IV Skew
-112.8%
25Δ put − call
Expiry 9/1818d 10/1646d 11/2081d 1/15137d 2/19172d
CALLS Strike PUTS OI Vol IV Δ Γ Θ V Bid/Ask Last Strike Last Bid/Ask V Θ Γ Δ IV Vol OI — — — — — — — — — 13.00 0.55 0.00/0.75 0.01 -0.03 0.0162 -0.07 181.3% 10 10 7 — 119.5% 0.96 0.0153 -0.02 0.00 6.10/9.00 5.20 14.00 0.98 0.00/0.75 0.01 -0.03 0.0202 -0.08 160.0% 32 1 — — — — — — — — — 15.00 1.15 0.00/0.75 0.01 -0.03 0.0254 -0.09 139.8% 5 9 18 17 189.1% 0.82 0.0293 -0.07 0.01 4.00/6.60 5.33 16.00 1.85 0.00/0.75 0.01 -0.03 0.0325 -0.11 120.7% 10 3 — — — — — — — — — 17.00 0.50 0.00/0.75 0.01 -0.03 0.0427 -0.13 102.3% 2 1 6 5 67.6% 0.89 0.0566 -0.02 0.01 2.35/4.90 5.20 18.00 0.60 0.00/0.95 0.01 -0.03 0.0570 -0.17 92.6% 22 8 52 1 70.0% 0.81 0.0823 -0.03 0.01 1.50/4.20 4.68 19.00 0.40 0.00/1.20 0.01 -0.03 0.0760 -0.22 82.6% 3 29 152 2 98.2% 0.67 0.0776 -0.05 0.02 0.90/4.40 4.60 20.00 0.60 — — — — — — — — 29 1 58.1% 0.59 0.1402 -0.03 0.02 0.75/1.95 2.05 21.00 — — — — — — — — — 231 209 65.3% 0.46 0.1278 -0.04 0.02 0.40/1.65 2.25 22.00 1.20 0.25/2.40 0.02 -0.03 0.1613 -0.56 51.4% — 2 30 3 112.8% 0.44 0.0735 -0.06 0.02 0.05/3.10 0.70 23.00 1.92 1.30/3.20 0.02 -0.03 0.1185 -0.66 65.3% — 4 5 1 78.6% 0.29 0.0917 -0.04 0.02 0.00/1.30 0.56 24.00 — — — — — — — — — 505 5 73.4% 0.20 0.0796 -0.03 0.01 0.00/0.75 0.40 25.00 3.69 2.90/5.10 0.01 -0.03 0.0788 -0.79 77.3% — 3 14 7 77.7% 0.03 0.0195 -0.01 0.00 0.00/0.10 0.16 30.00 — — — — — — — — — 16 — 105.5% 0.02 0.0115 -0.01 0.00 0.00/0.10 0.06 35.00 — — — — — — — — —
Greeks Profile 2026-09-18 · 18d · σ = 54.7%
Greek Δ Delta Γ Gamma Θ Theta V Vega
-0.06 0.22 0.51 0.79 1.08 $15 $18 $21 $25 $28 spot $21.43 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).