IV Skew
1.0%
25Δ put − call
Expiry 9/1818d 10/1646d 1/15137d 1/21508d
CALLS Strike PUTS OI Vol IV Δ Γ Θ V Bid/Ask Last Strike Last Bid/Ask V Θ Γ Δ IV Vol OI — — — — — — — — — 10.00 2.43 0.00/0.95 0.01 -0.04 0.0206 -0.09 216.4% — 1 53 53 53.1% 0.69 0.1789 -0.02 0.01 1.10/1.25 1.35 16.00 0.38 0.30/0.45 0.01 -0.02 0.1806 -0.31 52.5% 1 45 3.5k 360 52.1% 0.49 0.2051 -0.02 0.01 0.55/0.70 0.60 17.00 0.80 0.70/0.90 0.01 -0.02 0.2078 -0.51 51.5% 420 16 473 162 51.6% 0.30 0.1802 -0.02 0.01 0.20/0.35 0.25 18.00 1.50 1.35/1.55 0.01 -0.02 0.1820 -0.71 50.8% 152 256 36 30 50.6% 0.15 0.1251 -0.01 0.01 0.05/0.15 0.15 19.00 1.30 2.20/2.40 0.01 -0.01 0.1259 -0.83 54.9% — 5 191 31 57.2% 0.10 0.0808 -0.01 0.01 0.00/0.10 0.18 20.00 — — — — — — — — — 96 9 51.6% 0.03 0.0356 -0.00 0.00 0.00/0.05 0.05 21.00 — — — — — — — — — 216 63 60.2% 0.03 0.0271 -0.00 0.00 0.00/0.05 0.03 22.00 — — — — — — — — — 51 49 68.8% 0.02 0.0223 -0.00 0.00 0.00/0.05 0.05 23.00 — — — — — — — — —
Greeks Profile 2026-09-18 · 18d · σ = 51.8%
Greek Δ Delta Γ Gamma Θ Theta V Vega
-0.07 0.22 0.51 0.79 1.08 $12 $14 $17 $19 $22 spot $16.79 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).