IV Skew
-11.0%
25Δ put − call
Expiry 9/1819d 10/1647d 12/18110d 3/19201d
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 2 1281.3% 0.98 0.0007 -0.06 0.00 14.10/18.00 12.91 2.50 0.15 0.00/0.05 0.00 -0.00 0.0006 -0.00 384.4% — 1 1 — 756.3% 0.95 0.0033 -0.09 0.00 11.60/15.60 10.30 5.00 0.15 0.00/0.75 0.00 -0.03 0.0039 -0.03 424.2% 1 1 3 — 0.0% 1.00 — -0.00 — 6.00/8.00 6.20 7.50 0.15 0.00/0.75 0.00 -0.03 0.0075 -0.05 303.9% 1 11 1.0k 1 112.5% 1.00 0.0029 -0.00 0.00 8.60/9.00 9.35 10.00 0.30 0.00/0.75 0.01 -0.03 0.0135 -0.07 221.1% 2 606 7 2 221.5% 0.86 0.0239 -0.06 0.01 6.40/8.10 5.48 12.50 0.35 0.00/0.75 0.01 -0.03 0.0247 -0.09 157.0% 4 27 865 1 61.3% 0.96 0.0360 -0.01 0.00 3.70/4.00 3.89 15.00 0.10 0.00/0.30 0.01 -0.01 0.0462 -0.08 76.6% 2 490 3.0k 12 46.9% 0.77 0.1509 -0.02 0.01 1.40/1.60 1.45 17.50 0.40 0.10/0.35 0.01 -0.02 0.1459 -0.24 49.8% 3 25 546 51 60.8% 0.36 0.1432 -0.03 0.02 0.15/0.60 0.20 20.00 1.05 0.15/2.10 0.02 -0.03 0.1155 -0.60 78.1% 3 5 89 1 58.6% 0.10 0.0715 -0.01 0.01 0.00/0.25 0.10 22.50 — — — — — — — — — 12 1 123.0% 0.19 0.0519 -0.04 0.01 0.00/1.05 0.05 25.00 — — — — — — — — — — — — — — — — — — 35.00 19.93 15.80/18.40 0.01 -0.07 0.0267 -0.81 235.2% — —
Greeks Profile 2026-09-18 · 19d · σ = 69.5%
Greek Δ Delta Γ Gamma Θ Theta V Vega
-0.02 0.25 0.52 0.79 1.06 $13 $16 $19 $22 $24 spot $18.79 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).