IV Skew
0.0%
25Δ put − call
Expiry 9/1818d 10/1646d 1/15137d 4/16228d
CALLS Strike PUTS OI Vol IV Δ Γ Θ V Bid/Ask Last Strike Last Bid/Ask V Θ Γ Δ IV Vol OI — 6 0.0% 1.00 — -0.00 — 0.00/0.00 8.85 2.50 — — — — — — — — — — 3 0.0% 1.00 — -0.00 — 0.00/0.00 6.35 5.00 — — — — — — — — — — — 0.0% 1.00 — -0.00 — 0.00/0.00 3.70 7.50 0.05 0.00/0.00 0.00 -0.00 0.0005 -0.00 50.0% 1 — — 2 0.0% 1.00 — -0.00 — 0.00/0.00 1.15 10.00 0.05 0.00/0.00 0.00 -0.00 0.0006 -0.00 12.5% 50 — — 5 12.5% 0.00 0.0003 -0.00 0.00 0.00/0.00 0.07 12.50 1.50 0.00/0.00 — 0.00 — -1.00 0.0% 3 — — 3 25.0% 0.00 0.0000 -0.00 0.00 0.00/0.00 0.03 15.00 3.38 0.00/0.00 — 0.00 — -1.00 0.0% 5 — — 18 50.0% 0.00 0.0001 -0.00 0.00 0.00/0.00 0.05 17.50 4.33 0.00/0.00 — 0.00 — -1.00 0.0% 2 — 1 1 218.0% 0.08 0.0268 -0.02 0.00 0.00/0.35 0.25 25.00 — — — — — — — — —
Greeks Profile 2026-09-18 · 18d · σ = 6.3%
Greek Δ Delta Γ Gamma Θ Theta V Vega
-0.08 0.21 0.50 0.79 1.08 $8 $9 $11 $13 $14 spot $11.12 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).