IV Skew
5.7%
25Δ put − call
Expiry 9/1818d 10/1646d 1/15137d 4/16228d 6/17290d
CALLS Strike PUTS OI Vol IV Δ Γ Θ V Bid/Ask Last Strike Last Bid/Ask V Θ Γ Δ IV Vol OI — — — — — — — — — 2.50 0.05 0.00/0.25 0.00 -0.01 0.0038 -0.02 425.0% — 1 40 1 382.4% 0.93 0.0141 -0.04 0.00 5.90/7.40 6.30 5.00 0.10 0.00/0.05 0.00 -0.00 0.0054 -0.01 181.3% — 21 11 3 128.1% 0.96 0.0257 -0.01 0.00 4.00/4.80 3.61 7.50 0.05 0.00/0.25 0.00 -0.01 0.0296 -0.05 143.0% 2 41 1.1k 15 86.9% 0.84 0.1088 -0.02 0.01 2.00/2.15 2.05 10.00 0.25 0.05/0.50 0.01 -0.02 0.1079 -0.17 89.6% 8 204 582 100 84.0% 0.42 0.1776 -0.02 0.01 0.55/0.75 0.70 12.50 1.35 1.05/1.45 0.01 -0.02 0.1933 -0.59 76.6% 1 92 226 5 96.5% 0.16 0.0961 -0.02 0.01 0.00/0.45 0.20 15.00 — — — — — — — — —
Greeks Profile 2026-09-18 · 18d · σ = 80.3%
Greek Δ Delta Γ Gamma Θ Theta V Vega
0.01 0.27 0.53 0.79 1.05 $8 $10 $12 $14 $15 spot $11.82 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).