IV Skew
6.6%
25Δ put − call
Expiry 9/1819d 10/1647d 11/2082d 2/19173d
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 50.0% 1.00 0.0000 -0.00 0.00 8.90/10.10 11.10 2.50 — — — — — — — — — 2 2 201.6% 0.98 0.0073 -0.01 0.00 6.40/7.70 6.95 5.00 0.05 0.00/0.35 0.00 -0.02 0.0117 -0.04 261.7% — 7 4 1 116.4% 0.97 0.0202 -0.01 0.00 3.90/5.20 3.40 7.50 0.05 0.00/0.05 0.00 -0.00 0.0148 -0.02 103.1% 7 337 320 19 81.3% 0.86 0.0991 -0.01 0.01 1.80/2.20 2.05 10.00 0.10 0.05/0.15 0.00 -0.01 0.0938 -0.09 64.8% 3 974 2.0k 889 63.9% 0.42 0.2240 -0.02 0.01 0.45/0.60 0.55 12.50 1.00 0.85/1.35 0.01 -0.02 0.2041 -0.56 70.5% 82 571 3.6k 1.3k 65.6% 0.08 0.0834 -0.01 0.00 0.05/0.10 0.10 15.00 3.50 2.90/3.50 0.01 -0.01 0.1001 -0.85 86.5% 1 21 279 3 97.3% 0.06 0.0431 -0.01 0.00 0.00/0.15 0.06 17.50 5.12 5.10/6.10 0.00 -0.01 0.0478 -0.93 103.5% 3 3 522 1 101.6% 0.02 0.0165 -0.00 0.00 0.00/0.05 0.05 20.00 — — — — — — — — — 2 — 120.3% 0.02 0.0122 -0.00 0.00 0.00/0.05 0.10 22.50 — — — — — — — — — 1 — 184.0% 0.06 0.0245 -0.02 0.00 0.00/0.30 0.10 25.00 — — — — — — — — —
Greeks Profile 2026-09-18 · 19d · σ = 67.2%
Greek Δ Delta Γ Gamma Θ Theta V Vega
-0.02 0.25 0.52 0.79 1.07 $8 $10 $12 $14 $16 spot $12.00 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).