IV Skew
48.4%
25Δ put − call
Expiry 9/1818d 10/1646d 1/15137d 4/16228d
CALLS Strike PUTS OI Vol IV Δ Γ Θ V Bid/Ask Last Strike Last Bid/Ask V Θ Γ Δ IV Vol OI — — — — — — — — — 5.00 0.05 0.00/0.00 0.00 -0.00 0.0000 — 50.0% — 1 — — — — — — — — — 12.50 1.69 0.00/0.00 0.00 -0.00 0.0000 -0.00 50.0% 2 3 3 2 0.0% 1.00 — -0.00 — 0.00/0.00 2.25 15.00 — — — — — — — — — 5 10 0.0% 1.00 — -0.00 — 0.00/0.00 1.25 17.50 — — — — — — — — — 114 5 1.6% 0.00 0.0168 -0.00 0.00 0.00/0.00 1.42 20.00 — — — — — — — — — 30 — 12.5% 0.00 0.0000 -0.00 0.00 —/0.00 0.41 22.50 — — — — — — — — — 1 — 50.0% 0.00 0.0000 -0.00 0.00 0.00/0.00 0.10 35.00 — — — — — — — — —
Greeks Profile 2026-09-18 · 18d · σ = 25.8%
Greek Δ Delta Γ Gamma Θ Theta V Vega
-0.08 0.21 0.50 0.79 1.08 $14 $17 $20 $23 $26 spot $19.72 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).