IV Skew
-0.3%
25Δ put − call
Expiry 9/1817d 10/1645d 11/2080d 12/18108d 1/15136d 2/19171d 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 — — — — — — — — — 10.00 0.34 0.00/0.65 0.00 -0.03 0.0137 -0.06 214.5% 7 17 240 1 155.5% 0.96 0.0146 -0.02 0.00 7.30/8.00 7.00 11.00 — — — — — — — — — 66 26 143.4% 0.94 0.0207 -0.02 0.00 6.30/7.10 5.00 12.00 0.10 0.00/0.10 0.00 -0.01 0.0120 -0.02 104.7% 1 67 396 12 113.7% 0.94 0.0258 -0.02 0.00 5.30/6.00 5.75 13.00 0.05 0.00/0.55 0.01 -0.02 0.0289 -0.08 131.6% 10 214 364 127 102.0% 0.92 0.0376 -0.02 0.01 4.20/4.70 5.34 14.00 0.25 0.00/0.65 0.01 -0.03 0.0398 -0.11 116.6% 5 7 393 2 59.4% 0.96 0.0388 -0.01 0.00 3.20/3.90 4.52 15.00 0.15 0.00/0.30 0.01 -0.01 0.0508 -0.08 74.6% 10 669 237 101 60.9% 0.88 0.0816 -0.02 0.01 2.15/3.20 2.09 16.00 0.26 0.10/0.30 0.01 -0.01 0.0821 -0.12 62.7% 10 908 980 1 66.2% 0.75 0.1203 -0.03 0.01 1.80/2.15 1.80 17.00 0.44 0.30/0.70 0.01 -0.02 0.1189 -0.25 67.4% 2 123 205 7 67.1% 0.61 0.1436 -0.03 0.02 1.15/1.60 1.65 18.00 0.95 0.60/1.05 0.02 -0.03 0.1517 -0.39 63.4% 146 295 461 35 63.7% 0.45 0.1560 -0.03 0.02 0.65/1.05 1.00 19.00 1.25 1.15/1.45 0.02 -0.03 0.1648 -0.55 60.2% 25 104 1.5k 2 59.2% 0.30 0.1465 -0.02 0.01 0.35/0.55 0.44 20.00 1.67 1.80/2.10 0.01 -0.02 0.1477 -0.71 58.4% 32 54 180 4 65.7% 0.21 0.1094 -0.02 0.01 0.20/0.45 0.35 21.00 — — — — — — — — — 1.1k 1 69.9% 0.14 0.0813 -0.02 0.01 0.00/0.45 0.25 22.00 — — — — — — — — — 3.8k 2 69.3% 0.09 0.0564 -0.01 0.01 0.05/0.20 0.10 23.00 — — — — — — — — — 1.6k 4 64.8% 0.02 0.0181 -0.00 0.00 0.00/0.05 0.11 25.00 — — — — — — — — — 37 4 175.8% 0.09 0.0234 -0.03 0.01 0.00/0.65 0.06 33.00 — — — — — — — — —
Greeks Profile 2026-09-18 · 17d · σ = 65.2%
Greek Δ Delta Γ Gamma Θ Theta V Vega
-0.04 0.24 0.52 0.79 1.07 $13 $16 $18 $21 $24 spot $18.49 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).