IV Skew
-9.0%
25Δ put − call
Expiry 9/1819d 10/1647d 12/18110d 3/19201d 5/21264d
CALLS Strike PUTS OI Vol IV Δ Γ Θ V Bid/Ask Last Strike Last Bid/Ask V Θ Γ Δ IV Vol OI 1 — 648.4% 0.99 0.0010 -0.03 0.00 19.00/20.10 15.85 2.50 — — — — — — — — — 3 — 434.4% 0.98 0.0024 -0.03 0.00 16.50/17.60 22.00 5.00 0.09 0.00/0.35 0.00 -0.02 0.0020 -0.01 374.2% 1 1 4 4 321.9% 0.97 0.0044 -0.03 0.00 14.10/15.10 10.64 7.50 0.10 0.00/0.40 0.00 -0.02 0.0037 -0.02 284.8% 5 43 31 5 245.3% 0.96 0.0074 -0.03 0.00 11.60/12.60 16.22 10.00 0.04 0.00/0.05 0.00 -0.00 0.0022 -0.01 150.0% 1 366 35 1 186.3% 0.94 0.0122 -0.03 0.01 9.40/10.10 7.90 12.50 0.15 0.05/0.10 0.00 -0.01 0.0071 -0.02 133.6% 3 465 178 1 109.8% 0.96 0.0166 -0.02 0.00 7.10/7.70 8.75 15.00 0.18 0.10/0.15 0.00 -0.01 0.0159 -0.04 107.0% 39 244 64 1 108.4% 0.87 0.0393 -0.03 0.01 5.00/5.50 5.05 17.50 0.46 0.40/0.65 0.01 -0.03 0.0392 -0.14 111.3% 23 385 225 14 111.2% 0.71 0.0604 -0.05 0.02 3.20/3.90 3.42 20.00 1.15 0.85/1.30 0.02 -0.04 0.0661 -0.28 99.5% 58 247 204 12 108.5% 0.54 0.0721 -0.06 0.02 1.80/2.60 2.40 22.50 2.35 1.85/2.60 0.02 -0.05 0.0796 -0.47 98.4% 2 80 453 16 99.1% 0.35 0.0734 -0.05 0.02 0.90/1.35 1.16 25.00 3.90 3.80/4.20 0.02 -0.05 0.0698 -0.64 105.9% 10 119 1.0k 43 107.0% 0.14 0.0405 -0.03 0.01 0.35/0.45 0.35 30.00 10.04 7.70/8.50 0.01 -0.03 0.0399 -0.87 103.8% 1 41 1.4k 181 113.3% 0.05 0.0189 -0.02 0.01 0.10/0.20 0.13 35.00 14.71 12.30/13.20 0.00 0.00 0.0041 -0.99 75.0% 1 2
Greeks Profile 2026-09-18 · 19d · σ = 103.5%
Greek Δ Delta Γ Gamma Θ Theta V Vega
0.10 0.33 0.56 0.78 1.01 $16 $19 $22 $26 $29 spot $22.26 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).