IV Skew
-12.5%
25Δ put − call
Expiry 9/1818d 10/1646d 12/18109d 1/15137d 3/19200d 1/21508d
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 4.38 2.50 0.05 0.00/0.00 0.00 -0.00 0.0000 — 50.0% 3 — — 14 0.0% 1.00 — -0.00 — 0.00/0.00 1.70 5.00 0.13 0.00/0.00 0.00 -0.00 0.0000 -0.00 25.0% 4 — — 103 12.5% 0.00 0.0003 -0.00 0.00 0.00/0.00 0.17 7.50 0.85 0.00/0.00 — 0.00 — -1.00 0.0% 8 — — 10 50.0% 0.00 0.0009 -0.00 0.00 0.00/0.00 0.05 10.00 — — — — — — — — — — 20 50.0% 0.00 0.0000 -0.00 0.00 0.00/0.00 0.10 12.50 8.20 0.00/0.00 — 0.00 — -1.00 0.0% — —
Greeks Profile 2026-09-18 · 18d · σ = 6.3%
Greek Δ Delta Γ Gamma Θ Theta V Vega
-0.08 0.21 0.50 0.79 1.08 $5 $6 $7 $8 $9 spot $6.66 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).