IV Skew
47.9%
25Δ put − call
Expiry 9/1819d 10/1647d 11/2082d 2/19173d
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 0.40 0.05/1.75 0.01 -0.03 0.1134 -0.34 130.7% 250 250 29 6 82.8% 0.51 0.1953 -0.02 0.01 0.65/0.85 0.80 11.00 0.75 0.40/1.55 0.01 -0.02 0.1873 -0.49 86.3% 10 19 83 5 108.2% 0.39 0.1433 -0.03 0.01 0.20/1.10 0.60 12.00 1.45 1.35/1.70 0.01 -0.02 0.1899 -0.70 74.6% 1 61 31 5 118.9% 0.30 0.1178 -0.03 0.01 0.00/1.00 0.20 13.00 1.85 1.70/2.85 0.00 -0.01 0.1251 -0.89 62.5% 1 2 11 5 183.2% 0.34 0.0814 -0.04 0.01 0.00/1.75 0.20 14.00 2.20 2.30/3.70 0.01 -0.03 0.0934 -0.73 142.4% 18 18 1 — 160.5% 0.24 0.0786 -0.03 0.01 0.00/1.00 0.50 15.00 3.97 3.70/4.40 0.01 -0.02 0.0775 -0.85 119.5% 3 3 1 — 104.7% 0.07 0.0492 -0.01 0.00 0.00/0.15 1.05 16.00 4.71 4.20/5.60 0.01 -0.03 0.0685 -0.80 165.6% 3 3 3 — 203.5% 0.19 0.0549 -0.04 0.01 0.00/0.95 0.60 18.00 — — — — — — — — — 1 — 228.1% 0.18 0.0466 -0.04 0.01 0.00/0.95 0.35 20.00 — — — — — — — — —
Greeks Profile 2026-09-18 · 19d · σ = 84.6%
Greek Δ Delta Γ Gamma Θ Theta V Vega
0.04 0.29 0.54 0.79 1.04 $8 $9 $11 $12 $14 spot $10.81 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).