IV Skew
-3.0%
25Δ put − call
Expiry 9/1818d 12/18109d 3/19200d
CALLS Strike PUTS OI Vol IV Δ Γ Θ V Bid/Ask Last Strike Last Bid/Ask V Θ Γ Δ IV Vol OI — — 0.0% 1.00 — -0.00 — 0.00/0.00 12.50 2.50 — — — — — — — — — 2 3 246.9% 0.90 0.0236 -0.03 0.00 5.20/7.10 5.81 7.50 — — — — — — — — — 27 11 97.5% 0.64 0.1315 -0.03 0.01 0.05/3.00 1.68 12.50 0.10 0.00/0.60 0.01 -0.02 0.1686 -0.34 74.5% 3 19 368 1 77.5% 0.25 0.1415 -0.02 0.01 0.00/0.70 0.45 15.00 1.92 0.90/3.40 0.01 -0.02 0.1447 -0.76 73.4% 3 4 126 5 171.9% 0.29 0.0683 -0.05 0.01 0.00/1.70 0.80 17.50 — — — — — — — — — — — 50.0% 0.00 0.0000 -0.00 0.00 0.00/0.00 0.58 22.50 — — — — — — — — — 2 1 221.1% 0.15 0.0353 -0.04 0.01 0.00/0.95 0.75 25.00 10.36 0.00/0.00 — 0.00 — -1.00 0.0% — —
Greeks Profile 2026-09-18 · 18d · σ = 86.0%
Greek Δ Delta Γ Gamma Θ Theta V Vega
0.03 0.29 0.54 0.79 1.05 $9 $11 $13 $15 $17 spot $13.16 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).