IV Skew
7.4%
25Δ put − call
Expiry 9/1816d 10/1644d 11/2079d 12/18107d 1/15135d 3/19198d 1/21506d
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 3 1431.3% 0.99 0.0014 -0.03 0.00 6.40/8.10 7.28 1.00 — — — — — — — — — 2 2 1285.9% 0.97 0.0030 -0.05 0.00 4.40/7.80 6.90 2.00 — — — — — — — — — — 2 0.0% 1.00 — -0.00 — 0.00/0.00 5.73 3.00 — — — — — — — — — 30 6 168.8% 0.99 0.0101 -0.00 0.00 3.60/5.20 4.60 4.00 — — — — — — — — — — 30 0.0% 1.00 — -0.00 — 0.00/0.00 3.00 5.00 0.65 0.00/0.40 0.00 -0.02 0.0407 -0.08 209.8% 1 4 1 — 203.1% 0.84 0.0677 -0.03 0.00 1.65/2.80 2.49 6.00 0.05 0.00/0.75 0.00 -0.02 0.0690 -0.15 193.4% 41 212 85 1 103.9% 0.83 0.1400 -0.02 0.00 0.90/1.60 1.20 7.00 0.05 0.00/0.10 0.00 -0.00 0.1275 -0.08 63.3% 1 580 413 3 52.3% 0.69 0.3841 -0.01 0.01 0.50/0.60 0.60 8.00 0.05 0.05/0.25 0.01 -0.01 0.3579 -0.32 57.0% 1 327 1.4k 63 49.6% 0.27 0.3791 -0.01 0.01 0.00/0.15 0.07 9.00 0.77 0.65/0.90 0.01 -0.01 0.3749 -0.73 50.6% 2 143 719 1 50.0% 0.05 0.1230 -0.00 0.00 0.00/0.05 0.05 10.00 1.85 1.45/2.20 0.01 -0.01 0.1775 -0.79 93.0% 2 3 144 30 124.2% 0.18 0.1212 -0.02 0.00 0.00/0.45 0.05 11.00 2.55 2.25/4.00 0.01 -0.03 0.1125 -0.72 171.5% 1 195 87 1 100.0% 0.05 0.0631 -0.01 0.00 0.00/0.10 0.07 12.00 3.50 3.20/4.40 0.00 -0.02 0.0908 -0.86 137.9% 2 5 9 1 215.2% 0.23 0.0801 -0.04 0.01 0.00/0.95 0.15 13.00 4.50 4.00/5.40 0.00 -0.01 0.0586 -0.93 128.9% 2 — — — — — — — — — — 14.00 5.65 4.90/6.60 0.00 -0.01 0.0569 -0.91 160.9% — — 50 — 234.0% 0.17 0.0625 -0.03 0.00 0.00/0.75 0.10 15.00 6.03 4.70/8.70 0.00 -0.01 0.0411 -0.94 158.6% 20 —
Greeks Profile 2026-09-18 · 16d · σ = 54.7%
Greek Δ Delta Γ Gamma Θ Theta V Vega
-0.07 0.22 0.51 0.79 1.08 $6 $7 $8 $10 $11 spot $8.38 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).