IV Skew
-14.4%
25Δ put − call
Expiry 9/1820d 10/1648d 11/2083d 1/15139d 2/19174d 1/21510d
CALLS Strike PUTS OI Vol IV Δ Γ Θ V Bid/Ask Last Strike Last Bid/Ask V Θ Γ Δ IV Vol OI — — — — — — — — — 12.00 0.05 0.00/0.60 0.01 -0.02 0.0510 -0.12 109.6% — 1 6 6 116.0% 0.79 0.0677 -0.03 0.01 2.00/3.20 2.85 13.00 0.65 0.00/0.75 0.01 -0.02 0.0744 -0.17 93.4% 1 4 — — — — — — — — — 14.00 0.25 0.00/0.20 0.01 -0.01 0.1319 -0.17 52.1% 43 48 42 1 66.8% 0.63 0.1544 -0.02 0.01 0.55/1.30 1.25 15.00 0.30 0.20/0.40 0.01 -0.01 0.2218 -0.33 44.6% 2 46 58 3 59.0% 0.46 0.1844 -0.02 0.01 0.20/0.70 0.35 16.00 0.72 0.45/1.20 0.01 -0.02 0.1676 -0.53 65.0% — 7 126 12 52.5% 0.27 0.1714 -0.02 0.01 0.00/0.30 0.16 17.00 1.45 1.20/2.00 0.01 -0.02 0.1356 -0.65 74.6% 1 6 11 2 54.5% 0.15 0.1164 -0.01 0.01 0.00/0.30 0.15 18.00 2.00 2.05/3.20 0.01 -0.01 0.1176 -0.82 61.5% 9 — 39 2 91.3% 0.21 0.0864 -0.02 0.01 0.00/0.75 0.12 19.00 — — — — — — — — — 81 2 67.2% 0.07 0.0537 -0.01 0.00 0.00/0.15 0.06 20.00 4.40 3.90/5.10 0.01 -0.01 0.0566 -0.92 69.9% 4 1 20 10 117.2% 0.17 0.0600 -0.03 0.01 0.00/0.75 0.20 21.00 — — — — — — — — — 20 2 100.0% 0.09 0.0443 -0.01 0.01 0.00/0.30 0.39 22.00 — — — — — — — — — 676 10 87.5% 0.04 0.0254 -0.01 0.00 0.00/0.10 0.05 23.00 — — — — — — — — —
Greeks Profile 2026-09-18 · 20d · σ = 62.0%
Greek Δ Delta Γ Gamma Θ Theta V Vega
-0.03 0.24 0.52 0.79 1.07 $11 $13 $16 $18 $20 spot $15.59 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).