IV Skew
-6.2%
25Δ put − call
Expiry 9/1818d 10/1646d 12/18109d 1/15137d 4/16228d 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 — 8 0.0% 1.00 — -0.00 — 0.00/0.00 2.19 7.50 0.08 0.00/0.00 0.00 -0.00 0.0001 -0.00 25.0% 2 — — 23 6.3% 0.00 0.0011 -0.00 0.00 0.00/0.00 0.23 10.00 0.98 0.00/0.00 — 0.00 — -1.00 0.0% 50 — — 1 25.0% 0.00 0.0000 -0.00 0.00 0.00/0.00 0.02 12.50 — — — — — — — — — — 2 50.0% 0.00 0.0001 -0.00 0.00 0.00/0.00 0.30 15.00 5.00 0.00/0.00 — 0.00 — -1.00 0.0% — —
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 $7 $8 $9 $11 $12 spot $9.44 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).