IV Skew
8.8%
25Δ put − call
Expiry 9/1818d 10/1646d 12/18109d 3/19200d
CALLS Strike PUTS OI Vol IV Δ Γ Θ V Bid/Ask Last Strike Last Bid/Ask V Θ Γ Δ IV Vol OI 1 — 0.0% 1.00 — -0.00 — 9.10/13.30 11.00 2.50 — — — — — — — — — 6 10 432.0% 0.96 0.0048 -0.04 0.00 11.30/14.60 13.00 5.00 0.05 0.00/0.80 0.00 -0.04 0.0048 -0.04 429.3% 1 12 15 3 304.7% 0.94 0.0094 -0.04 0.00 8.50/12.40 10.06 7.50 0.20 0.00/2.40 0.01 -0.08 0.0092 -0.09 442.8% — 6 2 2 0.0% 1.00 — -0.00 — 2.10/5.80 3.74 10.00 0.55 0.00/0.00 0.00 -0.00 0.0000 -0.00 50.0% 1 — 242 1 127.7% 0.91 0.0325 -0.02 0.01 3.40/7.20 4.78 12.50 0.05 0.00/1.55 0.01 -0.05 0.0321 -0.15 188.9% 1 21 413 5 101.8% 0.79 0.0722 -0.03 0.01 1.50/4.70 4.00 15.00 0.60 0.00/2.15 0.01 -0.05 0.0576 -0.26 143.2% 6 6 83 4 48.9% 0.54 0.2084 -0.02 0.02 0.50/0.80 0.78 17.50 0.45 0.00/0.90 0.02 -0.02 0.1766 -0.46 57.7% 14 28 43 2 61.7% 0.19 0.1134 -0.02 0.01 0.00/0.50 0.25 20.00 — — — — — — — — — 18 4 77.3% 0.09 0.0532 -0.01 0.01 0.00/0.25 0.25 22.50 8.50 8.50/12.70 0.02 -0.19 0.0218 -0.40 453.7% — — — — — — — — — — — 25.00 11.55 9.50/13.60 0.02 -0.17 0.0263 -0.49 389.0% — —
Greeks Profile 2026-09-18 · 18d · σ = 53.3%
Greek Δ Delta Γ Gamma Θ Theta V Vega
-0.06 0.22 0.51 0.79 1.08 $12 $15 $18 $20 $23 spot $17.54 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).