IV Skew
-18.1%
25Δ put − call
Expiry 9/1817d 10/1645d 11/2080d 2/19171d
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 — 204.7% 0.90 0.0244 -0.04 0.01 5.00/6.50 4.40 10.00 — — — — — — — — — 2 — 103.7% 0.92 0.0410 -0.02 0.01 3.90/4.50 2.00 12.00 — — — — — — — — — 5.9k 1 68.4% 0.84 0.1020 -0.02 0.01 1.65/2.90 2.26 14.00 0.10 0.00/0.10 0.01 -0.01 0.0961 -0.09 50.2% 75 55 24 1 97.8% 0.67 0.1076 -0.04 0.01 0.05/1.95 1.40 15.00 — — — — — — — — — 69 1 33.4% 0.53 0.3441 -0.01 0.01 0.35/0.50 0.40 16.00 0.35 0.20/0.55 0.01 -0.01 0.2979 -0.47 38.6% 50 59 287 2 56.6% 0.34 0.1876 -0.02 0.01 0.00/0.45 0.19 17.00 — — — — — — — — — 12 100 43.4% 0.12 0.1337 -0.01 0.01 0.00/0.10 0.10 18.00 1.50 0.85/3.50 0.01 -0.01 0.1397 -0.82 54.7% — 20 2 2 127.0% 0.16 0.0545 -0.03 0.01 0.00/0.75 0.05 22.00 — — — — — — — — —
Greeks Profile 2026-09-18 · 17d · σ = 36.0%
Greek Δ Delta Γ Gamma Θ Theta V Vega
-0.08 0.21 0.50 0.79 1.08 $11 $14 $16 $18 $21 spot $16.02 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).