IV Skew
7.8%
25Δ put − call
Expiry 9/1819d 10/1647d 1/15138d 4/16229d 1/21509d
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 3 975.0% 0.98 0.0022 -0.02 0.00 7.60/9.30 8.38 1.00 — — — — — — — — — — — 0.0% 1.00 — -0.00 — 0.00/0.00 7.34 2.50 — — — — — — — — — 2 1 457.0% 0.90 0.0180 -0.04 0.00 5.10/6.50 5.23 4.00 — — — — — — — — — 17 6 263.3% 0.90 0.0320 -0.03 0.00 3.90/4.90 4.61 5.00 — — — — — — — — — 4 2 211.7% 0.86 0.0502 -0.03 0.00 2.80/4.10 3.90 6.00 — — — — — — — — — 220 11 129.9% 0.78 0.1093 -0.02 0.01 1.50/2.40 2.35 7.50 0.07 0.00/0.15 0.00 -0.01 0.1220 -0.10 67.2% 2 12 749 340 53.9% 0.55 0.3564 -0.01 0.01 0.35/0.60 0.45 9.00 0.36 0.25/0.50 0.01 -0.01 0.3112 -0.45 61.7% 72 157 1.2k 195 54.7% 0.23 0.2714 -0.01 0.01 0.05/0.15 0.14 10.00 0.75 0.80/1.15 0.01 -0.01 0.2591 -0.74 60.7% 1 105 270 6 50.8% 0.05 0.1033 -0.00 0.00 0.00/0.05 0.05 11.00 2.40 0.00/0.00 — 0.00 — -1.00 0.0% 5 — 119 10 86.7% 0.06 0.0695 -0.01 0.00 0.00/0.10 0.05 12.50 3.18 2.40/3.60 0.00 -0.01 0.0906 -0.87 110.9% 7 9 19 1 96.1% 0.03 0.0347 -0.00 0.00 0.00/0.05 0.13 14.00 — — — — — — — — — 27 17 107.8% 0.03 0.0281 -0.00 0.00 0.00/0.05 0.12 15.00 5.79 5.60/6.30 0.01 -0.03 0.0654 -0.82 193.0% 2 — — — — — — — — — — 16.00 6.75 6.70/7.20 0.00 -0.02 0.0556 -0.87 188.3% 4 — — — — — — — — — — 17.50 7.63 7.30/8.70 0.00 -0.02 0.0480 -0.88 207.8% 4 1 — — — — — — — — — 19.00 9.83 9.40/10.10 0.00 -0.01 0.0362 -0.92 198.8% 2 2 — — — — — — — — — 20.00 10.27 9.80/11.20 0.00 -0.02 0.0397 -0.89 235.2% — —
Greeks Profile 2026-09-18 · 19d · σ = 57.8%
Greek Δ Delta Γ Gamma Θ Theta V Vega
-0.05 0.23 0.51 0.79 1.07 $6 $8 $9 $10 $12 spot $9.04 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).