IV Skew
-1.2%
25Δ put − call
Expiry 9/1817d 10/1645d 1/15136d 4/16227d
CALLS Strike PUTS OI Vol IV Δ Γ Θ V Bid/Ask Last Strike Last Bid/Ask V Θ Γ Δ IV Vol OI — 25 649.2% 0.97 0.0041 -0.04 0.00 9.50/11.40 10.27 2.50 0.05 0.00/0.40 0.00 -0.02 0.0038 -0.02 496.9% 1 — — 37 381.3% 0.94 0.0122 -0.04 0.00 6.30/9.60 7.77 5.00 0.05 0.00/1.10 0.00 -0.04 0.0122 -0.07 396.9% 4 2 — 1 248.0% 0.89 0.0284 -0.04 0.01 4.00/7.00 5.40 7.50 0.15 0.00/0.10 0.00 -0.01 0.0167 -0.02 129.7% — 1 2 1 184.8% 0.78 0.0603 -0.04 0.01 2.10/4.60 2.90 10.00 0.25 0.00/0.75 0.01 -0.02 0.0757 -0.16 121.5% 1 3 133 23 61.1% 0.52 0.2423 -0.02 0.01 0.25/1.10 0.85 12.50 0.93 0.25/1.15 0.01 -0.02 0.2470 -0.48 60.0% 16 179 800 1 86.3% 0.19 0.1155 -0.02 0.01 0.00/0.50 0.20 15.00 2.00 2.00/3.10 0.01 -0.03 0.1042 -0.72 120.7% 7 42 135 6 143.9% 0.18 0.0668 -0.03 0.01 0.00/0.75 0.05 17.50 2.10 4.40/6.50 0.01 -0.03 0.0670 -0.81 148.4% 1 25 7 1 177.1% 0.15 0.0487 -0.03 0.01 0.00/0.75 0.79 20.00 — — — — — — — — — 1 1 218.8% 0.16 0.0407 -0.04 0.01 0.00/0.95 0.51 22.50 — — — — — — — — —
Greeks Profile 2026-09-18 · 17d · σ = 60.5%
Greek Δ Delta Γ Gamma Θ Theta V Vega
-0.05 0.23 0.51 0.79 1.08 $9 $11 $12 $14 $16 spot $12.46 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).