IV Skew
-10.7%
25Δ put − call
Expiry 9/1817d 10/1645d 1/15136d
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 0.23 0.00/0.50 0.01 -0.02 0.0986 -0.16 95.3% 1 1 82 1 69.5% 0.43 0.2178 -0.02 0.01 0.00/1.05 0.35 12.50 1.11 0.40/1.45 0.01 -0.02 0.2543 -0.60 58.8% 1 101 1 1 172.1% 0.34 0.0823 -0.05 0.01 0.00/1.75 0.10 15.00 — — — — — — — — — 1 — 160.0% 0.18 0.0633 -0.03 0.01 0.00/0.75 0.13 17.50 — — — — — — — — —
Greeks Profile 2026-09-18 · 17d · σ = 64.2%
Greek Δ Delta Γ Gamma Θ Theta V Vega
-0.04 0.24 0.52 0.79 1.07 $8 $10 $12 $14 $16 spot $11.99 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).