IV Skew
-14.7%
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 25 2 564.8% 0.98 0.0020 -0.02 0.00 13.50/15.10 11.21 2.50 0.05 0.00/0.00 0.00 -0.00 0.0000 — 50.0% 23 — 33 1 407.0% 0.96 0.0056 -0.04 0.00 11.10/12.80 14.00 5.00 0.03 0.00/0.05 0.00 -0.00 0.0019 -0.01 234.4% 1 28 288 2 282.4% 0.94 0.0112 -0.03 0.00 8.60/10.30 6.15 7.50 0.05 0.00/0.05 0.00 -0.00 0.0040 -0.01 159.4% 4 85 810 1 196.1% 0.91 0.0215 -0.03 0.01 6.10/7.80 6.30 10.00 0.05 0.00/0.45 0.00 -0.02 0.0198 -0.06 165.6% 21 217 170 2 101.8% 0.91 0.0426 -0.02 0.01 3.90/4.60 4.22 12.50 0.12 0.10/0.25 0.01 -0.01 0.0418 -0.08 98.0% 27 346 388 119 107.6% 0.70 0.0852 -0.04 0.01 2.15/2.80 2.25 15.00 0.75 0.40/0.80 0.01 -0.03 0.1044 -0.27 83.2% 154 1.1k 1.4k 253 97.9% 0.45 0.1070 -0.04 0.01 1.05/1.20 1.15 17.50 2.10 1.90/2.20 0.01 -0.04 0.1086 -0.55 96.4% 47 937 1.7k 252 95.7% 0.23 0.0835 -0.03 0.01 0.40/0.50 0.45 20.00 3.80 3.50/4.20 0.01 -0.02 0.0844 -0.79 91.4% 1 464 1.6k 45 103.3% 0.12 0.0513 -0.02 0.01 0.20/0.25 0.23 22.50 5.45 5.50/6.30 0.01 -0.03 0.0544 -0.84 117.6% 1 192 2.6k 83 136.7% 0.12 0.0395 -0.03 0.01 0.10/0.50 0.11 25.00 8.50 7.90/8.80 0.01 -0.03 0.0405 -0.86 142.6% 2 377 3.4k 156 125.0% 0.03 0.0130 -0.01 0.00 0.00/0.10 0.05 30.00 12.92 12.30/13.80 0.01 -0.03 0.0277 -0.89 182.6% 13 900 1.4k 20 174.2% 0.05 0.0148 -0.02 0.00 0.00/0.25 0.05 35.00 16.60 17.30/19.00 0.01 -0.05 0.0242 -0.86 239.1% 2 13 2.3k 5 203.5% 0.05 0.0130 -0.02 0.00 0.00/0.30 0.05 40.00 22.60 23.10/24.40 0.01 -0.03 0.0172 -0.92 232.4% 1 8 448 6 258.2% 0.08 0.0154 -0.04 0.01 0.00/0.65 0.05 45.00 31.48 26.90/30.40 0.00 -0.02 0.0127 -0.94 235.2% 1 —
Greeks Profile 2026-09-18 · 19d · σ = 97.2%
Greek Δ Delta Γ Gamma Θ Theta V Vega
0.08 0.32 0.55 0.79 1.02 $12 $14 $17 $19 $22 spot $16.55 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).