IV Skew
1.6%
25Δ put − call
Expiry 9/1819d 10/1647d 12/18110d 3/19201d
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 0.0% 1.00 — -0.00 — 0.00/0.00 6.39 2.50 — — — — — — — — — — 2 0.0% 1.00 — -0.00 — 0.00/0.00 6.57 5.00 — — — — — — — — — 9 2 141.0% 0.87 0.0635 -0.02 0.00 2.25/3.80 3.02 7.50 0.35 0.00/0.10 0.00 -0.00 0.0463 -0.04 85.2% 4 6 286 2 61.7% 0.60 0.2678 -0.02 0.01 0.55/0.90 0.89 10.00 0.40 0.00/1.00 0.01 -0.01 0.2614 -0.40 63.3% 1 2 55 62 108.6% 0.25 0.1255 -0.02 0.01 0.00/0.75 0.10 12.50 2.25 2.60/4.50 0.01 -0.05 0.0805 -0.57 208.8% 4 103 104 2 157.0% 0.19 0.0738 -0.03 0.01 0.00/0.75 0.03 15.00 5.90 5.00/6.80 0.01 -0.06 0.0637 -0.65 248.8% 1 — 6 18 193.4% 0.16 0.0542 -0.03 0.01 0.00/0.75 0.05 17.50 — — — — — — — — — 22 1 222.7% 0.14 0.0438 -0.03 0.01 0.00/0.75 0.40 20.00 — — — — — — — — —
Greeks Profile 2026-09-18 · 19d · σ = 62.5%
Greek Δ Delta Γ Gamma Θ Theta V Vega
-0.04 0.24 0.52 0.79 1.07 $7 $9 $10 $12 $13 spot $10.24 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).