IV Skew
0.0%
25Δ put − call
Expiry 9/1817d 10/1645d 11/2080d 2/19171d
CALLS Strike PUTS OI Vol IV Δ Γ Θ V Bid/Ask Last Strike Last Bid/Ask V Θ Γ Δ IV Vol OI 20 20 327.3% 0.89 0.0101 -0.11 0.01 11.50/16.30 3.56 15.00 — — — — — — — — — 33 13 0.0% 1.00 — -0.00 — 0.00/0.00 8.10 20.00 0.20 0.00/0.00 0.00 -0.00 0.0000 -0.00 25.0% 200 202 12 1 0.0% 1.00 — -0.00 — 0.00/0.00 5.20 22.50 3.20 0.00/0.00 0.00 -0.00 0.0004 -0.00 25.0% — 1 31 4 0.0% 1.00 — -0.00 — 0.00/0.00 4.08 25.00 1.00 0.00/0.00 0.00 -0.00 0.0023 -0.00 12.5% 17 17 590 24 12.5% 0.00 0.0014 -0.00 0.00 0.00/0.00 0.80 30.00 3.00 0.00/0.00 — 0.00 — -1.00 0.0% 2 5 14 — 25.0% 0.00 0.0000 -0.00 0.00 —/0.00 0.50 35.00 6.90 0.00/0.00 — 0.00 — -1.00 0.0% — 1
Greeks Profile 2026-09-18 · 17d · σ = 6.3%
Greek Δ Delta Γ Gamma Θ Theta V Vega
-0.08 0.21 0.50 0.79 1.08 $19 $23 $27 $31 $35 spot $27.27 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).