IV Skew
-8.6%
25Δ put − call
Expiry 9/1819d 10/1647d 11/2082d 2/19173d
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 0.05 0.00/0.05 0.00 -0.00 0.0016 -0.01 331.3% 1 — — — — — — — — — — 10.00 0.25 0.00/0.75 0.01 -0.02 0.0637 -0.15 127.3% 2 1 — — — — — — — — — 12.50 0.45 0.20/1.35 0.01 -0.02 0.1657 -0.40 79.5% 2 18 20 11 88.1% 0.26 0.1244 -0.02 0.01 0.00/0.75 0.18 15.00 3.10 2.00/3.20 0.01 -0.02 0.1196 -0.72 95.7% — 30 4 — 131.1% 0.19 0.0708 -0.03 0.01 0.00/0.75 0.33 17.50 3.95 4.30/5.40 0.01 -0.02 0.0672 -0.87 107.8% — 2 — — — — — — — — — 20.00 7.50 6.70/8.10 0.01 -0.02 0.0479 -0.88 146.1% 1 —
Greeks Profile 2026-09-18 · 19d · σ = 83.8%
Greek Δ Delta Γ Gamma Θ Theta V Vega
0.03 0.29 0.54 0.79 1.05 $9 $11 $13 $15 $17 spot $12.85 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).