IV Skew
6.8%
25Δ put − call
Expiry 9/1819d 10/1647d 11/2082d 2/19173d
CALLS Strike PUTS OI Vol IV Δ Γ Θ V Bid/Ask Last Strike Last Bid/Ask V Θ Γ Δ IV Vol OI 1 1 50.0% 1.00 0.0000 -0.00 0.00 8.90/10.10 11.10 2.50 — — — — — — — — — 2 2 206.3% 0.98 0.0078 -0.01 0.00 6.40/7.70 6.95 5.00 0.05 0.00/0.35 0.00 -0.02 0.0120 -0.04 268.8% — 7 4 1 119.5% 0.97 0.0213 -0.01 0.00 3.90/5.20 3.40 7.50 0.05 0.00/0.05 0.00 -0.00 0.0154 -0.02 104.7% 7 337 320 19 83.2% 0.86 0.0990 -0.01 0.01 1.80/2.20 2.05 10.00 0.10 0.05/0.15 0.00 -0.01 0.0949 -0.10 66.4% 3 974 2.0k 889 65.4% 0.43 0.2190 -0.02 0.01 0.45/0.60 0.55 12.50 1.00 0.85/1.35 0.01 -0.02 0.1994 -0.56 72.3% 82 571 3.6k 1.3k 67.2% 0.09 0.0856 -0.01 0.00 0.05/0.10 0.10 15.00 3.50 2.90/3.50 0.01 -0.01 0.1006 -0.84 88.7% 1 21 279 3 99.6% 0.06 0.0450 -0.01 0.00 0.00/0.15 0.06 17.50 5.12 5.10/6.10 0.00 -0.01 0.0496 -0.92 106.3% 3 3 522 1 104.7% 0.02 0.0185 -0.00 0.00 0.00/0.05 0.05 20.00 — — — — — — — — — 2 — 123.4% 0.02 0.0135 -0.00 0.00 0.00/0.05 0.10 22.50 — — — — — — — — — 1 — 188.3% 0.07 0.0256 -0.02 0.00 0.00/0.30 0.10 25.00 — — — — — — — — —
Greeks Profile 2026-09-18 · 19d · σ = 68.8%
Greek Δ Delta Γ Gamma Θ Theta V Vega
-0.02 0.25 0.52 0.79 1.07 $8 $10 $12 $14 $16 spot $12.00 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).