IV Skew
-30.1%
25Δ put − call
Expiry 9/1819d 10/1647d 11/2082d 2/19173d
CALLS Strike PUTS OI Vol IV Δ Γ Θ V Bid/Ask Last Strike Last Bid/Ask V Θ Γ Δ IV Vol OI — — — — — — — — — 2.50 0.25 0.00/0.05 0.00 -0.00 0.0005 -0.00 387.5% 1 1 — — — — — — — — — 12.50 0.35 0.00/0.75 0.01 -0.03 0.0217 -0.09 164.5% — 40 — — — — — — — — — 15.00 1.50 0.00/0.70 0.01 -0.02 0.0420 -0.12 108.2% 151 152 7 6 103.7% 0.71 0.0744 -0.04 0.02 1.65/4.10 7.50 17.50 0.38 0.30/0.50 0.01 -0.02 0.1038 -0.21 63.5% 2 306 22 5 93.6% 0.49 0.0964 -0.04 0.02 0.75/2.10 2.05 20.00 0.75 0.85/1.60 0.02 -0.03 0.1301 -0.54 68.9% 13 324 190 11 71.1% 0.20 0.0903 -0.02 0.01 0.15/0.55 0.42 22.50 2.15 1.25/4.20 0.02 -0.05 0.0699 -0.66 118.9% 61 52 473 17 84.2% 0.11 0.0511 -0.02 0.01 0.05/0.35 0.25 25.00 3.95 4.30/6.10 0.01 -0.03 0.0557 -0.81 110.0% 51 51 161 2 123.8% 0.08 0.0275 -0.02 0.01 0.00/0.40 0.10 30.00 7.08 8.60/11.60 0.01 -0.06 0.0348 -0.77 195.1% 4 7 56 6 177.9% 0.11 0.0233 -0.04 0.01 0.00/0.75 0.05 35.00 — — — — — — — — —
Greeks Profile 2026-09-18 · 19d · σ = 81.3%
Greek Δ Delta Γ Gamma Θ Theta V Vega
0.02 0.28 0.54 0.79 1.05 $14 $16 $19 $22 $25 spot $19.38 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).