IV Skew
3.1%
25Δ put − call
Expiry 9/1817d 10/1645d 1/15136d 4/16227d 1/21507d
CALLS Strike PUTS OI Vol IV Δ Γ Θ V Bid/Ask Last Strike Last Bid/Ask V Θ Γ Δ IV Vol OI — — — — — — — — — 2.00 0.05 0.00/0.00 0.00 -0.00 0.0000 — 50.0% 1 — 6 — 914.8% 0.94 0.0046 -0.09 0.00 6.50/10.70 8.99 4.00 — — — — — — — — — 3 1 0.0% 1.00 — -0.00 — 0.00/0.00 8.00 5.00 — — — — — — — — — — — — — — — — — — 6.00 0.10 0.00/0.00 0.00 -0.00 0.0000 -0.00 50.0% 2 3 7 1 446.5% 0.87 0.0177 -0.08 0.01 4.10/7.20 9.00 7.00 0.38 0.00/1.35 0.01 -0.05 0.0219 -0.11 311.7% 5 23 1 — 274.6% 0.86 0.0294 -0.05 0.01 3.50/5.50 8.67 8.00 0.05 0.00/0.00 0.00 -0.00 0.0000 -0.00 50.0% 6 19 2 1 0.0% 1.00 — -0.00 — 0.00/0.00 3.15 9.00 0.05 0.00/0.00 0.00 -0.00 0.0013 -0.00 50.0% 23 102 256 1 0.0% 1.00 — -0.00 — 0.00/0.00 3.30 10.00 0.07 0.00/0.00 0.00 -0.00 0.0000 -0.00 25.0% 4 842 85 1 0.0% 1.00 — -0.00 — 0.00/0.00 2.11 11.00 0.22 0.00/0.00 0.00 -0.00 0.0124 -0.00 25.0% 24 1.2k 982 31 0.0% 1.00 — -0.00 — 0.00/0.00 1.40 12.00 0.55 0.00/0.00 0.00 -0.00 0.0001 -0.00 6.3% 48 3.2k 1.4k 79 3.1% 0.00 0.0929 -0.00 0.00 0.00/0.00 0.86 13.00 1.13 0.00/0.00 — 0.00 — -1.00 0.0% 119 925 831 18 12.5% 0.00 0.0032 -0.00 0.00 0.00/0.00 0.42 14.00 1.56 0.00/0.00 — 0.00 — -1.00 0.0% 10 722 1.6k 12 25.0% 0.00 0.0069 -0.00 0.00 0.00/0.00 0.24 15.00 2.25 0.00/0.00 — 0.00 — -1.00 0.0% 1 347 1.8k 1 25.0% 0.00 0.0001 -0.00 0.00 0.00/0.00 0.17 16.00 3.10 0.00/0.00 — 0.00 — -1.00 0.0% 6 28 2.0k 1 25.0% 0.00 0.0000 -0.00 0.00 0.00/0.00 0.15 17.00 4.30 0.00/0.00 — 0.00 — -1.00 0.0% 2 43 440 1 50.0% 0.00 0.0021 -0.00 0.00 0.00/0.00 0.13 18.00 5.70 4.70/7.70 0.01 -0.06 0.0599 -0.70 210.7% — 1 143 3 50.0% 0.00 0.0004 -0.00 0.00 0.00/0.00 0.10 19.00 6.42 0.00/0.00 — 0.00 — -1.00 0.0% 2 11 542 10 50.0% 0.00 0.0001 -0.00 0.00 0.00/0.00 0.05 20.00 5.01 6.20/8.50 0.00 -0.01 0.0334 -0.95 120.3% — 5
Greeks Profile 2026-09-18 · 17d · σ = 1.6%
Greek Δ Delta Γ Gamma Θ Theta V Vega
-0.08 0.21 0.50 0.79 1.08 $9 $11 $13 $15 $17 spot $12.73 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).