IV Skew
9.4%
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 — — 0.0% 1.00 — -0.00 — 0.00/0.00 17.67 5.00 0.10 0.00/0.00 0.00 -0.00 0.0000 — 50.0% 10 — — — — — — — — — — 7.50 0.05 0.00/0.00 0.00 -0.00 0.0000 — 50.0% 10 — 4 1 427.7% 0.91 0.0080 -0.10 0.01 12.10/15.30 19.40 10.00 0.05 0.00/1.15 0.01 -0.05 0.0084 -0.06 296.7% 10 45 — — — — — — — — — 12.50 0.05 0.00/0.00 0.00 -0.00 0.0000 -0.00 50.0% 171 — 4 1 1027.1% 0.91 0.0033 -0.24 0.01 16.00/19.50 12.60 15.00 0.11 0.00/0.00 0.00 -0.00 0.0003 -0.00 50.0% 4 — — 1 0.0% 1.00 — -0.00 — 0.00/0.00 11.80 17.50 0.21 0.00/0.00 0.00 -0.00 0.0000 -0.00 25.0% 1 — 169 5 120.1% 0.70 0.0592 -0.06 0.02 2.90/4.10 4.75 20.00 0.50 0.00/0.00 0.00 -0.00 0.0007 -0.00 12.5% 6 — — 52 3.1% 0.01 0.2333 -0.00 0.00 0.00/0.00 1.05 22.50 1.00 0.00/0.00 — 0.00 — -1.00 0.0% 12 — — 7 12.5% 0.00 0.0001 -0.00 0.00 0.00/0.00 0.15 25.00 3.00 0.00/0.00 — 0.00 — -1.00 0.0% 5 — — 21 25.0% 0.00 0.0002 -0.00 0.00 0.00/0.00 0.20 27.50 2.50 2.90/5.70 0.01 -0.02 0.0551 -0.85 85.0% 1 76 — 6 25.0% 0.00 0.0000 -0.00 0.00 0.00/0.00 0.11 30.00 4.06 5.00/7.90 0.00 0.00 0.0089 -0.99 56.3% 2 99 — 21 50.0% 0.00 0.0005 -0.00 0.00 0.00/0.00 0.11 32.50 4.10 0.00/0.00 — 0.00 — -1.00 0.0% 1 — — 1 50.0% 0.00 0.0000 -0.00 0.00 0.00/0.00 0.05 35.00 10.65 4.20/6.50 — 0.00 — -1.00 0.0% 47 39 — 2 50.0% 0.00 0.0000 -0.00 0.00 0.00/0.00 1.44 37.50 12.90 5.90/8.70 — 0.00 — -1.00 0.0% 30 — 403 10 187.7% 0.11 0.0209 -0.05 0.01 0.00/0.95 0.75 40.00 — — — — — — — — — — — — — — — — — — 42.50 17.05 18.00/20.30 — 0.01 — -1.00 0.0% 10 3
Greeks Profile 2026-09-18 · 18d · σ = 1.6%
Greek Δ Delta Γ Gamma Θ Theta V Vega
-0.08 0.21 0.50 0.79 1.08 $15 $19 $22 $25 $29 spot $22.11 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).