IV Skew
-1.8%
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 3 1 512.5% 0.98 0.0034 -0.02 0.00 10.00/12.00 10.63 2.50 0.03 0.00/0.05 0.00 -0.00 0.0013 -0.00 325.0% 1 5 — 4 503.9% 0.92 0.0095 -0.06 0.00 6.70/9.30 9.70 5.00 — — — — — — — — — 4 3 142.6% 0.85 0.0542 -0.03 0.01 2.50/3.70 6.45 10.00 0.25 0.00/0.40 0.01 -0.01 0.0540 -0.10 106.6% 3 136 539 40 105.1% 0.65 0.1172 -0.03 0.01 0.20/1.70 1.08 12.50 0.30 0.10/0.60 0.01 -0.01 0.2111 -0.29 53.5% 6 21 492 1 55.3% 0.18 0.1589 -0.01 0.01 0.10/0.25 0.15 15.00 2.00 1.30/2.20 0.01 -0.02 0.1372 -0.71 82.6% 50 124 96 1 103.9% 0.15 0.0736 -0.02 0.01 0.00/0.50 0.45 17.50 4.85 3.60/4.80 0.01 -0.03 0.0740 -0.77 137.1% 2 2 2 1 151.4% 0.16 0.0522 -0.03 0.01 0.00/0.75 0.40 20.00 7.40 6.00/7.50 0.00 0.00 0.0005 -1.00 50.0% 1 1 1 — 210.7% 0.20 0.0434 -0.05 0.01 0.05/1.25 1.25 22.50 9.85 8.50/9.90 0.01 -0.04 0.0434 -0.80 210.7% 2 6 — — — — — — — — — 25.00 10.40 10.50/12.90 0.01 -0.07 0.0375 -0.74 285.7% 2 2 1 — 237.5% 0.11 0.0260 -0.04 0.01 0.00/0.75 1.50 30.00 17.40 15.50/17.90 0.01 -0.08 0.0312 -0.76 327.5% 2 —
Greeks Profile 2026-09-18 · 19d · σ = 79.3%
Greek Δ Delta Γ Gamma Θ Theta V Vega
0.02 0.28 0.54 0.79 1.05 $9 $11 $13 $15 $17 spot $13.25 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).