IV Skew
37.1%
25Δ put − call
Expiry 9/1818d 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 21 11 657.0% 0.95 0.0075 -0.04 0.00 6.20/9.10 7.08 2.50 — — — — — — — — — 14 9 350.4% 0.89 0.0259 -0.04 0.00 3.70/6.60 4.57 5.00 0.05 0.00/0.05 0.00 -0.00 0.0125 -0.01 143.8% 160 160 41 3 116.0% 0.85 0.0944 -0.02 0.00 1.90/2.55 1.98 7.50 0.05 0.00/0.05 0.00 -0.00 0.0599 -0.03 60.9% — 76 514 1 23.8% 0.17 0.5109 -0.00 0.01 0.00/0.05 0.05 10.00 — — — — — — — — — 4 — 225.4% 0.38 0.0804 -0.05 0.01 0.00/2.15 0.04 12.50 — — — — — — — — — — — — — — — — — — 15.00 5.62 4.10/7.70 0.01 -0.03 0.0680 -0.82 185.4% 2 —
Greeks Profile 2026-09-18 · 18d · σ = 42.4%
Greek Δ Delta Γ Gamma Θ Theta V Vega
-0.08 0.21 0.50 0.79 1.08 $7 $8 $9 $11 $12 spot $9.48 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).