IV Skew
11.2%
25Δ put − call
Expiry 9/1817d 12/18108d 3/19199d
CALLS Strike PUTS OI Vol IV Δ Γ Θ V Bid/Ask Last Strike Last Bid/Ask V Θ Γ Δ IV Vol OI — — — — — — — — — 2.50 0.03 0.00/0.05 0.00 -0.00 0.0004 -0.00 412.5% 1 — — — — — — — — — — 5.00 0.15 0.00/1.45 0.00 -0.06 0.0031 -0.04 553.5% — 1 — — — — — — — — — 7.50 0.15 0.00/4.80 0.01 -0.13 0.0047 -0.08 664.1% 1 2 — — — — — — — — — 10.00 0.20 0.00/1.75 0.01 -0.06 0.0100 -0.08 327.5% — 1 5 4 94.9% 0.96 0.0199 -0.01 0.00 3.70/8.50 7.29 15.00 — — — — — — — — — 1 1 83.2% 0.87 0.0567 -0.03 0.01 1.65/6.00 3.84 17.50 0.25 0.00/1.45 0.01 -0.04 0.0525 -0.19 115.2% 5 4 55 1 33.6% 0.77 0.1995 -0.02 0.01 0.95/1.25 1.33 20.00 0.55 0.00/0.80 0.02 -0.03 0.1212 -0.33 66.3% 1 11 142 2 55.1% 0.31 0.1408 -0.03 0.02 0.00/0.50 0.10 22.50 0.90 1.25/2.20 0.02 -0.03 0.1223 -0.65 66.6% 1 34 125 1 46.5% 0.05 0.0472 -0.01 0.00 0.00/0.05 0.34 25.00 — — — — — — — — — 52 50 157.2% 0.19 0.0382 -0.06 0.01 0.00/1.50 0.05 30.00 6.54 6.50/8.30 — 0.00 — -1.00 0.0% — 10 — 1 50.0% 0.00 0.0000 -0.00 0.00 0.00/0.00 0.95 35.00 — — — — — — — — —
Greeks Profile 2026-09-18 · 17d · σ = 50.0%
Greek Δ Delta Γ Gamma Θ Theta V Vega
-0.07 0.22 0.50 0.79 1.08 $15 $18 $21 $24 $27 spot $21.00 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).