IV Skew
0.0%
25Δ put − call
Expiry 9/1818d 10/1646d 11/2081d 1/15137d 2/19172d 6/17290d 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 14 2 178.9% 0.86 0.0313 -0.04 0.01 4.30/7.50 7.65 12.50 0.17 0.05/0.15 0.00 -0.01 0.0245 -0.05 102.0% 70 136 28 14 100.2% 0.81 0.0687 -0.03 0.01 2.10/4.40 3.26 15.00 0.55 0.50/0.55 0.01 -0.03 0.0680 -0.19 102.5% 278 422 29 117 104.5% 0.57 0.0952 -0.05 0.02 1.75/1.85 1.80 17.50 1.59 1.50/1.60 0.02 -0.04 0.0952 -0.43 104.5% 277 1.2k 1.2k 233 108.8% 0.36 0.0871 -0.05 0.01 0.90/1.00 0.97 20.00 3.17 2.35/3.30 0.01 -0.03 0.1051 -0.71 83.2% 186 1.5k 1.0k 195 119.5% 0.23 0.0638 -0.04 0.01 0.45/0.70 0.48 22.50 5.30 4.20/5.80 0.01 -0.02 0.0630 -0.86 89.8% 9 1.4k 7.5k 1.9k 121.3% 0.13 0.0441 -0.03 0.01 0.25/0.35 0.28 25.00 7.80 7.30/8.80 0.01 -0.05 0.0464 -0.77 167.1% 17 839 1.0k 55 139.5% 0.06 0.0224 -0.02 0.00 0.10/0.20 0.15 30.00 12.31 12.10/14.00 0.01 -0.06 0.0326 -0.81 214.3% 2 318 658 29 141.4% 0.02 0.0097 -0.01 0.00 0.00/0.10 0.10 35.00 15.25 15.90/18.50 0.01 -0.09 0.0268 -0.77 289.1% 1 106 324 3 187.5% 0.04 0.0119 -0.02 0.00 0.00/0.25 0.05 40.00 19.14 20.40/23.60 0.01 -0.10 0.0233 -0.77 328.4% 5 28 99 1 269.1% 0.10 0.0171 -0.05 0.01 0.00/0.95 0.09 45.00 — — — — — — — — — 43 8 254.7% 0.06 0.0121 -0.03 0.00 0.00/0.50 0.07 50.00 20.70 30.10/34.20 0.01 -0.15 0.0196 -0.73 424.6% — 15
Greeks Profile 2026-09-18 · 18d · σ = 104.5%
Greek Δ Delta Γ Gamma Θ Theta V Vega
0.09 0.32 0.55 0.78 1.02 $12 $15 $18 $20 $23 spot $17.75 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).