IV Skew
-6.2%
25Δ put − call
Expiry 9/1818d 10/1646d 11/2081d 1/15137d 2/19172d 1/21508d
CALLS Strike PUTS OI Vol IV Δ Γ Θ V Bid/Ask Last Strike Last Bid/Ask V Θ Γ Δ IV Vol OI — — 0.0% 1.00 — -0.00 — 0.00/0.00 6.30 1.00 — — — — — — — — — 10 — 171.9% 0.88 0.0711 -0.02 0.00 2.00/3.00 2.10 5.00 — — — — — — — — — — 1 0.0% 1.00 — -0.00 — 0.00/0.00 1.80 6.00 0.05 0.00/0.00 0.00 -0.00 0.0017 -0.00 25.0% 74 — — 2 0.0% 1.00 — -0.00 — 0.00/0.00 0.40 7.00 0.15 0.00/0.00 0.00 -0.00 0.0332 -0.00 6.3% 35 — — 30 12.5% 0.00 0.0099 -0.00 0.00 0.00/0.00 0.05 8.00 0.85 0.00/0.00 — 0.00 — -1.00 0.0% 49 — — 30 25.0% 0.00 0.0009 -0.00 0.00 0.00/0.00 0.05 9.00 1.80 0.00/0.00 — 0.00 — -1.00 0.0% — — 50 50 133.6% 0.18 0.1220 -0.02 0.00 0.00/0.40 0.05 10.00 2.81 0.00/0.00 — 0.00 — -1.00 0.0% 1 — 3 3 96.9% 0.04 0.0508 -0.00 0.00 0.00/0.05 0.30 11.00 — — — — — — — — — 4 — 114.1% 0.03 0.0403 -0.00 0.00 0.00/0.05 0.05 12.00 — — — — — — — — — — 1 50.0% 0.00 0.0000 -0.00 0.00 0.00/0.00 0.04 13.00 — — — — — — — — —
Greeks Profile 2026-09-18 · 18d · σ = 3.1%
Greek Δ Delta Γ Gamma Θ Theta V Vega
-0.08 0.21 0.50 0.79 1.08 $5 $6 $7 $8 $9 spot $7.29 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).