IV Skew
6.2%
25Δ put − call
Expiry 9/1818d 10/1646d 11/2081d 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 — — — — — — — — — 5.00 0.37 0.00/0.00 0.00 -0.00 0.0000 — 50.0% 1 2 — — — — — — — — — 7.50 0.56 0.00/1.35 0.01 -0.05 0.0119 -0.08 339.5% — 1 15 15 0.0% 1.00 — -0.00 — 0.00/0.00 5.26 10.00 0.33 0.00/0.00 0.00 -0.00 0.0000 -0.00 50.0% 2 3 372 30 0.0% 1.00 — -0.00 — 0.00/0.00 4.90 12.50 — — — — — — — — — 53 2 0.0% 1.00 — -0.00 — 0.00/0.00 1.50 15.00 0.45 0.00/0.00 0.00 -0.00 0.0057 -0.00 12.5% — 3 133 1 6.3% 0.00 0.0000 -0.00 0.00 0.00/0.00 0.35 17.50 — — — — — — — — — 129 3 25.0% 0.00 0.0007 -0.00 0.00 0.00/0.00 0.23 20.00 — — — — — — — — — 2 3 25.0% 0.00 0.0000 -0.00 0.00 0.00/0.00 0.13 22.50 — — — — — — — — — 1 — 50.0% 0.00 0.0002 -0.00 0.00 0.00/0.00 0.07 25.00 — — — — — — — — —
Greeks Profile 2026-09-18 · 18d · σ = 9.4%
Greek Δ Delta Γ Gamma Θ Theta V Vega
-0.08 0.21 0.50 0.79 1.08 $11 $14 $16 $19 $21 spot $16.34 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).