IV Skew
1.0%
25Δ put − call
Expiry 9/1819d 10/1647d 12/18110d 1/15138d 3/19201d 6/17291d 1/21509d
CALLS Strike PUTS OI Vol IV Δ Γ Θ V Bid/Ask Last Strike Last Bid/Ask V Θ Γ Δ IV Vol OI 1 1 106.3% 0.99 0.0038 -0.01 0.00 10.30/11.50 11.67 15.00 — — — — — — — — — — — 158.4% 0.90 0.0191 -0.05 0.01 8.40/9.60 11.01 17.50 0.02 0.00/0.10 0.00 -0.01 0.0087 -0.02 86.3% — 10 12 3 85.2% 0.92 0.0284 -0.02 0.01 5.30/6.10 6.80 20.00 0.15 0.00/0.35 0.01 -0.02 0.0266 -0.06 79.3% 1 11 12 1 80.0% 0.81 0.0579 -0.04 0.02 3.00/4.00 3.40 22.50 0.03 0.00/0.05 0.01 -0.00 0.0404 -0.04 36.5% 1 166 2.0k 87 27.8% 0.73 0.2019 -0.02 0.02 0.95/1.20 1.00 25.00 0.17 0.10/0.25 0.02 -0.01 0.2211 -0.24 24.0% 417 4.8k 12k 31 23.0% 0.14 0.1617 -0.01 0.01 0.00/0.10 0.05 27.50 2.10 1.90/2.05 0.02 -0.02 0.1400 -0.72 40.6% 26 2.0k 4.9k 3 37.1% 0.05 0.0445 -0.01 0.01 0.00/0.05 0.02 30.00 4.35 3.80/5.20 0.02 -0.02 0.0688 -0.83 63.4% 8 290 949 2 52.3% 0.03 0.0242 -0.01 0.00 0.00/0.05 0.01 32.50 6.83 6.20/7.70 0.01 -0.02 0.0438 -0.87 80.1% 10 59 230 1 59.0% 0.02 0.0111 -0.00 0.00 0.00/0.05 0.05 35.00 9.32 8.70/10.20 0.01 -0.02 0.0322 -0.89 97.3% 8 1 3 1 103.1% 0.04 0.0148 -0.01 0.01 0.00/0.25 0.10 40.00 — — — — — — — — —
Greeks Profile 2026-09-18 · 19d · σ = 25.9%
Greek Δ Delta Γ Gamma Θ Theta V Vega
-0.08 0.21 0.50 0.79 1.08 $18 $22 $26 $30 $34 spot $25.87 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).