.00 1.25 0.00/0.00 — 0.00 — -1.00 0.0% 10 — — 9 50.0% 0.00 0.0029 -0.00 0.00 0.00/0.00 0.07 12.50 — — — — — — — — — — — 50.0% 0.00 0.0000 -0.00 0.00 0.00/0.00 0.11 15.00 — — — — — — — — — — — 50.0% 0.00 0.0000 -0.00 0.00 0.00/0.00 0.05 17.50 — — — — — — — — —
Greeks Profile 2026-09-18 · 18d · σ = 12.5%
Greek Δ Delta Γ Gamma Θ Theta V Vega
-0.08 0.21 0.50 0.79 1.08 $6 $7 $9 $10 $11 spot $8.74 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).