IV Skew
0.9%
25Δ put − call
Expiry 9/1817d 10/1645d 11/2080d 12/18108d 3/19199d
CALLS Strike PUTS OI Vol IV Δ Γ Θ V Bid/Ask Last Strike Last Bid/Ask V Θ Γ Δ IV Vol OI — 5 0.0% 1.00 — -0.00 — 0.00/0.00 8.10 7.50 0.05 0.00/0.00 0.00 -0.00 0.0000 — 50.0% 20 — 1 — 0.0% 1.00 — -0.00 — 6.80/8.40 7.47 10.00 — — — — — — — — — — — — — — — — — — 12.50 0.09 0.00/0.10 0.00 -0.01 0.0076 -0.02 118.8% 5 195 9 1 203.5% 0.84 0.0270 -0.07 0.01 4.30/7.00 2.45 15.00 0.05 0.00/0.05 0.00 -0.00 0.0109 -0.01 72.7% 9 93 40 1 106.5% 0.81 0.0560 -0.04 0.01 2.80/4.00 0.80 17.50 0.08 0.00/0.15 0.00 -0.01 0.0457 -0.05 53.1% 33 124 234 70 50.0% 0.68 0.1590 -0.03 0.02 1.25/1.60 1.50 20.00 0.53 0.40/0.60 0.02 -0.02 0.1530 -0.33 52.3% 4 74 125 1.9k 51.5% 0.27 0.1434 -0.02 0.01 0.35/0.40 0.40 22.50 2.00 1.85/2.15 0.02 -0.02 0.1324 -0.70 58.5% 19 51 56 1 58.6% 0.09 0.0608 -0.01 0.01 0.00/0.25 0.25 25.00 4.40 3.20/3.60 — 0.00 — -1.00 0.0% — 1 26 15 98.4% 0.06 0.0253 -0.01 0.01 0.00/0.25 0.15 30.00 — — — — — — — — —
Greeks Profile 2026-09-18 · 17d · σ = 51.2%
Greek Δ Delta Γ Gamma Θ Theta V Vega
-0.07 0.22 0.51 0.79 1.08 $15 $18 $21 $24 $27 spot $20.86 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).