IV Skew
-4.7%
25Δ put − call
Expiry 9/1817d 10/1645d 12/18108d 1/15136d 3/19199d 1/21507d
CALLS Strike PUTS OI Vol IV Δ Γ Θ V Bid/Ask Last Strike Last Bid/Ask V Θ Γ Δ IV Vol OI 10 — 418.0% 0.90 0.0293 -0.03 0.00 3.00/3.90 4.00 3.00 0.05 0.00/0.30 0.00 -0.01 0.0299 -0.06 285.9% 9 27 1 1 115.6% 0.98 0.0300 -0.00 0.00 2.00/2.95 2.55 4.00 0.20 0.00/0.00 0.00 -0.00 0.0000 -0.00 50.0% 10 — 44 1 83.6% 0.94 0.1075 -0.00 0.00 1.10/1.90 1.35 5.00 0.10 0.00/0.10 0.00 -0.00 0.1131 -0.07 88.3% 12 297 1.0k 71 62.9% 0.73 0.3737 -0.01 0.00 0.55/0.70 0.64 6.00 0.10 0.10/0.25 0.00 -0.01 0.3642 -0.27 65.2% 6 918 1.1k 4 69.9% 0.33 0.3711 -0.01 0.01 0.15/0.25 0.20 7.00 0.71 0.65/0.80 0.00 -0.01 0.3835 -0.68 66.8% 1 612 777 5 61.7% 0.06 0.1454 -0.00 0.00 0.00/0.05 0.05 8.00 1.60 1.45/1.85 0.00 -0.01 0.1947 -0.84 91.4% 11 351 1.3k 2 85.9% 0.05 0.0807 -0.00 0.00 0.00/0.05 0.05 9.00 2.51 2.10/3.10 0.00 -0.01 0.1106 -0.91 104.7% 6 25 433 3 107.8% 0.04 0.0571 -0.00 0.00 0.00/0.05 0.05 10.00 3.70 3.00/4.00 0.00 -0.03 0.1016 -0.73 234.4% 4 12 92 1 125.0% 0.03 0.0429 -0.00 0.00 0.00/0.05 0.05 11.00 4.70 4.00/5.00 0.00 -0.03 0.0882 -0.75 260.5% 1 1 211 5 140.6% 0.03 0.0346 -0.00 0.00 0.00/0.05 0.10 12.00 5.30 0.00/0.00 — 0.00 — -1.00 0.0% 3 — 83 10 200.8% 0.08 0.0541 -0.01 0.00 0.00/0.20 0.05 13.00 6.81 6.10/7.10 0.00 -0.01 0.0448 -0.94 181.3% 2 11 72 1 244.5% 0.12 0.0571 -0.02 0.00 0.00/0.35 0.10 14.00 6.27 7.80/9.00 0.01 -0.06 0.0641 -0.67 403.1% 3 10
Greeks Profile 2026-09-18 · 17d · σ = 64.1%
Greek Δ Delta Γ Gamma Θ Theta V Vega
-0.04 0.24 0.52 0.79 1.07 $5 $5 $6 $7 $8 spot $6.46 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).