IV Skew
-9.4%
25Δ put − call
Expiry 9/1817d 10/1645d 1/15136d 1/21507d
CALLS Strike PUTS OI Vol IV Δ Γ Θ V Bid/Ask Last Strike Last Bid/Ask V Θ Γ Δ IV Vol OI — — — — — — — — — 1.00 0.05 0.00/0.00 0.00 -0.00 0.0000 — 50.0% 1 — — — 0.0% 1.00 — -0.00 — 0.00/0.00 3.80 5.00 — — — — — — — — — — — 0.0% 1.00 — -0.00 — 0.00/0.00 2.68 6.00 0.25 0.00/0.00 0.00 -0.00 0.0001 -0.00 50.0% 84 — — 5 0.0% 1.00 — -0.00 — 0.00/0.00 1.80 8.00 0.10 0.00/0.00 0.00 -0.00 0.0236 -0.00 25.0% 24 — — 12 0.0% 1.00 — -0.00 — 0.00/0.00 0.40 9.00 0.35 0.00/0.00 0.00 -0.00 0.0109 -0.00 3.1% 350 — — 211 12.5% 0.00 0.0179 -0.00 0.00 0.00/0.00 0.15 10.00 0.69 0.00/0.00 — 0.00 — -1.00 0.0% — — — 11 25.0% 0.00 0.0041 -0.00 0.00 0.00/0.00 0.05 11.00 — — — — — — — — — — 1 25.0% 0.00 0.0000 -0.00 0.00 0.00/0.00 0.10 12.00 — — — — — — — — — — — 50.0% 0.00 0.0030 -0.00 0.00 0.00/0.00 0.35 13.00 — — — — — — — — —
Greeks Profile 2026-09-18 · 17d · σ = 1.6%
Greek Δ Delta Γ Gamma Θ Theta V Vega
-0.08 0.21 0.50 0.79 1.08 $6 $8 $9 $11 $12 spot $9.20 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).