IV Skew
22.7%
25Δ put − call
Expiry 9/1818d 10/1646d 12/18109d 1/15137d 3/19200d 4/16228d 12/17473d 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 64 20 371.1% 0.97 0.0056 -0.02 0.00 8.30/11.60 9.30 4.00 0.08 0.00/0.05 0.00 -0.00 0.0024 -0.01 253.1% 1 62 5 1 417.2% 0.94 0.0093 -0.04 0.00 7.70/10.90 8.70 5.00 0.03 0.00/0.05 0.00 -0.00 0.0035 -0.01 210.9% 1 1.1k 167 50 619.5% 0.90 0.0091 -0.09 0.01 5.50/9.70 7.90 6.00 0.02 0.00/0.05 0.00 -0.00 0.0049 -0.01 175.0% 1 1.0k 1.5k 1.2k 308.2% 0.89 0.0198 -0.05 0.01 5.20/7.00 6.20 7.50 0.04 0.00/0.05 0.00 -0.00 0.0085 -0.01 132.8% 2 1.3k 579 10 231.8% 0.86 0.0312 -0.04 0.01 4.00/6.90 4.70 9.00 0.05 0.00/0.05 0.00 -0.00 0.0151 -0.02 96.9% 5 51 686 100 176.2% 0.85 0.0442 -0.04 0.01 2.75/5.90 3.70 10.00 0.05 0.00/0.00 0.00 -0.00 0.0000 -0.00 25.0% 5 — 284 10 99.8% 0.87 0.0690 -0.02 0.01 1.45/3.00 2.60 11.00 0.10 0.00/0.00 0.00 -0.00 0.0001 -0.00 25.0% 5 — 285 40 58.4% 0.79 0.1594 -0.02 0.01 1.15/1.50 1.22 12.50 0.02 0.00/0.05 0.00 -0.00 0.1553 -0.09 33.6% 9 513 14k 6 10.9% 0.27 0.9919 -0.00 0.01 0.00/0.05 0.03 14.00 1.41 0.00/2.75 0.01 -0.03 0.1315 -0.48 99.2% — 2 — 2 12.5% 0.00 0.0111 -0.00 0.00 0.00/0.00 0.05 15.00 6.13 4.80/6.50 0.01 -0.13 0.0311 -0.37 395.7% — — 1.2k 6 57.0% 0.03 0.0439 -0.00 0.00 0.00/0.05 0.04 17.50 — — — — — — — — — 119 10 81.3% 0.02 0.0231 -0.00 0.00 0.00/0.05 0.05 20.00 6.00 5.20/8.40 0.01 -0.04 0.0560 -0.79 169.3% 2 1
Greeks Profile 2026-09-18 · 18d · σ = 55.1%
Greek Δ Delta Γ Gamma Θ Theta V Vega
-0.06 0.23 0.51 0.79 1.08 $10 $12 $14 $16 $18 spot $13.76 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).