IV Skew
8.0%
25Δ put − call
Expiry 9/1818d 10/1646d 12/18109d 1/15137d
CALLS Strike PUTS OI Vol IV Δ Γ Θ V Bid/Ask Last Strike Last Bid/Ask V Θ Γ Δ IV Vol OI 28 — 456.3% 0.96 0.0086 -0.02 0.00 6.10/7.80 7.97 2.50 0.04 0.00/1.10 0.00 -0.03 0.0084 -0.05 598.4% 2 2 — — — — — — — — — 5.00 0.05 0.00/1.10 0.00 -0.03 0.0293 -0.11 314.8% 2 — — — — — — — — — — 7.50 0.10 0.00/0.10 0.00 -0.00 0.0956 -0.06 64.1% 2 1 18 3 56.1% 0.28 0.2927 -0.01 0.01 0.05/0.35 0.35 10.00 0.70 0.80/1.05 0.01 -0.01 0.2730 -0.70 62.7% 56 4.1k 2.0k 2 97.3% 0.10 0.0861 -0.01 0.00 0.00/0.20 0.07 12.50 — — — — — — — — —
Greeks Profile 2026-09-18 · 18d · σ = 59.4%
Greek Δ Delta Γ Gamma Θ Theta V Vega
-0.05 0.23 0.51 0.79 1.07 $6 $8 $9 $11 $12 spot $9.20 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).