IV Skew
6.2%
25Δ put − call
Expiry 9/1817d 10/1645d 12/18108d 1/15136d 3/19199d 4/16227d 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 — — 0.0% 1.00 — -0.00 — 0.00/0.00 7.73 2.00 0.15 0.00/0.00 0.00 -0.00 0.0000 — 50.0% — — 2 2 1014.1% 0.95 0.0050 -0.07 0.00 4.40/8.40 6.07 3.00 0.15 0.00/0.00 0.00 -0.00 0.0000 — 50.0% — — — 7 0.0% 1.00 — -0.00 — 0.00/0.00 5.68 4.00 — — — — — — — — — 22 10 277.3% 0.92 0.0254 -0.03 0.00 2.25/5.00 4.40 5.00 0.04 0.00/0.00 0.00 -0.00 0.0000 -0.00 50.0% 1 — — 1 0.0% 1.00 — -0.00 — 0.00/0.00 3.80 6.00 0.13 0.00/0.00 0.00 -0.00 0.0000 -0.00 50.0% 6 — — 5 0.0% 1.00 — -0.00 — 0.00/0.00 2.91 7.00 0.05 0.00/0.00 0.00 -0.00 0.0032 -0.00 50.0% 4 — — 5 0.0% 1.00 — -0.00 — 0.00/0.00 2.76 8.00 0.18 0.00/0.00 0.00 -0.00 0.0010 -0.00 25.0% 51 — — 43 0.0% 1.00 — -0.00 — 0.00/0.00 1.04 9.00 0.50 0.00/0.00 0.00 -0.00 0.0250 -0.00 12.5% 132 — — 840 6.3% 0.02 0.3391 -0.00 0.00 0.00/0.00 0.60 10.00 1.00 0.00/0.00 — 0.00 — -1.00 0.0% 22 — — 1 12.5% 0.00 0.0000 -0.00 0.00 0.00/0.00 0.35 11.00 1.65 0.00/0.00 — 0.00 — -1.00 0.0% 10 — — 1.1k 25.0% 0.00 0.0004 -0.00 0.00 0.00/0.00 0.21 12.00 2.85 1.60/3.90 0.01 -0.03 0.1196 -0.72 134.8% 4 56 — 17 25.0% 0.00 0.0000 -0.00 0.00 0.00/0.00 0.08 13.00 3.16 2.15/4.80 0.00 -0.01 0.0956 -0.85 114.5% 2 7 — 34 50.0% 0.00 0.0015 -0.00 0.00 0.00/0.00 0.10 14.00 — — — — — — — — — — 11 50.0% 0.00 0.0001 -0.00 0.00 0.00/0.00 0.05 15.00 — — — — — — — — — — 5 50.0% 0.00 0.0000 -0.00 0.00 0.00/0.00 0.05 16.00 6.15 0.00/0.00 — 0.00 — -1.00 0.0% 1 — — — 50.0% 0.00 0.0000 -0.00 0.00 0.00/0.00 0.10 18.00 8.90 6.60/10.70 0.01 -0.03 0.0504 -0.84 227.7% 2 —
Greeks Profile 2026-09-18 · 17d · σ = 3.1%
Greek Δ Delta Γ Gamma Θ Theta V Vega
-0.08 0.21 0.50 0.79 1.08 $7 $8 $10 $11 $13 spot $9.70 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).