IV Skew
-2.9%
25Δ put − call
Expiry 9/1819d 10/1647d 1/15138d 4/16229d 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 — 45 183.6% 0.97 0.0092 -0.01 0.00 7.50/9.40 8.13 8.00 — — — — — — — — — — 2 157.0% 0.97 0.0123 -0.01 0.00 6.50/8.40 7.37 9.00 — — — — — — — — — — — 133.6% 0.96 0.0167 -0.01 0.00 5.50/7.40 7.84 10.00 — — — — — — — — — — — 122.3% 0.94 0.0257 -0.02 0.00 4.60/6.40 6.74 11.00 0.11 0.00/0.30 0.00 -0.01 0.0252 -0.06 120.3% 1 1 — — — — — — — — — 13.00 0.08 0.00/0.15 0.00 -0.01 0.0441 -0.05 65.6% — 2 1 1 66.2% 0.87 0.0869 -0.02 0.01 1.70/3.40 2.70 14.00 0.08 0.00/0.10 0.01 -0.01 0.0796 -0.08 52.3% 24 67 86 75 88.5% 0.70 0.1047 -0.03 0.01 0.90/2.10 1.45 15.00 0.05 0.00/0.20 0.01 -0.01 0.1580 -0.18 44.5% 2 513 147 1 46.4% 0.61 0.2222 -0.02 0.01 0.35/0.90 0.60 16.00 0.20 0.15/0.25 0.01 -0.01 0.3802 -0.33 25.7% 14 961 527 121 28.6% 0.30 0.3236 -0.01 0.01 0.05/0.20 0.19 17.00 0.40 0.55/1.20 0.01 -0.02 0.1994 -0.60 52.0% 75 366 1.2k 2 36.3% 0.14 0.1613 -0.01 0.01 0.00/0.10 0.02 18.00 1.40 1.00/1.75 0.01 -0.01 0.1595 -0.87 35.2% 14 14 578 5 60.7% 0.16 0.1066 -0.01 0.01 0.00/0.20 0.02 19.00 — — — — — — — — — 502 1 52.0% 0.05 0.0549 -0.01 0.00 0.00/0.05 0.03 20.00 — — — — — — — — — 15 1 54.7% 0.03 0.0304 -0.00 0.00 0.00/0.05 0.06 21.00 — — — — — — — — — 1 — 62.5% 0.02 0.0233 -0.00 0.00 0.00/0.05 0.15 22.00 — — — — — — — — —
Greeks Profile 2026-09-18 · 19d · σ = 36.0%
Greek Δ Delta Γ Gamma Θ Theta V Vega
-0.08 0.21 0.50 0.79 1.08 $11 $14 $16 $19 $21 spot $16.34 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).