IV Skew
-18.2%
25Δ put − call
Expiry 9/1817d 10/1645d 11/2080d 2/19171d
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 — 209.6% 0.90 0.0244 -0.04 0.01 5.00/6.50 4.40 10.00 — — — — — — — — — 2 — 84.8% 0.95 0.0329 -0.01 0.00 3.70/4.50 2.00 12.00 — — — — — — — — — 5.9k 1 69.9% 0.84 0.1014 -0.02 0.01 1.65/2.90 2.26 14.00 0.10 0.00/0.10 0.01 -0.01 0.0972 -0.10 51.6% 75 55 24 1 100.2% 0.66 0.1052 -0.04 0.01 0.05/1.95 1.40 15.00 — — — — — — — — — 69 1 58.9% 0.54 0.1950 -0.02 0.01 0.35/0.85 0.40 16.00 0.35 0.00/0.55 0.01 -0.02 0.2883 -0.46 39.8% 50 59 287 2 58.0% 0.35 0.1842 -0.02 0.01 0.00/0.45 0.19 17.00 — — — — — — — — — 12 100 44.5% 0.13 0.1358 -0.01 0.01 0.00/0.10 0.10 18.00 1.50 0.85/3.50 0.01 -0.01 0.1395 -0.81 56.6% — 20 2 2 130.3% 0.16 0.0549 -0.03 0.01 0.00/0.75 0.05 22.00 — — — — — — — — —
Greeks Profile 2026-09-18 · 17d · σ = 49.4%
Greek Δ Delta Γ Gamma Θ Theta V Vega
-0.07 0.22 0.50 0.79 1.08 $11 $14 $16 $18 $21 spot $16.03 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).