IV Skew
-13.8%
25Δ put − call
Expiry 9/1819d 10/1647d 12/18110d 3/19201d
CALLS Strike PUTS OI Vol IV Δ Γ Θ V Bid/Ask Last Strike Last Bid/Ask V Θ Γ Δ IV Vol OI 652 8 578.1% 0.97 0.0038 -0.03 0.00 10.10/11.40 10.26 2.50 0.20 0.00/0.05 0.00 -0.00 0.0016 -0.01 331.3% 10 89 128 2 328.9% 0.95 0.0107 -0.03 0.00 7.40/8.20 7.90 5.00 0.02 0.00/0.05 0.00 -0.00 0.0044 -0.01 195.3% 20 2.5k 1.9k 9 184.4% 0.93 0.0238 -0.02 0.00 5.20/6.00 5.50 7.50 0.05 0.00/0.75 0.00 -0.03 0.0253 -0.09 220.3% 5 14 1.4k 6 111.7% 0.87 0.0639 -0.02 0.01 2.90/3.40 3.16 10.00 0.15 0.00/0.20 0.00 -0.01 0.0574 -0.07 83.2% 3 35 230 5 68.8% 0.61 0.1890 -0.02 0.01 0.60/1.45 1.20 12.50 0.55 0.20/0.75 0.01 -0.02 0.2335 -0.37 55.1% 16 42 185 8 73.6% 0.21 0.1333 -0.02 0.01 0.00/0.50 0.20 15.00 1.45 1.80/2.75 0.01 -0.01 0.1350 -0.83 63.5% 10 25 40 40 98.8% 0.11 0.0642 -0.01 0.01 0.00/0.30 0.47 17.50 — — — — — — — — — 5 — 162.9% 0.16 0.0510 -0.03 0.01 0.00/0.75 0.05 20.00 — — — — — — — — —
Greeks Profile 2026-09-18 · 19d · σ = 62.0%
Greek Δ Delta Γ Gamma Θ Theta V Vega
-0.04 0.24 0.52 0.79 1.07 $9 $11 $13 $15 $17 spot $12.89 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).