IV Skew
-16.8%
25Δ put − call
Expiry 9/1819d 10/1647d 1/15138d 3/19201d 4/16229d 6/17291d 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 13 10 518.8% 0.98 0.0038 -0.02 0.00 9.80/11.30 11.55 2.50 — — — — — — — — — 1 — 290.6% 0.96 0.0101 -0.02 0.00 7.20/8.80 7.69 5.00 0.05 0.00/0.45 0.00 -0.02 0.0104 -0.04 300.0% 3 22 1 2 50.0% 1.00 0.0000 -0.00 0.00 5.90/7.70 6.88 6.00 0.12 0.00/0.20 0.00 -0.01 0.0118 -0.03 204.7% 1 40 257 1 223.4% 0.90 0.0260 -0.03 0.00 4.70/5.70 6.40 7.50 0.04 0.00/0.05 0.00 -0.00 0.0118 -0.02 117.2% 4 703 190 20 164.5% 0.87 0.0437 -0.03 0.01 3.70/4.70 4.56 9.00 0.05 0.00/0.10 0.00 -0.01 0.0298 -0.04 92.2% 13 542 478 3 91.8% 0.90 0.0644 -0.01 0.01 2.80/3.10 3.10 10.00 0.10 0.05/0.15 0.00 -0.01 0.0601 -0.08 81.6% 30 643 843 201 84.8% 0.81 0.1082 -0.02 0.01 1.95/2.25 2.17 11.00 0.27 0.25/0.30 0.01 -0.02 0.1097 -0.18 81.6% 219 903 5.5k 229 90.6% 0.59 0.1468 -0.03 0.01 1.15/1.30 1.19 12.50 0.86 0.80/0.90 0.01 -0.02 0.1580 -0.41 84.2% 160 3.4k 3.0k 321 101.0% 0.40 0.1307 -0.03 0.01 0.60/0.90 0.62 14.00 1.80 1.75/1.90 0.01 -0.03 0.1440 -0.63 90.0% 280 1.0k 7.3k 799 94.5% 0.27 0.1195 -0.02 0.01 0.40/0.45 0.42 15.00 2.50 2.30/2.75 0.01 -0.02 0.1254 -0.76 84.2% 4 570 8.2k 394 96.5% 0.19 0.0950 -0.02 0.01 0.25/0.30 0.28 16.00 2.99 3.00/3.70 0.01 -0.01 0.0912 -0.87 79.7% 1 3 5.0k 137 112.5% 0.14 0.0677 -0.02 0.01 0.10/0.35 0.15 17.50 3.60 4.30/5.10 0.01 -0.03 0.0703 -0.80 135.2% 1 40 457 82 108.2% 0.07 0.0430 -0.01 0.00 0.05/0.15 0.10 19.00 — — — — — — — — — 3.1k 103 111.7% 0.05 0.0332 -0.01 0.00 0.05/0.10 0.08 20.00 6.70 7.00/7.40 0.00 0.00 0.0002 -1.00 50.0% 2 2
Greeks Profile 2026-09-18 · 19d · σ = 87.4%
Greek Δ Delta Γ Gamma Θ Theta V Vega
0.05 0.29 0.54 0.79 1.04 $9 $11 $13 $15 $17 spot $12.80 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).