IV Skew
-6.5%
25Δ put − call
Expiry 9/1819d 10/1647d 11/2082d 12/18110d 1/15138d 4/16229d 12/17474d 1/21509d
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 1 198.4% 0.90 0.0192 -0.04 0.01 6.90/8.10 8.56 12.00 0.05 0.00/0.50 0.01 -0.02 0.0171 -0.06 154.9% — 1 9 2 81.3% 0.99 0.0078 -0.00 0.00 6.00/7.10 6.25 13.00 0.25 0.00/0.45 0.01 -0.02 0.0215 -0.06 130.5% 1 3 65 1 84.4% 0.97 0.0196 -0.01 0.00 5.00/6.20 6.49 14.00 0.10 0.00/0.45 0.01 -0.02 0.0283 -0.07 111.5% 12 90 22 1 69.5% 0.96 0.0275 -0.01 0.00 4.00/5.20 4.95 15.00 0.10 0.00/0.20 0.00 -0.01 0.0313 -0.05 75.4% 21 661 21 11 63.5% 0.93 0.0482 -0.01 0.01 3.20/4.10 3.90 16.00 0.21 0.10/0.25 0.01 -0.01 0.0521 -0.09 70.5% 54 309 232 16 65.4% 0.85 0.0814 -0.02 0.01 2.55/3.10 3.24 17.00 0.40 0.25/0.40 0.01 -0.02 0.0809 -0.16 68.0% 5 255 45 7 67.4% 0.73 0.1094 -0.03 0.01 1.90/2.35 2.10 18.00 0.60 0.40/0.65 0.01 -0.02 0.1146 -0.26 63.0% 6 460 546 5 67.5% 0.61 0.1279 -0.03 0.02 1.35/1.70 1.55 19.00 0.95 0.70/1.05 0.02 -0.03 0.1413 -0.39 60.8% 14 681 6.1k 22 67.3% 0.47 0.1328 -0.03 0.02 0.85/1.25 1.00 20.00 1.46 1.35/1.80 0.02 -0.03 0.1273 -0.52 70.2% 6 578 1.2k 9 67.4% 0.35 0.1236 -0.03 0.02 0.55/0.85 0.74 21.00 2.20 1.80/2.45 0.02 -0.03 0.1274 -0.66 64.8% 12 108 552 103 70.7% 0.26 0.1030 -0.03 0.01 0.35/0.65 0.45 22.00 2.99 2.50/3.30 0.01 -0.02 0.1061 -0.76 66.1% 4 156 985 5 65.0% 0.16 0.0825 -0.02 0.01 0.20/0.30 0.30 23.00 3.67 3.30/4.10 0.01 -0.01 0.0820 -0.85 63.3% 10 592 310 3 70.7% 0.12 0.0629 -0.02 0.01 0.15/0.25 0.20 24.00 4.75 4.40/5.10 0.01 -0.02 0.0658 -0.85 78.3% 1 31 520 146 77.3% 0.10 0.0499 -0.02 0.01 0.10/0.25 0.18 25.00 5.67 5.30/6.00 0.01 -0.01 0.0503 -0.90 78.1% 4 43 274 2 75.8% 0.06 0.0353 -0.01 0.01 0.00/0.20 0.07 26.00 6.50 6.20/7.00 0.01 -0.01 0.0384 -0.93 80.1% 3 42 163 2 100.0% 0.10 0.0387 -0.02 0.01 0.00/0.45 0.09 27.00 5.75 7.00/8.10 0.00 -0.01 0.0275 -0.95 79.7% 3 15
Greeks Profile 2026-09-18 · 19d · σ = 68.8%
Greek Δ Delta Γ Gamma Θ Theta V Vega
-0.02 0.25 0.52 0.79 1.07 $14 $17 $20 $22 $25 spot $19.53 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).