IV Skew
6.2%
25Δ put − call
Expiry 9/1818d 10/1646d 11/2081d 1/15137d 2/19172d 1/21508d
CALLS Strike PUTS OI Vol IV Δ Γ Θ V Bid/Ask Last Strike Last Bid/Ask V Θ Γ Δ IV Vol OI — — — — — — — — — 12.00 0.35 0.00/0.00 0.00 -0.00 0.0000 -0.00 25.0% — — — — 0.0% 1.00 — -0.00 — 0.00/0.00 2.10 13.00 — — — — — — — — — — — — — — — — — — 14.00 0.18 0.00/0.00 0.00 -0.00 0.0000 -0.00 12.5% 1 — — 4 0.0% 1.00 — -0.00 — 0.00/0.00 1.45 15.00 0.50 0.00/0.00 0.00 -0.00 0.0112 -0.00 12.5% 1 — — 6 0.0% 1.00 — -0.00 — 0.00/0.00 1.19 16.00 0.75 0.00/0.00 0.00 -0.00 0.1684 -0.01 3.1% 1 — — 142 6.3% 0.00 0.0133 -0.00 0.00 0.00/0.00 0.82 17.00 1.35 0.00/0.00 — 0.00 — -1.00 0.0% 4 — — 4 12.5% 0.00 0.0013 -0.00 0.00 0.00/0.00 0.34 18.00 — — — — — — — — — — 11 25.0% 0.00 0.0098 -0.00 0.00 0.00/0.00 0.20 19.00 — — — — — — — — — — 1 25.0% 0.00 0.0005 -0.00 0.00 0.00/0.00 0.15 20.00 — — — — — — — — — — — — — — — — — — 21.00 4.80 0.00/0.00 — 0.00 — -1.00 0.0% — — — — — — — — — — — 22.00 5.80 0.00/0.00 — 0.00 — -1.00 0.0% 2 — — — — — — — — — — 23.00 6.80 0.00/0.00 — 0.00 — -1.00 0.0% 2 — — — — — — — — — — 24.00 8.37 0.00/0.00 — 0.00 — -1.00 0.0% 1 — — — — — — — — — — 25.00 8.80 0.00/0.00 — 0.00 — -1.00 0.0% 2 — — — — — — — — — — 30.00 13.80 0.00/0.00 — 0.00 — -1.00 0.0% 2 —
Greeks Profile 2026-09-18 · 18d · σ = 1.6%
Greek Δ Delta Γ Gamma Θ Theta V Vega
-0.08 0.21 0.50 0.79 1.08 $11 $14 $16 $19 $21 spot $16.24 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).