IV Skew
-13.5%
25Δ put − call
Expiry 9/1819d 10/1647d 12/18110d 1/15138d 3/19201d
CALLS Strike PUTS OI Vol IV Δ Γ Θ V Bid/Ask Last Strike Last Bid/Ask V Θ Γ Δ IV Vol OI 7 4 0.0% 1.00 — -0.00 — 0.00/0.00 1.00 3.00 0.11 0.00/0.40 0.00 -0.02 0.0024 -0.02 480.5% 3 1 850 10 0.0% 1.00 — -0.00 — 0.00/0.00 0.51 4.00 0.35 0.00/0.00 0.00 -0.00 0.0000 — 50.0% 10 136 991 4 582.0% 0.94 0.0054 -0.07 0.00 10.70/14.50 0.11 5.00 1.27 0.00/2.35 0.00 -0.07 0.0053 -0.06 591.8% — 1 101 4 500.4% 0.93 0.0073 -0.07 0.01 9.70/13.50 0.10 6.00 — — — — — — — — — 10 10 442.6% 0.91 0.0096 -0.07 0.01 9.00/12.30 0.05 7.00 — — — — — — — — — 5 — 0.0% 1.00 — -0.00 — 0.00/0.75 0.07 9.00 — — — — — — — — — — — — — — — — — — 13.00 0.39 0.00/0.75 0.01 -0.02 0.0539 -0.14 111.3% — 1 2 1 95.1% 0.71 0.0959 -0.03 0.01 1.05/2.25 1.55 15.00 0.20 0.00/0.25 0.01 -0.01 0.1395 -0.20 52.7% 22 83 20 3 52.3% 0.63 0.1926 -0.02 0.01 0.65/1.45 0.85 16.00 0.52 0.15/0.50 0.01 -0.02 0.2133 -0.36 46.9% 1 11 40 3 60.4% 0.44 0.1741 -0.02 0.01 0.05/0.70 0.25 17.00 — — — — — — — — — 39 1 40.2% 0.19 0.1766 -0.01 0.01 0.05/0.15 0.10 18.00 — — — — — — — — — 88 1 54.7% 0.14 0.1102 -0.01 0.01 0.00/0.15 0.15 19.00 — — — — — — — — — 925 1 51.6% 0.06 0.0599 -0.01 0.00 0.00/0.05 0.03 20.00 — — — — — — — — — 11 — 113.1% 0.21 0.0680 -0.03 0.01 0.00/0.95 0.45 21.00 — — — — — — — — —
Greeks Profile 2026-09-18 · 19d · σ = 49.6%
Greek Δ Delta Γ Gamma Θ Theta V Vega
-0.07 0.22 0.51 0.79 1.08 $12 $14 $16 $19 $21 spot $16.47 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).