IV Skew
-14.3%
25Δ put − call
Expiry 9/1819d 10/1647d 11/2082d 2/19173d
CALLS Strike PUTS OI Vol IV Δ Γ Θ V Bid/Ask Last Strike Last Bid/Ask V Θ Γ Δ IV Vol OI — 4 528.1% 0.99 0.0011 -0.02 0.00 16.70/19.10 18.15 2.50 — — — — — — — — — — — — — — — — — — 17.50 0.08 0.00/0.15 0.01 -0.01 0.0715 -0.10 52.9% 1 79 593 201 48.0% 0.57 0.1768 -0.02 0.02 0.45/1.05 1.15 20.00 0.75 0.50/0.75 0.02 -0.02 0.1889 -0.42 44.9% 5 66 16 9 59.2% 0.24 0.1143 -0.02 0.01 0.00/0.40 0.17 22.50 2.50 1.85/2.75 0.02 -0.02 0.1095 -0.73 64.8% — 1 56 55 51.6% 0.04 0.0384 -0.01 0.00 0.00/0.10 0.09 25.00 6.00 4.00/5.20 0.01 -0.03 0.0632 -0.81 91.5% 1 2
Greeks Profile 2026-09-18 · 19d · σ = 46.5%
Greek Δ Delta Γ Gamma Θ Theta V Vega
-0.07 0.22 0.50 0.79 1.08 $14 $17 $20 $23 $26 spot $20.24 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).