IV Skew
1.6%
25Δ put − call
Expiry 9/1818d 10/1646d 12/18109d 3/19200d
CALLS Strike PUTS OI Vol IV Δ Γ Θ V Bid/Ask Last Strike Last Bid/Ask V Θ Γ Δ IV Vol OI 5 2 0.0% 1.00 — -0.00 — 0.00/0.00 2.83 7.50 — — — — — — — — — 138 7 0.0% 1.00 — -0.00 — 0.00/0.00 0.65 10.00 0.40 0.00/0.00 0.00 -0.00 0.0086 -0.00 1.6% 1 2 261 2 25.0% 0.00 0.0006 -0.00 0.00 0.00/0.00 0.10 12.50 2.00 0.00/0.00 — 0.00 — -1.00 0.0% 1 16 226 2 50.0% 0.00 0.0008 -0.00 0.00 0.00/0.00 0.05 15.00 3.59 0.00/0.00 — 0.00 — -1.00 0.0% 1 13 3.4k 10 50.0% 0.00 0.0000 -0.00 0.00 0.00/0.00 0.03 17.50 4.50 4.60/5.90 — 0.00 — -1.00 0.0% 9 — 1 — 196.5% 0.09 0.0368 -0.02 0.00 0.00/0.35 0.10 20.00 — — — — — — — — — 11 2 220.3% 0.08 0.0309 -0.02 0.00 0.00/0.35 0.05 22.50 10.90 7.60/9.40 — 0.00 — -1.00 0.0% — —
Greeks Profile 2026-09-18 · 18d · σ = 0.8%
Greek Δ Delta Γ Gamma Θ Theta V Vega
-0.08 0.21 0.50 0.79 1.08 $7 $9 $10 $12 $13 spot $10.11 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).