IV Skew
-5.5%
25Δ put − call
Expiry 9/1818d 10/1646d 1/15137d 4/16228d
CALLS Strike PUTS OI Vol IV Δ Γ Θ V Bid/Ask Last Strike Last Bid/Ask V Θ Γ Δ IV Vol OI — — — — — — — — — 12.50 0.37 0.00/0.95 0.01 -0.04 0.0167 -0.08 199.6% 93 394 — — — — — — — — — 15.00 0.65 0.00/0.15 0.00 -0.01 0.0197 -0.04 87.9% 11 11 7 1 123.0% 0.78 0.0516 -0.05 0.01 2.35/4.20 2.19 17.50 0.17 0.00/0.25 0.01 -0.01 0.0545 -0.08 59.8% 1 209 46 3 68.3% 0.64 0.1185 -0.03 0.02 1.40/2.05 1.45 20.00 0.70 0.25/1.20 0.02 -0.03 0.1360 -0.35 58.7% 5 67 114 5 64.2% 0.32 0.1212 -0.03 0.02 0.10/0.60 0.48 22.50 1.77 0.75/3.50 0.02 -0.02 0.1339 -0.71 55.5% — 1 198 13 59.2% 0.10 0.0621 -0.01 0.01 0.10/0.15 0.11 25.00 4.13 3.70/5.10 0.01 -0.02 0.0687 -0.86 70.1% 4 4 14 10 95.5% 0.12 0.0443 -0.02 0.01 0.00/0.50 0.06 27.50 — — — — — — — — — 141 10 75.0% 0.02 0.0128 -0.00 0.00 0.00/0.05 0.10 30.00 — — — — — — — — — 97 — 110.2% 0.05 0.0189 -0.01 0.00 0.00/0.20 0.05 32.50 — — — — — — — — —
Greeks Profile 2026-09-18 · 18d · σ = 63.5%
Greek Δ Delta Γ Gamma Θ Theta V Vega
-0.04 0.24 0.52 0.79 1.07 $15 $18 $21 $24 $27 spot $20.83 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).