IV Skew
4.5%
25Δ put − call
Expiry 9/1819d 10/1647d 12/18110d 1/15138d 1/21509d
CALLS Strike PUTS OI Vol IV Δ Γ Θ V Bid/Ask Last Strike Last Bid/Ask V Θ Γ Δ IV Vol OI — — — — — — — — — 13.00 0.24 0.00/0.50 0.01 -0.02 0.0110 -0.05 169.1% 2 177 — — — — — — — — — 14.00 0.25 0.00/0.50 0.01 -0.02 0.0135 -0.05 150.8% 1 150 — 2 163.1% 0.91 0.0190 -0.04 0.01 7.80/9.20 5.50 15.00 — — — — — — — — — — — — — — — — — — 16.00 0.10 0.00/0.35 0.01 -0.02 0.0192 -0.05 107.0% 5 15 — — — — — — — — — 17.00 0.20 0.00/0.40 0.01 -0.02 0.0257 -0.07 95.9% 3 3 — — — — — — — — — 19.00 0.40 0.00/0.35 0.01 -0.01 0.0454 -0.08 65.2% 60 349 15 5.3k 69.4% 0.84 0.0680 -0.03 0.01 2.90/3.40 3.20 20.00 2.35 0.60/1.45 0.02 -0.05 0.0552 -0.24 107.8% 1 7 18 5 55.3% 0.79 0.0996 -0.02 0.02 2.15/2.70 3.70 21.00 0.05 0.05/0.35 0.01 -0.02 0.1033 -0.19 50.6% 1 16 10k 21 42.5% 0.70 0.1554 -0.02 0.02 1.10/1.50 1.50 22.00 0.45 0.05/0.60 0.02 -0.02 0.1421 -0.31 47.6% 1 12 900 1 43.2% 0.53 0.1757 -0.03 0.02 0.50/0.95 0.77 23.00 0.60 0.40/0.95 0.02 -0.02 0.1757 -0.47 43.2% 3 57 52 4 43.1% 0.36 0.1654 -0.02 0.02 0.20/0.55 0.41 24.00 1.15 1.05/1.60 0.02 -0.02 0.1579 -0.63 45.5% 2 19 10k 1 40.3% 0.20 0.1331 -0.02 0.01 0.10/0.25 0.25 25.00 1.90 1.80/2.45 0.02 -0.02 0.1204 -0.73 52.0% 1 19 17 1 54.6% 0.18 0.0926 -0.02 0.01 0.00/0.30 0.10 26.00 3.90 0.00/0.00 — 0.00 — -1.00 0.0% — — 35 1 54.7% 0.11 0.0673 -0.01 0.01 0.00/0.35 0.05 27.00 — — — — — — — — — 11 1 65.4% 0.11 0.0547 -0.02 0.01 0.00/0.40 0.70 28.00 — — — — — — — — — 68 1 70.9% 0.09 0.0438 -0.02 0.01 0.00/0.35 0.05 29.00 — — — — — — — — —
Greeks Profile 2026-09-18 · 19d · σ = 43.2%
Greek Δ Delta Γ Gamma Θ Theta V Vega
-0.07 0.21 0.50 0.79 1.08 $16 $20 $23 $26 $30 spot $23.00 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).