IV Skew
-1.4%
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 — 2 1473.4% 0.99 0.0006 -0.05 0.00 14.90/17.80 15.31 2.50 — — — — — — — — — 4 2 786.3% 0.94 0.0039 -0.10 0.00 12.40/15.30 12.82 5.00 — — — — — — — — — — 3 435.2% 0.91 0.0102 -0.08 0.01 9.50/11.70 6.63 7.50 0.15 0.00/1.40 0.01 -0.05 0.0108 -0.08 352.0% 35 90 8 3 381.8% 0.85 0.0161 -0.09 0.01 6.60/10.80 8.03 10.00 1.14 0.00/0.00 0.00 -0.00 0.0000 -0.00 50.0% 1 — 3 2 201.0% 0.82 0.0352 -0.06 0.01 2.70/5.40 6.16 12.50 0.01 0.00/1.75 0.01 -0.05 0.0366 -0.17 187.9% 1 7 14 13 101.4% 0.74 0.0850 -0.04 0.01 0.00/2.60 1.19 15.00 0.21 0.00/0.55 0.01 -0.02 0.1086 -0.18 64.3% 2 2 72 2 65.6% 0.44 0.1601 -0.03 0.01 0.05/1.45 0.60 17.50 0.75 0.65/1.50 0.01 -0.03 0.1412 -0.55 74.8% 30 7 75 1 93.4% 0.24 0.0891 -0.03 0.01 0.00/0.95 0.30 20.00 — — — — — — — — — 7 1 109.2% 0.15 0.0560 -0.03 0.01 0.00/0.60 1.19 22.50 — — — — — — — — — 6 1 153.9% 0.17 0.0432 -0.04 0.01 0.00/0.95 0.25 25.00 — — — — — — — — —
Greeks Profile 2026-09-18 · 18d · σ = 70.2%
Greek Δ Delta Γ Gamma Θ Theta V Vega
-0.02 0.25 0.52 0.79 1.07 $12 $14 $17 $19 $22 spot $16.89 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).