IV Skew
-4.3%
25Δ put − call
Expiry 9/1817d 10/1645d 11/2080d 12/18108d 1/15136d 2/19171d 1/21507d
CALLS Strike PUTS OI Vol IV Δ Γ Θ V Bid/Ask Last Strike Last Bid/Ask V Θ Γ Δ IV Vol OI — — — — — — — — — 10.00 0.34 0.00/0.65 0.00 -0.03 0.0139 -0.06 213.3% 7 17 240 1 136.7% 0.97 0.0121 -0.01 0.00 7.20/7.80 7.00 11.00 — — — — — — — — — 66 26 147.7% 0.93 0.0218 -0.02 0.01 6.20/7.10 5.00 12.00 0.15 0.00/0.65 0.01 -0.03 0.0230 -0.08 160.9% 29 67 396 12 125.6% 0.92 0.0289 -0.02 0.01 5.00/6.30 5.75 13.00 0.05 0.00/0.55 0.01 -0.02 0.0296 -0.08 130.9% 10 214 364 127 68.4% 0.97 0.0222 -0.01 0.00 4.20/4.70 5.34 14.00 0.25 0.00/0.65 0.01 -0.02 0.0407 -0.11 115.4% 5 7 393 2 64.5% 0.94 0.0463 -0.01 0.00 3.00/4.00 4.52 15.00 0.15 0.00/0.30 0.01 -0.01 0.0525 -0.08 73.6% 10 669 237 101 68.0% 0.85 0.0857 -0.02 0.01 2.15/3.20 2.09 16.00 0.26 0.10/0.30 0.01 -0.01 0.0853 -0.13 61.5% 10 908 980 1 65.0% 0.74 0.1248 -0.03 0.01 1.65/2.15 1.80 17.00 0.44 0.05/0.75 0.01 -0.02 0.1332 -0.24 58.6% 2 123 205 7 66.9% 0.60 0.1457 -0.03 0.02 1.00/1.65 1.65 18.00 0.95 0.45/1.10 0.02 -0.03 0.1663 -0.40 58.4% 146 295 461 35 62.9% 0.44 0.1579 -0.03 0.02 0.55/1.05 1.00 19.00 1.25 0.95/1.75 0.02 -0.03 0.1640 -0.56 60.4% 25 104 1.5k 2 64.2% 0.30 0.1371 -0.03 0.01 0.45/0.55 0.44 20.00 1.67 1.75/2.50 0.01 -0.03 0.1339 -0.69 66.5% 32 54 180 4 62.9% 0.19 0.1078 -0.02 0.01 0.05/0.50 0.35 21.00 — — — — — — — — — 1.1k 1 71.1% 0.14 0.0796 -0.02 0.01 0.00/0.45 0.25 22.00 — — — — — — — — — 3.8k 2 70.3% 0.08 0.0553 -0.01 0.01 0.05/0.20 0.10 23.00 — — — — — — — — — 1.6k 4 105.7% 0.11 0.0452 -0.02 0.01 0.00/0.50 0.11 25.00 — — — — — — — — — 37 4 177.0% 0.09 0.0234 -0.03 0.01 0.00/0.65 0.06 33.00 — — — — — — — — —
Greeks Profile 2026-09-18 · 17d · σ = 62.6%
Greek Δ Delta Γ Gamma Θ Theta V Vega
-0.05 0.23 0.51 0.79 1.07 $13 $16 $18 $21 $24 spot $18.41 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).