IV Skew
0.8%
25Δ put − call
Expiry 9/1816d 10/1644d 11/2079d 1/15135d 2/19170d 1/21506d
CALLS Strike PUTS OI Vol IV Δ Γ Θ V Bid/Ask Last Strike Last Bid/Ask V Θ Γ Δ IV Vol OI 4 — 0.0% 1.00 — -0.00 — 0.00/0.00 6.45 2.00 — — — — — — — — — 3 — 0.0% 1.00 — -0.00 — 0.00/0.00 5.32 3.00 — — — — — — — — — 2 2 0.0% 1.00 — -0.00 — 0.00/0.00 3.80 6.00 0.13 0.00/0.00 0.00 -0.00 0.0001 -0.00 50.0% 3 3 112 72 0.0% 1.00 — -0.00 — 0.00/0.00 2.25 7.00 0.25 0.00/0.00 0.00 -0.00 0.0000 -0.00 25.0% 20 150 319 2 0.0% 1.00 — -0.00 — 0.00/0.00 1.30 8.00 0.45 0.00/0.00 0.00 -0.00 0.0000 -0.00 12.5% 17 250 764 214 0.0% 1.00 — -0.00 — 0.00/0.00 0.89 9.00 1.00 0.00/0.00 0.00 -0.00 0.0128 -0.00 0.8% 202 182 2.0k 107 12.5% 0.00 0.0014 -0.00 0.00 0.00/0.00 0.75 10.00 1.85 0.00/0.00 — 0.00 — -1.00 0.0% 201 128 926 14 25.0% 0.00 0.0009 -0.00 0.00 0.00/0.00 0.35 11.00 — — — — — — — — — 211 2 25.0% 0.00 0.0000 -0.00 0.00 0.00/0.00 0.25 12.00 3.27 0.00/0.00 — 0.00 — -1.00 0.0% 1 6 27 13 50.0% 0.00 0.0013 -0.00 0.00 0.00/0.00 0.15 13.00 — — — — — — — — — 1 — 50.0% 0.00 0.0001 -0.00 0.00 0.00/0.00 0.30 14.00 — — — — — — — — — 4 4 50.0% 0.00 0.0000 -0.00 0.00 0.00/0.00 0.06 18.00 — — — — — — — — —
Greeks Profile 2026-09-18 · 16d · σ = 0.4%
Greek Δ Delta Γ Gamma Θ Theta V Vega
-0.08 0.21 0.50 0.79 1.08 $6 $8 $9 $10 $12 spot $9.04 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).