IV Skew
63.3%
25Δ put − call
Expiry 9/1817d 12/18108d 1/15136d 3/19199d
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 2 — — — — — 0.60/4.70 2.65 1.00 — — — — — — — — — — — — — — — — — — 2.00 0.05 0.00/1.75 0.00 -0.03 0.0314 -0.11 728.1% 10 65 41 12 135.9% 0.85 0.2037 -0.01 0.00 0.40/1.00 0.85 3.00 0.01 0.00/0.05 0.00 -0.00 0.1749 -0.06 84.4% 60 3.0k 1.4k 1 27.3% 0.34 1.5994 -0.00 0.00 0.00/0.05 0.01 4.00 0.28 0.00/0.75 0.00 -0.01 0.5241 -0.51 90.6% 1 8 222 9 170.3% 0.31 0.2470 -0.01 0.00 0.00/0.50 0.10 5.00 1.12 0.65/1.55 0.00 -0.02 0.2009 -0.60 228.9% 2 — — 1 50.0% 0.00 0.0004 -0.00 0.00 0.00/0.00 1.57 6.00 — — — — — — — — — 41 1 308.6% 0.29 0.1327 -0.03 0.00 0.00/0.75 0.06 7.00 4.10 0.00/0.00 — 0.00 — -1.00 0.0% 1 — 61 25 555.1% 0.50 0.0856 -0.05 0.00 0.00/2.15 0.07 8.00 2.39 3.90/5.10 0.00 -0.03 0.1153 -0.72 348.4% 10 5 — 15 50.0% 0.00 0.0000 -0.00 0.00 0.00/0.00 1.75 9.00 2.45 0.00/0.00 — 0.00 — -1.00 0.0% 1 — 1 1 844.5% 0.65 0.0521 -0.08 0.00 0.20/3.50 1.60 10.00 3.50 2.60/5.70 — 0.00 — -1.00 0.0% 5 7 — 10 50.0% — 0.0000 -0.00 0.00 0.00/0.00 0.05 11.00 4.50 0.00/0.00 — 0.00 — -1.00 0.0% 1 — — — — — — — — — — 15.00 6.80 5.70/8.30 — 0.00 — -1.00 0.0% — 1
Greeks Profile 2026-09-18 · 17d · σ = 59.0%
Greek Δ Delta Γ Gamma Θ Theta V Vega
-0.05 0.23 0.51 0.79 1.08 $3 $3 $4 $4 $5 spot $3.89 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).