IV Skew
15.6%
25Δ put − call
Expiry 9/1816d 10/1644d 11/2079d 12/18107d 1/15135d 3/19198d 1/21506d
CALLS Strike PUTS OI Vol IV Δ Γ Θ V Bid/Ask Last Strike Last Bid/Ask V Θ Γ Δ IV Vol OI 4 3 1143.8% 0.98 0.0023 -0.03 0.00 6.40/7.90 7.28 1.00 — — — — — — — — — 2 2 1285.9% 0.97 0.0030 -0.05 0.00 4.40/7.80 6.90 2.00 — — — — — — — — — — 2 0.0% 1.00 — -0.00 — 0.00/0.00 5.73 3.00 — — — — — — — — — 30 6 359.4% 0.91 0.0250 -0.03 0.00 3.60/4.80 4.60 4.00 — — — — — — — — — — 30 0.0% 1.00 — -0.00 — 0.00/0.00 3.00 5.00 0.65 0.00/0.40 0.00 -0.02 0.0407 -0.08 209.8% 1 4 1 — 157.0% 0.88 0.0716 -0.02 0.00 1.85/2.60 2.49 6.00 0.05 0.00/0.05 0.00 -0.00 0.0415 -0.03 88.3% 41 212 85 1 103.9% 0.83 0.1400 -0.02 0.00 0.90/1.60 1.20 7.00 0.05 0.00/0.15 0.00 -0.01 0.1376 -0.10 70.7% 1 580 413 3 52.3% 0.69 0.3841 -0.01 0.01 0.50/0.60 0.60 8.00 0.05 0.05/0.25 0.01 -0.01 0.3579 -0.32 57.0% 1 327 1.4k 62 41.4% 0.22 0.4123 -0.01 0.01 0.05/0.10 0.09 9.00 0.77 0.60/1.10 0.01 -0.01 0.3280 -0.68 62.1% 2 143 719 1 50.0% 0.05 0.1230 -0.00 0.00 0.00/0.05 0.05 10.00 1.85 1.45/2.20 0.01 -0.01 0.1775 -0.79 93.0% 2 3 144 30 81.3% 0.07 0.0905 -0.01 0.00 0.00/0.10 0.05 11.00 2.55 2.25/4.00 0.01 -0.03 0.1125 -0.72 171.5% 1 195 87 1 100.0% 0.05 0.0631 -0.01 0.00 0.00/0.10 0.07 12.00 3.50 3.20/4.40 0.00 -0.02 0.0908 -0.86 137.9% 2 5 9 1 215.2% 0.23 0.0801 -0.04 0.01 0.00/0.95 0.15 13.00 4.50 4.20/5.40 0.00 -0.02 0.0736 -0.88 157.4% 2 — — — — — — — — — — 14.00 5.65 4.90/6.60 0.00 -0.01 0.0569 -0.91 160.9% — — 50 — 234.0% 0.17 0.0625 -0.03 0.00 0.00/0.75 0.10 15.00 6.03 4.70/8.70 0.00 -0.01 0.0411 -0.94 158.6% 20 —
Greeks Profile 2026-09-18 · 16d · σ = 54.7%
Greek Δ Delta Γ Gamma Θ Theta V Vega
-0.07 0.22 0.51 0.79 1.08 $6 $7 $8 $10 $11 spot $8.38 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).