IV Skew
-2.4%
25Δ put − call
Expiry 9/1817d 10/1645d 1/15136d 4/16227d 12/17472d
CALLS Strike PUTS OI Vol IV Δ Γ Θ V Bid/Ask Last Strike Last Bid/Ask V Θ Γ Δ IV Vol OI 3 — 640.6% 0.98 0.0018 -0.03 0.00 14.00/16.90 14.61 2.50 — — — — — — — — — 3 1 237.9% 0.91 0.0174 -0.04 0.01 6.90/9.40 9.80 10.00 — — — — — — — — — 2 4 244.9% 0.82 0.0282 -0.07 0.01 5.20/7.70 7.04 12.50 — — — — — — — — — 194 3 85.5% 0.83 0.0765 -0.03 0.01 2.75/3.20 2.80 15.00 0.35 0.00/0.50 0.01 -0.02 0.0777 -0.14 74.0% 1 281 153 23 79.5% 0.55 0.1309 -0.04 0.02 1.20/1.45 1.30 17.50 1.23 1.05/1.30 0.02 -0.03 0.1350 -0.45 77.1% 28 2.5k 454 28 77.0% 0.25 0.1089 -0.03 0.01 0.35/0.55 0.40 20.00 2.36 2.30/3.40 0.01 -0.03 0.1084 -0.75 77.7% 1 1.1k 1.5k 100 76.4% 0.08 0.0522 -0.01 0.01 0.05/0.20 0.14 22.50 4.50 4.40/5.60 0.01 -0.01 0.0504 -0.92 74.2% 20 20 362 8 99.2% 0.06 0.0333 -0.01 0.00 0.05/0.20 0.15 25.00 5.25 6.70/8.10 0.00 0.00 0.0092 -0.99 65.6% — 1 12 — 239.7% 0.22 0.0326 -0.08 0.01 0.00/2.15 0.30 30.00 10.90 11.90/13.40 0.01 -0.02 0.0257 -0.92 159.0% — 1
Greeks Profile 2026-09-18 · 17d · σ = 78.3%
Greek Δ Delta Γ Gamma Θ Theta V Vega
-0.00 0.26 0.53 0.79 1.06 $12 $15 $18 $20 $23 spot $17.61 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).