IV Skew
25.2%
25Δ put − call
Expiry 9/1819d 10/1647d 12/18110d 3/19201d
CALLS Strike PUTS OI Vol IV Δ Γ Θ V Bid/Ask Last Strike Last Bid/Ask V Θ Γ Δ IV Vol OI — — — — — — — — — 7.50 0.10 0.00/0.95 0.00 -0.04 0.0033 -0.03 387.9% 1 6 19 1 398.4% 0.93 0.0056 -0.08 0.01 15.00/18.60 11.50 10.00 0.30 0.00/0.75 0.00 -0.04 0.0050 -0.04 286.7% 14 130 12 10 167.2% 0.98 0.0047 -0.01 0.00 11.30/15.20 12.10 12.50 0.05 0.00/1.35 0.01 -0.05 0.0084 -0.07 267.4% 4 43 48 3 227.7% 0.90 0.0129 -0.06 0.01 10.00/13.00 10.09 15.00 0.05 0.00/0.05 0.00 -0.00 0.0040 -0.01 105.5% 30 312 768 1 83.6% 0.98 0.0087 -0.01 0.00 8.00/8.40 8.90 17.50 0.04 0.00/0.05 0.00 -0.00 0.0069 -0.01 78.1% 50 556 594 12 68.0% 0.96 0.0237 -0.01 0.01 4.20/7.30 5.31 20.00 0.10 0.05/0.25 0.01 -0.01 0.0276 -0.06 76.4% 51 633 612 1 80.1% 0.79 0.0606 -0.04 0.02 2.25/3.80 4.59 22.50 0.75 0.00/0.90 0.02 -0.03 0.0642 -0.18 68.8% 2 30 137 1 57.9% 0.61 0.1131 -0.04 0.02 1.50/1.95 1.35 25.00 1.05 0.95/2.35 0.02 -0.05 0.0796 -0.40 83.1% 3 17 379 7 62.8% 0.16 0.0656 -0.02 0.01 0.15/0.45 0.25 30.00 15.74 10.20/12.50 0.02 -0.21 0.0186 -0.41 357.7% 3 2 21 — 99.9% 0.11 0.0317 -0.03 0.01 0.00/0.60 1.00 35.00 20.40 0.00/0.00 — 0.00 — -1.00 0.0% — — 67 67 120.9% 0.07 0.0193 -0.03 0.01 0.00/0.45 0.53 40.00 — — — — — — — — —
Greeks Profile 2026-09-18 · 19d · σ = 70.5%
Greek Δ Delta Γ Gamma Θ Theta V Vega
-0.01 0.26 0.53 0.79 1.06 $18 $22 $26 $30 $33 spot $25.66 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).