IV Skew
64.1%
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 12 12 278.1% 0.96 0.0203 -0.01 0.00 3.10/4.60 4.46 2.50 — — — — — — — — — — 10 0.0% 1.00 — -0.00 — 0.00/0.00 1.30 5.00 0.20 0.00/0.15 0.00 -0.01 0.1465 -0.10 89.1% 10 51 — 7 25.0% 0.00 0.0078 -0.00 0.00 0.00/0.00 0.05 7.50 1.25 0.00/0.00 — 0.00 — -1.00 0.0% 2 — 2 1 156.3% 0.12 0.0930 -0.01 0.00 0.00/0.25 0.14 10.00 — — — — — — — — —
Greeks Profile 2026-09-18 · 18d · σ = 12.5%
Greek Δ Delta Γ Gamma Θ Theta V Vega
-0.08 0.21 0.50 0.79 1.08 $4 $5 $6 $7 $8 spot $6.27 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).