IV Skew
0.0%
25Δ put − call
Expiry 9/1817d 10/1645d 12/18108d 1/15136d 3/19199d 1/21507d
CALLS Strike PUTS OI Vol IV Δ Γ Θ V Bid/Ask Last Strike Last Bid/Ask V Θ Γ Δ IV Vol OI — — 356.3% 0.99 0.0028 -0.01 0.00 8.50/9.40 10.69 2.50 — — — — — — — — — — — — — — — — — — 5.00 0.05 0.00/0.00 0.00 -0.00 0.0000 -0.00 50.0% 1 15 2 1 112.5% 0.97 0.0258 -0.01 0.00 3.50/4.40 6.15 7.50 0.08 0.00/0.00 0.00 -0.00 0.0001 -0.00 50.0% 1 16 52 4 0.0% 1.00 — -0.00 — 0.00/0.00 1.51 10.00 0.05 0.00/0.00 0.00 -0.00 0.0000 -0.00 12.5% 10 221 610 1 12.5% 0.00 0.0052 -0.00 0.00 0.00/0.00 0.07 12.50 1.15 0.00/0.00 — 0.00 — -1.00 0.0% 4 1.1k 684 1 25.0% 0.00 0.0000 -0.00 0.00 0.00/0.00 0.04 15.00 3.27 0.00/0.00 — 0.00 — -1.00 0.0% 11 51 701 1 50.0% 0.00 0.0002 -0.00 0.00 0.00/0.00 0.01 17.50 4.12 3.60/4.50 — 0.00 — -1.00 0.0% 2 4 373 1 50.0% 0.00 0.0000 -0.00 0.00 0.00/0.00 0.05 20.00 4.93 5.90/7.20 — 0.00 — -1.00 0.0% 1 1 144 1 135.9% 0.02 0.0115 -0.00 0.00 0.00/0.05 0.10 22.50 9.25 8.40/9.60 — 0.00 — -1.00 0.0% 2 — 20 1 50.0% 0.00 0.0000 -0.00 0.00 0.00/0.00 0.05 25.00 10.10 8.50/9.80 — 0.00 — -1.00 0.0% 13 — — — — — — — — — — 30.00 16.65 15.80/17.00 — 0.00 — -1.00 0.0% — —
Greeks Profile 2026-09-18 · 17d · σ = 6.3%
Greek Δ Delta Γ Gamma Θ Theta V Vega
-0.08 0.21 0.50 0.79 1.08 $8 $10 $11 $13 $15 spot $11.40 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).