IV Skew
6.2%
25Δ put − call
Expiry 9/1817d 11/2080d 2/19171d
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 — 0.0% 1.00 — -0.00 — 0.00/0.00 11.25 2.50 — — — — — — — — — 1 — 0.0% 1.00 — -0.00 — 0.00/0.00 8.40 5.00 0.05 0.00/0.95 0.00 -0.04 0.0081 -0.05 409.8% — 200 — — — — — — — — — 12.50 0.40 0.00/0.00 0.00 -0.00 0.0000 -0.00 12.5% 1 5 103 2 6.3% 0.00 0.0393 -0.00 0.00 0.00/0.00 0.41 15.00 1.22 0.00/0.00 — 0.00 — -1.00 0.0% 2 2
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 $10 $12 $14 $17 $19 spot $14.41 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).