IV Skew
220.0%
25Δ put − call
Expiry 9/1817d 10/1645d 11/2080d 12/18108d 1/15136d 2/19171d 12/17472d
CALLS Strike PUTS OI Vol IV Δ Γ Θ V Bid/Ask Last Strike Last Bid/Ask V Θ Γ Δ IV Vol OI 44 1 679.7% 0.91 0.0097 -0.09 0.00 4.70/8.60 6.90 5.00 — — — — — — — — — 6 16 454.3% 0.88 0.0173 -0.07 0.01 3.70/7.00 5.55 6.00 — — — — — — — — — 26 25 168.8% 0.89 0.0432 -0.02 0.00 2.90/5.20 3.80 8.00 0.35 0.00/0.95 0.01 -0.03 0.0427 -0.13 198.0% — 20 55 4 257.6% 0.78 0.0458 -0.06 0.01 0.95/4.00 2.72 9.00 — — — — — — — — — 24 1 98.0% 0.81 0.1096 -0.02 0.01 0.35/3.80 2.23 10.00 0.15 0.00/0.20 0.00 -0.01 0.1121 -0.10 62.5% 5 6 87 5 95.5% 0.67 0.1504 -0.03 0.01 0.30/1.40 1.22 11.00 0.30 —/2.40 0.01 -0.07 0.0536 -0.34 270.5% — 3 188 1 50.5% 0.45 0.3093 -0.02 0.01 0.35/0.50 0.40 12.00 0.65 0.35/2.90 0.01 -0.04 0.1132 -0.47 138.7% 11 200 512 4 51.0% 0.20 0.2148 -0.01 0.01 0.05/0.15 0.12 13.00 1.49 0.10/3.80 0.01 -0.03 0.1382 -0.62 108.6% 32 7 51 11 53.1% 0.07 0.1021 -0.01 0.00 0.00/0.10 0.10 14.00 2.58 0.40/4.50 0.01 -0.01 0.1286 -0.83 77.5% — 1 24 2 84.8% 0.11 0.0865 -0.01 0.00 0.00/0.25 0.05 15.00 — — — — — — — — — — — — — — — — — — 17.00 5.19 3.80/6.90 0.00 -0.01 0.0482 -0.93 105.5% 2 3 — — — — — — — — — 18.00 6.17 4.40/8.30 0.00 -0.01 0.0401 -0.94 117.2% — — — — — — — — — — — 20.00 10.60 6.40/10.20 0.00 -0.00 0.0205 -0.97 119.5% — —
Greeks Profile 2026-09-18 · 17d · σ = 94.6%
Greek Δ Delta Γ Gamma Θ Theta V Vega
0.05 0.30 0.54 0.79 1.04 $8 $10 $12 $14 $15 spot $11.74 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).