IV Skew
3.5%
25Δ put − call
Expiry 9/1819d 10/1647d 11/2082d 1/15138d 2/19173d 1/21509d 12/15838d
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 13 250.0% 0.99 0.0038 -0.00 0.00 5.00/5.50 5.35 2.00 — — — — — — — — — 4 4 301.6% 0.95 0.0213 -0.01 0.00 4.00/4.80 5.25 3.00 0.05 0.00/0.20 0.00 -0.01 0.0194 -0.04 266.4% 10 10 1 1 121.9% 0.99 0.0147 -0.00 0.00 2.90/3.60 2.71 4.00 — — — — — — — — — 35 18 179.7% 0.87 0.0723 -0.02 0.00 1.95/2.50 2.54 5.00 0.10 0.00/0.25 0.00 -0.01 0.0716 -0.09 139.8% 1 85 1.6k 60 116.4% 0.80 0.1447 -0.01 0.00 0.85/1.50 1.28 6.00 0.02 0.00/0.05 0.00 -0.00 0.1230 -0.05 53.9% 1 1.5k 4.2k 94 47.5% 0.65 0.4721 -0.01 0.01 0.30/0.45 0.33 7.00 0.19 0.15/0.25 0.01 -0.01 0.4207 -0.36 53.9% 117 5.1k 9.6k 98 50.4% 0.21 0.3507 -0.01 0.00 0.05/0.10 0.05 8.00 1.00 0.90/1.15 0.01 -0.01 0.2745 -0.67 79.7% 12 4.4k 3.6k 3 57.8% 0.06 0.1226 -0.00 0.00 0.00/0.05 0.01 9.00 2.00 1.85/2.10 0.00 -0.01 0.1691 -0.78 107.0% 10 1.5k 2.5k 3 78.1% 0.04 0.0717 -0.00 0.00 0.00/0.05 0.05 10.00 3.00 2.50/3.50 0.00 -0.02 0.1208 -0.80 140.6% 21 221 955 1 96.9% 0.04 0.0519 -0.00 0.00 0.00/0.05 0.05 11.00 3.87 3.50/4.50 0.00 -0.02 0.0961 -0.82 164.8% 5 25 292 9 112.5% 0.03 0.0402 -0.00 0.00 0.00/0.05 0.04 12.00 — — — — — — — — — 242 1 126.6% 0.03 0.0329 -0.00 0.00 0.00/0.05 0.05 13.00 4.20 0.00/0.00 — 0.00 — -1.00 0.0% 8 — 49 4 178.1% 0.08 0.0499 -0.01 0.00 0.00/0.20 0.06 14.00 5.10 0.00/0.00 — 0.00 — -1.00 0.0% — — 44 1 167.2% 0.04 0.0333 -0.01 0.00 0.00/0.10 0.12 15.00 5.96 0.00/0.00 — 0.00 — -1.00 0.0% — —
Greeks Profile 2026-09-18 · 19d · σ = 50.7%
Greek Δ Delta Γ Gamma Θ Theta V Vega
-0.06 0.22 0.51 0.79 1.08 $5 $6 $7 $8 $9 spot $7.24 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).