IV Skew
-10.7%
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 1 2 1250.8% 0.98 0.0008 -0.06 0.00 14.10/18.00 12.91 2.50 0.15 0.00/0.05 0.00 -0.00 0.0005 -0.00 375.0% — 1 1 — 737.9% 0.95 0.0033 -0.09 0.00 11.60/15.60 10.30 5.00 0.15 0.00/0.75 0.00 -0.03 0.0039 -0.03 414.1% 1 1 3 — 0.0% 1.00 — -0.00 — 6.00/8.00 6.20 7.50 0.15 0.00/0.75 0.00 -0.03 0.0074 -0.04 296.5% 1 11 1.0k 1 109.4% 1.00 0.0025 -0.00 0.00 8.60/9.00 9.35 10.00 0.30 0.00/0.75 0.01 -0.03 0.0133 -0.06 216.0% 2 606 7 2 216.2% 0.86 0.0241 -0.06 0.01 6.40/8.10 5.48 12.50 0.35 0.00/0.75 0.01 -0.03 0.0245 -0.09 153.1% 4 27 865 1 59.8% 0.96 0.0344 -0.01 0.00 3.70/4.00 3.89 15.00 0.10 0.00/0.30 0.01 -0.01 0.0455 -0.08 74.8% 2 490 3.0k 12 45.7% 0.78 0.1529 -0.02 0.01 1.40/1.60 1.45 17.50 0.40 0.10/0.35 0.01 -0.02 0.1479 -0.24 48.6% 3 25 546 51 59.4% 0.35 0.1461 -0.03 0.02 0.15/0.60 0.20 20.00 1.05 0.15/2.10 0.02 -0.03 0.1180 -0.60 76.3% 3 5 89 1 57.2% 0.10 0.0701 -0.01 0.01 0.00/0.25 0.10 22.50 — — — — — — — — — 12 1 120.1% 0.19 0.0518 -0.04 0.01 0.00/1.05 0.05 25.00 — — — — — — — — — — — — — — — — — — 35.00 19.93 15.80/18.40 0.01 -0.06 0.0265 -0.82 229.5% — —
Greeks Profile 2026-09-18 · 19d · σ = 67.8%
Greek Δ Delta Γ Gamma Θ Theta V Vega
-0.02 0.25 0.52 0.79 1.07 $13 $16 $19 $22 $24 spot $18.79 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).