IV Skew
-3.8%
25Δ put − call
Expiry 9/1818d 10/1646d 11/2081d 1/15137d 2/19172d 1/21508d
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 0.35 0.00/0.75 0.01 -0.03 0.0415 -0.12 135.9% — 2 1 — 129.9% 0.82 0.0556 -0.04 0.01 2.90/4.70 2.10 13.00 — — — — — — — — — — — — — — — — — — 14.00 0.18 0.00/0.40 0.01 -0.01 0.0915 -0.14 66.8% 1 757 31 4 86.8% 0.70 0.1113 -0.03 0.01 1.20/2.70 1.45 15.00 0.50 0.20/0.45 0.01 -0.02 0.1525 -0.24 56.1% 1 1.0k 30 6 69.9% 0.57 0.1554 -0.03 0.01 0.85/1.45 1.19 16.00 0.75 0.30/1.40 0.01 -0.02 0.1651 -0.42 65.8% 1 22 248 142 59.9% 0.40 0.1786 -0.02 0.01 0.45/0.70 0.82 17.00 1.35 1.15/1.85 0.01 -0.03 0.1522 -0.58 71.3% 4 7 160 4 73.7% 0.30 0.1302 -0.03 0.01 0.00/0.95 0.34 18.00 — — — — — — — — — 51 11 82.6% 0.23 0.1009 -0.03 0.01 0.00/0.75 0.20 19.00 — — — — — — — — — 28 1 97.5% 0.20 0.0795 -0.03 0.01 0.00/0.75 0.15 20.00 — — — — — — — — — — — — — — — — — — 22.00 5.80 4.90/6.30 0.01 -0.04 0.0568 -0.79 139.3% 2 1 — — — — — — — — — 23.00 6.80 5.70/7.20 0.01 -0.03 0.0501 -0.83 141.2% 2 1 — — — — — — — — — 24.00 8.37 6.90/8.20 0.01 -0.03 0.0449 -0.84 152.0% 1 1 — — — — — — — — — 25.00 8.80 7.70/9.20 0.01 -0.04 0.0408 -0.85 161.7% 2 1 — — — — — — — — — 30.00 13.80 12.20/14.50 0.01 -0.06 0.0311 -0.82 236.5% 2 —
Greeks Profile 2026-09-18 · 18d · σ = 67.9%
Greek Δ Delta Γ Gamma Θ Theta V Vega
-0.03 0.25 0.52 0.79 1.07 $11 $14 $16 $19 $21 spot $16.24 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).