IV Skew
-24.6%
25Δ put − call
Expiry 9/1818d 10/1646d 12/18109d 3/19200d
CALLS Strike PUTS OI Vol IV Δ Γ Θ V Bid/Ask Last Strike Last Bid/Ask V Θ Γ Δ IV Vol OI — 11 0.0% 1.00 — -0.00 — 0.00/0.00 7.08 2.50 — — — — — — — — — — 9 0.0% 1.00 — -0.00 — 0.00/0.00 4.57 5.00 0.05 0.00/0.05 0.00 -0.00 0.0133 -0.02 146.9% 160 160 — 3 0.0% 1.00 — -0.00 — 0.00/0.00 1.98 7.50 0.05 0.00/0.05 0.00 -0.00 0.0629 -0.04 62.5% — 76 514 1 24.6% 0.18 0.5093 -0.00 0.01 0.00/0.05 0.05 10.00 0.64 —/0.00 — 0.00 — -1.00 0.0% — — 4 — 231.3% 0.39 0.0789 -0.05 0.01 0.00/2.15 0.04 12.50 3.15 0.00/0.00 — 0.00 — -1.00 0.0% — — — — — — — — — — — 15.00 5.62 0.00/0.00 — 0.00 — -1.00 0.0% 2 — — — — — — — — — — 17.50 8.16 0.00/0.00 — 0.00 — -1.00 0.0% — —
Greeks Profile 2026-09-18 · 18d · σ = 12.3%
Greek Δ Delta Γ Gamma Θ Theta V Vega
-0.08 0.21 0.50 0.79 1.08 $7 $8 $9 $11 $12 spot $9.48 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).