IV Skew
-6.5%
25Δ put − call
Expiry 9/1818d 10/1646d 12/18109d 3/19200d
CALLS Strike PUTS OI Vol IV Δ Γ Θ V Bid/Ask Last Strike Last Bid/Ask V Θ Γ Δ IV Vol OI 23 2 754.7% 0.98 0.0014 -0.04 0.00 16.40/19.40 13.30 2.50 — — — — — — — — — 2 2 489.5% 0.97 0.0036 -0.05 0.00 13.90/16.90 12.10 5.00 0.05 0.00/1.15 0.00 -0.05 0.0036 -0.04 490.6% 215 216 6 2 373.4% 0.94 0.0069 -0.05 0.00 11.70/14.30 8.10 7.50 0.63 0.00/0.95 0.00 -0.04 0.0066 -0.05 336.3% 3 417 202 1 256.6% 0.93 0.0116 -0.04 0.01 9.30/11.40 8.60 10.00 0.05 0.00/0.10 0.00 -0.01 0.0052 -0.01 151.6% 1 161 267 1 227.0% 0.88 0.0201 -0.06 0.01 7.00/9.40 6.90 12.50 0.06 0.00/0.95 0.01 -0.04 0.0201 -0.09 182.8% 21 130 1.1k 1 98.8% 0.92 0.0348 -0.02 0.01 3.60/6.50 5.54 15.00 0.15 0.10/0.20 0.01 -0.01 0.0320 -0.06 89.1% 20 447 1.4k 10 90.2% 0.77 0.0766 -0.04 0.01 2.70/3.30 3.19 17.50 0.58 0.45/0.65 0.01 -0.03 0.0810 -0.21 81.8% 50 1.5k 2.2k 74 89.4% 0.53 0.1012 -0.04 0.02 1.50/1.65 1.58 20.00 1.67 1.25/2.00 0.02 -0.04 0.1092 -0.48 82.8% 51 453 508 63 83.9% 0.28 0.0916 -0.04 0.01 0.35/0.95 0.79 22.50 3.40 2.85/3.60 0.01 -0.03 0.0953 -0.74 77.8% 2 33 919 48 98.7% 0.17 0.0592 -0.03 0.01 0.35/0.50 0.40 25.00 7.33 4.20/6.00 0.01 -0.05 0.0568 -0.75 127.7% 1 2 97 3 107.0% 0.05 0.0230 -0.01 0.00 0.00/0.25 0.15 30.00 14.50 9.10/11.20 0.01 -0.07 0.0356 -0.78 191.2% 4 2 32 3 141.0% 0.05 0.0165 -0.02 0.00 0.00/0.30 0.09 35.00 19.50 13.50/17.00 0.00 -0.01 0.0123 -0.97 126.2% 2 —
Greeks Profile 2026-09-18 · 18d · σ = 86.1%
Greek Δ Delta Γ Gamma Θ Theta V Vega
0.03 0.29 0.54 0.79 1.05 $14 $17 $20 $23 $26 spot $19.83 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).