IV Skew
3.1%
25Δ put − call
Expiry 9/1817d 10/1645d 12/18108d 1/15136d 4/16227d 9/17381d 12/17472d
CALLS Strike PUTS OI Vol IV Δ Γ Θ V Bid/Ask Last Strike Last Bid/Ask V Θ Γ Δ IV Vol OI 4 4 200.0% 0.96 0.0226 -0.01 0.00 2.20/7.00 5.92 5.00 0.15 0.00/0.30 0.00 -0.02 0.0250 -0.06 221.9% 10 10 — — — — — — — — — 7.50 0.10 0.05/0.20 0.00 -0.01 0.0925 -0.11 96.9% 10 899 1.5k 40 74.6% 0.41 0.2543 -0.02 0.01 0.25/0.60 0.40 10.00 0.70 0.40/1.50 0.01 -0.02 0.2449 -0.58 77.7% 180 414 39 1 115.2% 0.17 0.1054 -0.02 0.01 0.00/0.40 0.05 12.50 2.80 1.00/4.50 0.01 -0.07 0.0670 -0.55 288.1% 30 90 67 1 135.2% 0.08 0.0531 -0.01 0.00 0.00/0.20 0.10 15.00 2.70 3.10/7.90 0.00 0.00 0.0001 -1.00 50.0% 4 2 8 7 288.1% 0.25 0.0540 -0.06 0.01 0.00/1.45 0.86 17.50 7.60 5.50/10.40 0.01 -0.12 0.0390 -0.51 498.2% 50 50 19 2 540.4% 0.48 0.0360 -0.13 0.01 0.00/4.90 0.21 20.00 10.30 8.00/12.90 0.01 -0.13 0.0363 -0.53 534.4% 705 1.4k 410 52 429.9% 0.32 0.0407 -0.09 0.01 0.00/2.60 0.05 22.50 13.40 10.50/15.30 0.01 -0.13 0.0349 -0.55 552.9% 2 2 48 6 596.9% 0.46 0.0324 -0.14 0.01 0.00/4.90 3.85 25.00 — — — — — — — — — 11 2 640.2% 0.44 0.0301 -0.15 0.01 0.00/4.90 0.15 30.00 20.00 18.00/22.80 0.01 -0.14 0.0307 -0.57 622.3% — —
Greeks Profile 2026-09-18 · 17d · σ = 76.2%
Greek Δ Delta Γ Gamma Θ Theta V Vega
-0.01 0.26 0.53 0.79 1.06 $7 $8 $10 $11 $12 spot $9.50 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).