IV Skew
-8.5%
25Δ put − call
Expiry 9/1819d 12/18110d 3/19201d
CALLS Strike PUTS OI Vol IV Δ Γ Θ V Bid/Ask Last Strike Last Bid/Ask V Θ Γ Δ IV Vol OI 2 2 0.0% 1.00 — -0.00 — 11.60/14.30 10.52 2.50 — — — — — — — — — 10 2 0.0% 1.00 — -0.00 — 8.30/11.90 8.03 5.00 — — — — — — — — — 4 3 0.0% 1.00 — -0.00 — 2.80/5.10 5.10 7.50 0.38 0.00/0.95 0.00 -0.04 0.0074 -0.05 329.3% 10 23 20 1 396.1% 0.88 0.0115 -0.09 0.01 9.20/12.60 4.60 10.00 0.10 0.00/1.00 0.01 -0.04 0.0130 -0.07 245.9% 20 13 51 5 86.7% 0.99 0.0079 -0.00 0.00 6.50/6.90 9.36 12.50 0.10 0.00/1.65 0.01 -0.05 0.0226 -0.13 213.5% 250 254 6.7k 7 67.6% 0.95 0.0325 -0.01 0.00 4.10/4.40 4.20 15.00 1.00 0.00/0.10 0.00 -0.01 0.0290 -0.04 63.3% 4 7 627 650 126.5% 0.68 0.0645 -0.05 0.02 0.60/3.10 3.50 17.50 0.03 0.00/0.45 0.01 -0.02 0.1104 -0.24 63.8% 1 2 674 2 72.3% 0.44 0.1246 -0.03 0.02 0.00/0.95 0.40 20.00 1.24 0.60/1.90 0.02 -0.03 0.1136 -0.55 79.6% 6 61 323 9 61.3% 0.15 0.0853 -0.02 0.01 0.00/0.40 0.10 22.50 — — — — — — — — — 5 5 104.3% 0.16 0.0538 -0.03 0.01 0.00/0.75 0.15 25.00 4.17 4.50/6.90 0.01 -0.06 0.0500 -0.71 155.9% — 2 2 1 166.4% 0.16 0.0338 -0.05 0.01 0.00/1.15 0.10 30.00 — — — — — — — — —
Greeks Profile 2026-09-18 · 19d · σ = 75.9%
Greek Δ Delta Γ Gamma Θ Theta V Vega
0.01 0.27 0.53 0.79 1.06 $13 $16 $19 $22 $25 spot $19.18 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).