IV Skew
-1.6%
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 — — 0.0% 1.00 — -0.00 — 0.00/0.00 11.50 2.50 — — — — — — — — — 4 4 201.0% 0.87 0.0323 -0.04 0.01 4.10/6.80 4.30 10.00 — — — — — — — — — — 5 0.0% 1.00 — -0.00 — 0.00/0.00 2.24 12.50 0.20 0.00/0.00 0.00 -0.00 0.0031 -0.00 25.0% 2 — — 2 1.6% 0.02 0.9267 -0.00 0.00 0.00/0.00 0.65 15.00 1.90 0.00/0.00 — 0.00 — -1.00 0.0% — — — 1 25.0% 0.00 0.0077 -0.00 0.00 0.00/0.00 0.05 17.50 — — — — — — — — —
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 $10 $13 $15 $17 $19 spot $14.86 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).