IV Skew
6.2%
25Δ put − call
Expiry 9/1817d 10/1645d 1/15136d 3/19199d 4/16227d 12/17472d
CALLS Strike PUTS OI Vol IV Δ Γ Θ V Bid/Ask Last Strike Last Bid/Ask V Θ Γ Δ IV Vol OI — — — — — — — — — 2.50 0.06 0.00/0.00 0.00 -0.00 0.0000 -0.00 50.0% 10 — — 1 0.0% 1.00 — -0.00 — 0.00/0.00 0.42 5.00 0.25 0.00/0.00 0.00 -0.00 0.0327 -0.00 6.3% 11 — — 2 50.0% 0.00 0.0030 -0.00 0.00 0.00/0.00 0.05 7.50 2.00 0.00/0.00 — 0.00 — -1.00 0.0% 30 — — — 50.0% 0.00 0.0000 -0.00 0.00 0.00/0.00 0.03 10.00 4.94 0.00/0.00 — 0.00 — -1.00 0.0% 80 —
Greeks Profile 2026-09-18 · 17d · σ = 3.1%
Greek Δ Delta Γ Gamma Θ Theta V Vega
-0.08 0.21 0.50 0.79 1.08 $4 $4 $5 $6 $7 spot $5.21 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).