IV Skew
0.0%
25Δ put − call
Expiry 9/1818d 10/1646d 12/18109d 1/15137d 3/19200d 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 — — — — — — — — — 2.00 0.10 0.00/0.75 0.00 -0.03 0.0047 -0.03 646.9% 1 1 — 5 0.0% 1.00 — -0.00 — 0.00/0.00 4.90 3.00 — — — — — — — — — 35 35 372.7% 0.94 0.0136 -0.03 0.00 2.60/6.70 6.38 4.00 — — — — — — — — — — 1 0.0% 1.00 — -0.00 — 0.00/0.00 5.81 5.00 0.05 0.00/0.00 0.00 -0.00 0.0000 -0.00 50.0% 10 — — 1 0.0% 1.00 — -0.00 — 0.00/0.00 4.89 6.00 0.10 0.00/0.00 0.00 -0.00 0.0000 -0.00 50.0% 2 — — 5 0.0% 1.00 — -0.00 — 0.00/0.00 3.54 7.00 0.04 0.00/0.00 0.00 -0.00 0.0005 -0.00 50.0% 4 — — 5 0.0% 1.00 — -0.00 — 0.00/0.00 2.74 8.00 0.05 0.00/0.00 0.00 -0.00 0.0000 -0.00 25.0% 10 — — 10 0.0% 1.00 — -0.00 — 0.00/0.00 2.50 9.00 0.10 0.00/0.00 0.00 -0.00 0.0000 -0.00 12.5% 42 — — 20 0.0% 1.00 — -0.00 — 0.00/0.00 0.84 10.00 0.35 0.00/0.00 0.00 -0.00 0.0697 -0.00 6.3% 1 — — 202 6.3% 0.00 0.0005 -0.00 0.00 0.00/0.00 0.39 11.00 0.76 0.00/0.00 — 0.00 — -1.00 0.0% 1 — — 1 12.5% 0.00 0.0000 -0.00 0.00 0.00/0.00 0.15 12.00 1.51 0.00/0.00 — 0.00 — -1.00 0.0% 1 — — 17 25.0% 0.00 0.0002 -0.00 0.00 0.00/0.00 0.09 13.00 3.79 0.00/0.00 — 0.00 — -1.00 0.0% — — — 21 25.0% 0.00 0.0000 -0.00 0.00 0.00/0.00 0.10 14.00 3.44 0.00/0.00 — 0.00 — -1.00 0.0% — — — 2 50.0% 0.00 0.0017 -0.00 0.00 0.00/0.00 0.19 15.00 4.25 0.00/0.00 — 0.00 — -1.00 0.0% 2 — — 10 50.0% 0.00 0.0002 -0.00 0.00 0.00/0.00 0.05 16.00 — — — — — — — — — — 11 50.0% 0.00 0.0000 -0.00 0.00 0.00/0.00 0.21 17.00 9.60 0.00/0.00 — 0.00 — -1.00 0.0% 20 — — 1 50.0% 0.00 0.0000 -0.00 0.00 0.00/0.00 0.07 18.00 — — — — — — — — — — — — — — — — — — 19.00 7.60 0.00/0.00 — 0.00 — -1.00 0.0% — — — — — — — — — — — 20.00 8.59 0.00/0.00 — 0.00 — -1.00 0.0% — —
Greeks Profile 2026-09-18 · 18d · σ = 3.1%
Greek Δ Delta Γ Gamma Θ Theta V Vega
-0.08 0.21 0.50 0.79 1.08 $7 $9 $10 $12 $13 spot $10.36 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).