IV Skew
13.5%
25Δ put − call
Expiry 9/1819d 10/1647d 11/2082d 12/18110d 1/15138d 2/19173d 12/17474d 1/21509d
CALLS Strike PUTS OI Vol IV Δ Γ Θ V Bid/Ask Last Strike Last Bid/Ask V Θ Γ Δ IV Vol OI 1 1 489.1% 0.98 0.0033 -0.01 0.00 8.80/10.40 9.65 2.00 — — — — — — — — — — — — — — — — — — 8.00 0.33 0.00/0.35 0.00 -0.01 0.0459 -0.08 128.1% 10 10 181 1 99.8% 0.88 0.0761 -0.01 0.01 2.10/3.20 2.50 9.00 0.06 0.00/0.10 0.00 -0.00 0.0576 -0.05 67.6% 1 11 23 8 75.0% 0.81 0.1370 -0.01 0.01 1.35/2.05 1.86 10.00 0.22 0.05/0.35 0.01 -0.01 0.1408 -0.17 68.2% 51 107 395 400 55.7% 0.65 0.2535 -0.01 0.01 0.55/1.15 1.25 11.00 0.35 0.05/0.55 0.01 -0.02 0.2047 -0.37 70.3% 11 47 133 115 56.8% 0.39 0.2584 -0.02 0.01 0.15/0.40 0.45 12.00 0.40 0.50/1.15 0.01 -0.02 0.1991 -0.57 75.6% — 15 313 1 55.9% 0.18 0.1800 -0.01 0.01 0.05/0.15 0.15 13.00 1.34 1.20/1.95 0.01 -0.02 0.1551 -0.71 84.8% — 12 85 3 75.0% 0.14 0.1142 -0.01 0.01 0.00/0.30 0.08 14.00 — — — — — — — — — 2 1 86.7% 0.10 0.0802 -0.01 0.00 0.00/0.25 0.15 15.00 — — — — — — — — —
Greeks Profile 2026-09-18 · 19d · σ = 63.0%
Greek Δ Delta Γ Gamma Θ Theta V Vega
-0.04 0.24 0.52 0.79 1.07 $8 $10 $11 $13 $15 spot $11.45 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).