IV Skew
-6.2%
25Δ put − call
Expiry 9/1818d 10/1646d 1/15137d 4/16228d
CALLS Strike PUTS OI Vol IV Δ Γ Θ V Bid/Ask Last Strike Last Bid/Ask V Θ Γ Δ IV Vol OI — — — — — — — — — 12.50 0.37 0.00/0.00 0.00 -0.00 0.0000 -0.00 50.0% 93 — — — — — — — — — — 15.00 0.65 0.00/0.00 0.00 -0.00 0.0000 -0.00 25.0% 11 — — 1 0.0% 1.00 — -0.00 — 0.00/0.00 2.19 17.50 0.17 0.00/0.00 0.00 -0.00 0.0020 -0.00 25.0% 1 — — 3 0.0% 1.00 — -0.00 — 0.00/0.00 1.45 20.00 0.70 0.00/0.00 0.00 -0.00 0.0114 -0.00 6.3% 5 — — 5 12.5% 0.00 0.0188 -0.00 0.00 0.00/0.00 0.48 22.50 1.77 0.00/0.00 — 0.00 — -1.00 0.0% — — — 13 25.0% 0.00 0.0019 -0.00 0.00 0.00/0.00 0.11 25.00 4.13 0.00/0.00 — 0.00 — -1.00 0.0% 4 — — 10 25.0% 0.00 0.0000 -0.00 0.00 0.00/0.00 0.06 27.50 — — — — — — — — — — 10 50.0% 0.00 0.0010 -0.00 0.00 0.00/0.00 0.10 30.00 — — — — — — — — — — — 50.0% 0.00 0.0001 -0.00 0.00 0.00/0.00 0.05 32.50 — — — — — — — — —
Greeks Profile 2026-09-18 · 18d · σ = 3.1%
Greek Δ Delta Γ Gamma Θ Theta V Vega
-0.08 0.21 0.50 0.79 1.08 $15 $18 $21 $24 $27 spot $20.83 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).