IV Skew
-25.0%
25Δ put − call
Expiry 9/1818d 10/1646d 11/2081d 12/18109d 2/19172d
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 0.0% 1.00 — -0.00 — 0.00/0.00 2.27 0.50 0.03 0.00/0.00 0.00 -0.00 0.0000 — 50.0% 2 — 1 1 0.0% 1.00 — -0.00 — 0.00/0.00 1.90 1.00 — — — — — — — — — — 1 0.0% 1.00 — -0.00 — 0.00/0.00 0.79 2.00 0.43 0.00/0.00 0.00 -0.00 0.0450 -0.00 50.0% 2 — — 29 25.0% 0.02 0.2593 -0.00 0.00 0.00/0.00 0.10 3.00 0.40 0.00/0.00 — 0.00 — -1.00 0.0% 1 —
Greeks Profile 2026-09-18 · 18d · σ = 12.5%
Greek Δ Delta Γ Gamma Θ Theta V Vega
-0.08 0.21 0.50 0.79 1.08 $2 $2 $3 $3 $3 spot $2.65 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).