IV Skew
-0.4%
25Δ put − call
Expiry 9/1818d 10/1646d 11/2081d 2/19172d
CALLS Strike PUTS OI Vol IV Δ Γ Θ V Bid/Ask Last Strike Last Bid/Ask V Θ Γ Δ IV Vol OI — — 0.0% 1.00 — -0.00 — 0.00/0.00 10.43 12.50 — — — — — — — — — — 2 0.0% 1.00 — -0.00 — 0.00/0.00 9.00 15.00 0.07 0.00/0.00 0.00 -0.00 0.0002 -0.00 50.0% 1 — — 2 0.0% 1.00 — -0.00 — 0.00/0.00 6.10 17.50 0.08 0.00/0.00 0.00 -0.00 0.0000 -0.00 25.0% 3 — — 9 0.0% 1.00 — -0.00 — 0.00/0.00 2.60 20.00 0.25 0.00/0.00 0.00 -0.00 0.0001 -0.00 12.5% 42 — — 99 0.4% 0.69 17.9685 -0.00 0.02 0.00/0.00 1.15 22.50 1.05 0.00/0.00 — — — — 0.0% 37 — — 351 12.5% 0.00 0.0005 -0.00 0.00 0.00/0.00 0.25 25.00 2.39 0.00/0.00 — 0.00 — -1.00 0.0% 8 — — 3 25.0% 0.00 0.0000 -0.00 0.00 0.00/0.00 0.05 30.00 7.44 0.00/0.00 — 0.00 — -1.00 0.0% 2 —
Greeks Profile 2026-09-18 · 18d · σ = 0.2%
Greek Δ Delta Γ Gamma Θ Theta V Vega
-0.08 0.21 0.50 0.79 1.08 $16 $19 $22 $26 $29 spot $22.46 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).