IV Skew
-8.0%
25Δ put − call
Expiry 9/45d 9/1819d 10/1647d 1/15138d 4/16229d 12/17474d 1/21509d
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 1 281.3% 0.96 0.0170 -0.05 0.00 4.95/8.70 6.76 10.00 — — — — — — — — — — — 184.4% 0.86 0.0629 -0.08 0.00 2.75/4.35 3.45 13.50 — — — — — — — — — 1 — 201.2% 0.80 0.0715 -0.11 0.01 2.05/4.55 3.05 14.00 0.05 0.00/0.75 0.00 -0.07 0.0779 -0.15 151.6% 10 12 45 50 107.0% 0.87 0.0993 -0.04 0.00 1.60/3.05 2.60 14.50 0.04 0.00/0.24 0.00 -0.03 0.0899 -0.08 86.3% 21 40 21 3 56.3% 0.94 0.1045 -0.01 0.00 0.96/2.35 1.98 15.00 0.03 0.00/0.19 0.00 -0.02 0.1231 -0.09 65.6% 20 143 36 20 94.5% 0.75 0.1723 -0.06 0.01 0.85/1.50 1.23 15.50 0.08 0.00/0.08 0.00 -0.02 0.1919 -0.10 47.3% 5 58 53 1 73.0% 0.68 0.2504 -0.05 0.01 0.21/1.00 0.91 16.00 0.09 0.01/0.16 0.01 -0.02 0.3547 -0.22 43.2% 58 43 50 70 68.8% 0.55 0.2964 -0.05 0.01 0.20/0.68 0.42 16.50 0.33 0.27/0.40 0.01 -0.04 0.4145 -0.44 49.0% 149 11 135 83 53.3% 0.37 0.3634 -0.04 0.01 0.00/0.32 0.22 17.00 0.60 0.49/0.66 0.01 -0.03 0.4079 -0.66 46.5% 11 168 80 150 51.2% 0.20 0.2817 -0.03 0.01 0.01/0.16 0.10 17.50 1.04 0.83/1.47 0.01 -0.04 0.2597 -0.75 63.3% 11 28 193 189 55.5% 0.11 0.1791 -0.02 0.00 0.01/0.10 0.06 18.00 1.27 0.88/1.89 0.01 -0.07 0.1602 -0.71 109.4% 1 4 29 31 55.9% 0.05 0.0997 -0.01 0.00 0.00/0.05 0.03 18.50 1.96 1.10/2.41 0.01 -0.08 0.1306 -0.74 127.5% 1 7 52 1 57.0% 0.02 0.0507 -0.01 0.00 0.00/0.05 0.02 19.00 2.44 1.64/2.97 0.01 -0.09 0.1088 -0.75 149.8% 4 3 26 1 77.0% 0.04 0.0592 -0.01 0.00 0.00/0.11 0.09 19.50 2.81 2.52/3.65 0.00 -0.04 0.0912 -0.89 106.6% 2 1 117 111 73.4% 0.02 0.0297 -0.01 0.00 0.00/0.05 0.01 20.00 3.85 2.83/3.65 0.00 -0.05 0.0818 -0.88 129.3% 3 2 2 3 145.3% 0.12 0.0728 -0.06 0.00 0.00/0.56 0.47 20.50 3.39 2.85/4.15 0.00 -0.05 0.0712 -0.89 139.8% 2 2
Greeks Profile 2026-09-04 · 5d · σ = 58.9%
Greek Δ Delta Γ Gamma Θ Theta V Vega
-0.08 0.21 0.50 0.79 1.08 $12 $14 $17 $19 $22 spot $16.60 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).