IV Skew
-1.6%
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 — 4 0.0% 1.00 — -0.00 — 0.00/0.00 5.70 1.00 — — — — — — — — — — 1 0.0% 1.00 — -0.00 — 0.00/0.00 5.40 2.00 — — — — — — — — — — 1 0.0% 1.00 — -0.00 — 0.00/0.00 3.40 4.00 0.05 0.00/0.05 0.00 -0.00 0.0273 -0.02 140.6% — 1 — 3.5k 0.0% 1.00 — -0.00 — 0.00/0.00 1.97 5.00 0.75 0.00/0.30 0.00 -0.01 0.0888 -0.11 144.1% 5 5 — 91 0.0% 1.00 — -0.00 — 0.00/0.00 0.95 6.00 0.20 0.00/0.00 0.00 -0.00 0.0252 -0.00 25.0% 5 — — 440 1.6% 0.01 1.0640 -0.00 0.00 0.00/0.00 0.30 7.00 0.45 0.00/0.00 — 0.00 — -1.00 0.0% 2 — — 78 25.0% 0.00 0.0368 -0.00 0.00 0.00/0.00 0.04 8.00 0.85 0.00/0.00 — 0.00 — -1.00 0.0% 30 — — 6 25.0% 0.00 0.0000 -0.00 0.00 0.00/0.00 0.05 9.00 1.65 0.00/0.00 — 0.00 — -1.00 0.0% — — — 1 50.0% 0.00 0.0021 -0.00 0.00 0.00/0.00 0.08 10.00 — — — — — — — — —
Greeks Profile 2026-09-18 · 17d · σ = 0.8%
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 $6.93 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).