IV Skew
-0.8%
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 — — — — — — — — — 5.00 0.15 0.00/0.10 0.00 -0.01 0.0014 -0.01 284.4% — 1 — — — — — — — — — 7.50 0.25 0.00/0.10 0.00 -0.01 0.0027 -0.01 206.3% — 1 — — — — — — — — — 12.50 0.08 0.00/0.30 0.00 -0.01 0.0146 -0.04 133.6% 1 34 1 — 191.8% 0.82 0.0302 -0.06 0.01 5.20/7.60 3.20 15.00 0.10 0.00/0.25 0.01 -0.01 0.0275 -0.05 86.5% 2 14 2.9k 10 84.2% 0.80 0.0721 -0.03 0.01 3.00/3.40 3.20 17.50 0.45 0.25/0.60 0.01 -0.02 0.0751 -0.18 75.8% 10 346 424 56 67.4% 0.56 0.1274 -0.03 0.02 1.30/1.45 1.50 20.00 1.20 1.05/1.35 0.02 -0.03 0.1289 -0.44 66.6% 19 209 2.2k 5 69.9% 0.28 0.1040 -0.03 0.02 0.45/0.65 0.82 22.50 2.60 2.00/3.00 0.02 -0.03 0.0985 -0.70 76.6% 104 576 6.3k 7 74.8% 0.12 0.0590 -0.02 0.01 0.20/0.25 0.30 25.00 4.45 4.70/5.80 0.01 -0.03 0.0623 -0.82 90.4% 202 611 969 502 96.5% 0.05 0.0217 -0.01 0.00 0.05/0.15 0.10 30.00 — — — — — — — — — 37 2 124.6% 0.04 0.0140 -0.01 0.00 0.00/0.20 0.05 35.00 16.30 9.90/12.30 — 0.00 — -1.00 0.0% — —
Greeks Profile 2026-09-18 · 19d · σ = 67.0%
Greek Δ Delta Γ Gamma Θ Theta V Vega
-0.02 0.25 0.52 0.79 1.07 $14 $17 $20 $23 $26 spot $20.16 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).