IV Skew
29.0%
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 — — — — — — — — — 7.00 0.35 0.00/0.20 0.00 -0.01 0.0107 -0.03 192.2% — 1 — — — — — — — — — 8.00 0.05 0.00/0.10 0.00 -0.01 0.0113 -0.02 140.6% 50 60 — — — — — — — — — 9.00 0.05 0.00/0.05 0.00 -0.00 0.0117 -0.02 103.1% 30 1.3k 1 — 167.2% 0.88 0.0366 -0.03 0.01 3.90/5.90 2.70 10.00 0.05 0.00/0.25 0.00 -0.01 0.0316 -0.06 114.8% 1 584 — — — — — — — — — 11.00 0.11 0.00/0.10 0.00 -0.01 0.0366 -0.04 73.4% 4 713 — — — — — — — — — 12.00 0.16 0.00/0.40 0.01 -0.01 0.0798 -0.13 79.3% 1 1.1k 18 — 89.3% 0.74 0.1104 -0.03 0.01 0.05/4.00 2.06 13.00 0.25 0.00/0.75 0.01 -0.02 0.1260 -0.23 72.9% 1 1.9k 100 1 65.4% 0.62 0.1759 -0.02 0.01 0.60/1.65 1.25 14.00 0.65 0.55/1.00 0.01 -0.02 0.1548 -0.38 74.8% 20 183 8.8k 50 45.8% 0.39 0.2544 -0.02 0.01 0.30/0.40 0.40 15.00 1.00 0.40/1.75 0.01 -0.02 0.2086 -0.58 56.8% 5 851 4.1k 5 32.4% 0.10 0.1622 -0.01 0.01 0.00/0.05 0.05 16.00 2.00 0.80/2.50 0.01 -0.04 0.1024 -0.60 114.5% 1 43 1.7k 10 46.1% 0.07 0.0907 -0.01 0.00 0.00/0.05 0.05 17.00 — — — — — — — — — — — 25.0% 0.00 0.0004 -0.00 0.00 0.00/0.00 0.05 18.00 — — — — — — — — —
Greeks Profile 2026-09-18 · 19d · σ = 70.1%
Greek Δ Delta Γ Gamma Θ Theta V Vega
-0.01 0.26 0.53 0.79 1.06 $10 $12 $14 $17 $19 spot $14.47 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).