IV Skew
0.0%
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 — — — — — — — — — 2.50 0.05 0.00/0.00 0.00 -0.00 0.0000 — 50.0% 1 — — 6 0.0% 1.00 — -0.00 — 0.00/0.00 5.10 10.00 0.53 0.00/0.30 0.00 -0.01 0.0414 -0.08 113.3% — 4 — 1 0.0% 1.00 — -0.00 — 0.00/0.00 2.00 12.50 0.20 0.00/0.00 0.00 -0.00 0.0009 -0.00 12.5% 1 — — 1 12.5% 0.00 0.0203 -0.00 0.00 0.00/0.00 0.38 15.00 1.30 0.00/0.00 — 0.00 — -1.00 0.0% 21 — — — 25.0% 0.00 0.0001 -0.00 0.00 0.00/0.00 0.08 17.50 — — — — — — — — —
Greeks Profile 2026-09-18 · 18d · σ = 6.3%
Greek Δ Delta Γ Gamma Θ Theta V Vega
-0.08 0.21 0.50 0.79 1.08 $10 $12 $14 $16 $18 spot $13.84 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).