IV Skew
6.2%
25Δ put − call
Expiry 9/1818d 10/1646d 12/18109d 1/15137d 4/16228d 6/17290d 9/17382d 12/17473d +2 more 2028-01-21 (508d) 2028-12-15 (837d)
CALLS Strike PUTS OI Vol IV Δ Γ Θ V Bid/Ask Last Strike Last Bid/Ask V Θ Γ Δ IV Vol OI — — — — — — — — — 2.50 0.05 0.00/0.00 0.00 -0.00 0.0000 — 50.0% — — — 2 0.0% 1.00 — -0.00 — 0.00/0.00 14.70 5.00 0.10 0.00/0.00 0.00 -0.00 0.0000 — 50.0% — — — 1 0.0% 1.00 — -0.00 — 0.00/0.00 7.95 7.50 0.07 0.00/0.00 0.00 -0.00 0.0000 -0.00 50.0% 2 — — 3 0.0% 1.00 — -0.00 — 0.00/0.00 5.10 10.00 0.10 0.00/0.00 0.00 -0.00 0.0010 -0.00 50.0% 10 — — 24 0.0% 1.00 — -0.00 — 0.00/0.00 2.30 12.50 0.40 0.00/0.00 0.00 -0.00 0.0000 -0.00 12.5% 39 — — 93 6.3% 0.00 0.0152 -0.00 0.00 0.00/0.00 0.80 15.00 1.35 0.00/0.00 — 0.00 — -1.00 0.0% 77 — — 17 25.0% 0.00 0.0010 -0.00 0.00 0.00/0.00 0.34 17.50 2.88 0.00/0.00 — 0.00 — -1.00 0.0% 4 — — 20 50.0% 0.00 0.0035 -0.00 0.00 0.00/0.00 0.13 20.00 5.60 0.00/0.00 — 0.00 — -1.00 0.0% 1 — — 16 50.0% 0.00 0.0001 -0.00 0.00 0.00/0.00 0.11 22.50 7.30 0.00/0.00 — 0.00 — -1.00 0.0% 15 — — 11 50.0% 0.00 0.0000 -0.00 0.00 0.00/0.00 0.20 25.00 6.30 0.00/0.00 — 0.00 — -1.00 0.0% — — — 106 50.0% 0.00 0.0000 -0.00 0.00 0.00/0.00 0.05 30.00 — — — — — — — — — — — 50.0% 0.00 0.0000 -0.00 0.00 0.00/0.00 0.30 35.00 — — — — — — — — —
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 $10 $12 $14 $16 $19 spot $14.33 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).