IV Skew
0.0%
25Δ put − call
Expiry 9/1818d 10/1646d 11/2081d 1/15137d 4/16228d 1/21508d
CALLS Strike PUTS OI Vol IV Δ Γ Θ V Bid/Ask Last Strike Last Bid/Ask V Θ Γ Δ IV Vol OI — — 0.0% 1.00 — -0.00 — 0.00/0.00 6.35 5.00 — — — — — — — — — — 1 0.0% 1.00 — -0.00 — 0.00/0.00 1.34 10.00 0.05 0.00/0.00 0.00 -0.00 0.0001 -0.00 12.5% 5 — — 1 12.5% 0.00 0.0024 -0.00 0.00 0.00/0.00 0.10 12.50 1.15 0.00/0.00 — 0.00 — -1.00 0.0% 100 — — — — — — — — — — 15.00 4.20 2.35/4.90 0.01 -0.06 0.0672 -0.62 225.2% — —
Greeks Profile 2026-09-18 · 18d · σ = 6.3%
Greek Δ Delta Γ Gamma Θ Theta V Vega
-0.08 0.21 0.50 0.79 1.08 $8 $10 $11 $13 $15 spot $11.30 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).