IV Skew
10.9%
25Δ put − call
Expiry 9/1818d 10/1646d 11/2081d 1/15137d 2/19172d 1/21508d
CALLS Strike PUTS OI Vol IV Δ Γ Θ V Bid/Ask Last Strike Last Bid/Ask V Θ Γ Δ IV Vol OI 2 — 0.0% 1.00 — -0.00 — 0.00/0.00 6.25 5.00 0.05 0.00/0.00 0.00 -0.00 0.0000 -0.00 50.0% 30 34 2 — 0.0% 1.00 — -0.00 — 0.00/0.00 5.45 6.00 — — — — — — — — — — — 0.0% 1.00 — -0.00 — 0.00/0.00 4.06 7.00 0.15 0.00/0.00 0.00 -0.00 0.0001 -0.00 50.0% 1 136 11 2 0.0% 1.00 — -0.00 — 0.00/0.00 3.08 8.00 0.05 0.00/0.00 0.00 -0.00 0.0000 -0.00 25.0% 1 391 121 1 0.0% 1.00 — -0.00 — 0.00/0.00 2.60 9.00 0.14 0.00/0.00 0.00 -0.00 0.0015 -0.00 25.0% 117 542 285 1 0.0% 1.00 — -0.00 — 0.00/0.00 1.45 10.00 0.38 0.00/0.00 0.00 -0.00 0.0098 -0.00 12.5% 54 1.9k 425 69 1.6% 0.01 0.4431 -0.00 0.00 0.00/0.00 0.95 11.00 0.79 0.00/0.00 — 0.00 — -1.00 0.0% 59 1.9k 678 127 12.5% 0.00 0.0036 -0.00 0.00 0.00/0.00 0.42 12.00 1.44 0.00/0.00 — 0.00 — -1.00 0.0% 38 1.1k 1.7k 47 25.0% 0.00 0.0048 -0.00 0.00 0.00/0.00 0.23 13.00 2.00 0.00/0.00 — 0.00 — -1.00 0.0% 10 843 1.0k 322 25.0% 0.00 0.0000 -0.00 0.00 0.00/0.00 0.13 14.00 3.18 0.00/0.00 — 0.00 — -1.00 0.0% 1 677 1.8k 301 25.0% 0.00 0.0000 -0.00 0.00 0.00/0.00 0.08 15.00 4.20 0.00/0.00 — 0.00 — -1.00 0.0% 16 481 890 5 50.0% 0.00 0.0010 -0.00 0.00 0.00/0.00 0.08 16.00 5.15 0.00/0.00 — 0.00 — -1.00 0.0% 3 725 594 5 50.0% 0.00 0.0001 -0.00 0.00 0.00/0.00 0.06 17.00 5.75 0.00/0.00 — 0.00 — -1.00 0.0% 7 64 1.2k 1 50.0% 0.00 0.0000 -0.00 0.00 0.00/0.00 0.04 18.00 6.78 0.00/0.00 — 0.00 — -1.00 0.0% 1 18
Greeks Profile 2026-09-18 · 18d · σ = 0.8%
Greek Δ Delta Γ Gamma Θ Theta V Vega
-0.08 0.21 0.50 0.79 1.08 $8 $9 $11 $13 $14 spot $10.88 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).