IV Skew
-3.1%
25Δ put − call
Expiry 9/1817d 10/1645d 12/18108d 1/15136d 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 — 6 0.0% 1.00 — -0.00 — 0.00/0.00 7.20 7.00 — — — — — — — — — — — — — — — — — — 8.00 0.10 0.00/0.00 0.00 -0.00 0.0000 -0.00 50.0% — — — — — — — — — — — 9.00 0.05 0.00/0.00 0.00 -0.00 0.0000 -0.00 50.0% 1 — — 22 0.0% 1.00 — -0.00 — 0.00/0.00 7.40 10.00 0.05 0.00/0.00 0.00 -0.00 0.0001 -0.00 50.0% 1 — — 11 0.0% 1.00 — -0.00 — 0.00/0.00 4.30 11.00 0.05 0.00/0.00 0.00 -0.00 0.0019 -0.00 50.0% 10 — — — — — — — — — — 12.00 0.05 0.00/0.00 0.00 -0.00 0.0000 -0.00 25.0% 2 — — 3 0.0% 1.00 — -0.00 — 0.00/0.00 3.17 13.00 0.40 0.00/0.00 0.00 -0.00 0.0046 -0.00 25.0% 1 — — 2 0.0% 1.00 — -0.00 — 0.00/0.00 1.95 14.00 0.37 0.00/0.00 0.00 -0.00 0.0040 -0.00 12.5% 50 — — 20 0.0% 1.00 — -0.00 — 0.00/0.00 1.20 15.00 0.75 0.00/0.00 0.00 -0.00 0.0487 -0.00 3.1% 12 — — 4 6.3% 0.00 0.0084 -0.00 0.00 0.00/0.00 0.73 16.00 1.15 0.00/0.00 — 0.00 — -1.00 0.0% 55 — — 142 12.5% 0.00 0.0005 -0.00 0.00 0.00/0.00 0.57 17.00 1.95 0.00/0.00 — 0.00 — -1.00 0.0% — — — 58 25.0% 0.00 0.0057 -0.00 0.00 0.00/0.00 0.25 18.00 — — — — — — — — — — 73 25.0% 0.00 0.0002 -0.00 0.00 0.00/0.00 0.20 19.00 — — — — — — — — — — 37 25.0% 0.00 0.0000 -0.00 0.00 0.00/0.00 0.20 20.00 — — — — — — — — — — 159 25.0% 0.00 0.0000 -0.00 0.00 0.00/0.00 0.35 21.00 — — — — — — — — — — 28 50.0% 0.00 0.0010 -0.00 0.00 0.00/0.00 0.30 22.00 — — — — — — — — — — 29 50.0% 0.00 0.0002 -0.00 0.00 0.00/0.00 0.05 23.00 9.60 0.00/0.00 — 0.00 — -1.00 0.0% — —
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 $11 $13 $15 $18 $20 spot $15.27 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).