IV Skew
40.2%
25Δ put − call
Expiry 9/1819d 12/18110d 3/19201d
CALLS Strike PUTS OI Vol IV Δ Γ Θ V Bid/Ask Last Strike Last Bid/Ask V Θ Γ Δ IV Vol OI — — 917.2% 0.96 0.0032 -0.05 0.00 8.10/10.60 7.45 2.50 0.25 0.00/0.75 0.00 -0.03 0.0046 -0.03 570.3% 1 1 8 10 0.0% 1.00 — -0.00 — 3.70/4.90 6.10 5.00 0.05 0.00/0.75 0.00 -0.03 0.0137 -0.06 331.3% 1 1 1 — 178.1% 0.91 0.0329 -0.02 0.00 2.15/4.70 1.30 7.50 0.25 0.00/0.25 0.00 -0.01 0.0291 -0.06 145.3% 1 2.7k 40 2 103.9% 0.81 0.0960 -0.02 0.01 1.55/2.30 2.05 10.00 0.27 0.00/0.75 0.01 -0.02 0.0952 -0.19 105.9% 2 1.0k 42 5 53.9% 0.39 0.2603 -0.02 0.01 0.00/0.75 0.60 12.50 1.24 0.50/2.25 0.01 -0.03 0.1549 -0.54 94.1% 1 4 97 2 78.1% 0.12 0.0937 -0.01 0.01 0.00/0.25 0.16 15.00 4.65 0.00/0.00 — 0.00 — -1.00 0.0% 2 — 3 1 153.1% 0.18 0.0630 -0.03 0.01 0.00/0.75 0.37 17.50 6.95 0.00/0.00 — 0.00 — -1.00 0.0% 4 — 2 — 169.5% 0.13 0.0454 -0.03 0.01 0.00/0.55 0.30 20.00 9.60 0.00/0.00 — 0.00 — -1.00 0.0% 14 — — — — — — — — — — 22.50 13.14 10.10/12.10 0.01 -0.04 0.0412 -0.82 234.4% 4 —
Greeks Profile 2026-09-18 · 19d · σ = 74.0%
Greek Δ Delta Γ Gamma Θ Theta V Vega
-0.00 0.26 0.53 0.79 1.06 $8 $10 $12 $14 $16 spot $11.94 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).