IV Skew
-0.4%
25Δ put − call
Expiry 9/1819d 10/1647d 11/2082d 2/19173d
CALLS Strike PUTS OI Vol IV Δ Γ Θ V Bid/Ask Last Strike Last Bid/Ask V Θ Γ Δ IV Vol OI — — — — — — — — — 10.00 0.05 0.00/0.20 0.00 -0.01 0.0475 -0.07 90.6% 1 24 6 2 145.7% 0.64 0.0846 -0.04 0.01 1.15/3.20 1.48 12.50 0.43 0.35/0.45 0.01 -0.02 0.1877 -0.30 60.7% 62 149 76 112 61.1% 0.22 0.1592 -0.01 0.01 0.15/0.30 0.25 15.00 1.75 1.60/2.10 0.01 -0.01 0.1633 -0.82 52.3% 77 523 515 4 82.0% 0.09 0.0635 -0.01 0.00 0.05/0.15 0.10 17.50 4.00 3.00/4.50 0.01 -0.02 0.0757 -0.83 111.7% 4 279 728 1 85.9% 0.02 0.0219 -0.00 0.00 0.00/0.05 0.05 20.00 5.60 5.40/7.00 0.01 -0.02 0.0515 -0.86 144.1% 5 38 163 95 139.1% 0.07 0.0311 -0.01 0.00 0.00/0.25 0.09 22.50 2.48 7.90/9.90 0.01 -0.05 0.0437 -0.79 220.3% — 1 89 1 170.7% 0.08 0.0281 -0.02 0.00 0.00/0.35 0.05 25.00 5.31 9.60/13.10 0.01 -0.08 0.0366 -0.70 314.6% 1 10 13 10 205.5% 0.07 0.0209 -0.02 0.00 0.00/0.35 0.35 30.00 — — — — — — — — —
Greeks Profile 2026-09-18 · 19d · σ = 103.2%
Greek Δ Delta Γ Gamma Θ Theta V Vega
0.10 0.33 0.56 0.78 1.01 $9 $11 $13 $15 $17 spot $13.30 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).