IV Skew
-25.2%
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 5 2 — — — — — 24.90/28.90 16.77 2.50 0.15 0.00/0.05 0.00 -0.00 0.0004 -0.00 393.8% — 1 — 2 0.0% 1.00 — -0.00 — 0.00/0.00 15.70 5.00 — — — — — — — — — 89 14 332.0% 0.96 0.0054 -0.04 0.00 12.50/15.70 16.82 7.50 0.10 0.00/0.00 0.00 -0.00 0.0000 — 50.0% 1 — 1.0k 2 146.9% 0.99 0.0031 -0.01 0.00 10.80/11.60 12.00 10.00 0.20 0.00/0.00 0.00 -0.00 0.0000 -0.00 50.0% 1 — 378 1 174.0% 0.94 0.0147 -0.03 0.01 7.30/10.70 8.00 12.50 0.08 0.00/0.75 0.01 -0.03 0.0151 -0.07 180.5% 2 12 70 47 181.3% 0.85 0.0264 -0.05 0.01 5.90/8.30 6.90 15.00 0.10 0.00/0.45 0.01 -0.02 0.0245 -0.07 112.1% 100 150 252 2 105.3% 0.82 0.0513 -0.04 0.01 3.40/5.20 5.00 17.50 0.25 0.00/1.15 0.01 -0.03 0.0520 -0.17 101.2% 1 131 140 1 63.8% 0.68 0.1155 -0.03 0.02 1.35/2.50 2.50 20.00 0.55 0.20/1.10 0.02 -0.02 0.1248 -0.30 58.0% 52 69 79 1 83.2% 0.42 0.0970 -0.04 0.02 0.30/2.00 1.10 22.50 2.30 1.25/3.70 0.02 -0.04 0.0973 -0.59 82.9% 3 33 138 6 73.4% 0.19 0.0754 -0.03 0.01 0.10/0.65 0.40 25.00 3.30 2.80/4.90 0.02 -0.05 0.0634 -0.69 115.5% 1 10 395 7 97.5% 0.07 0.0298 -0.02 0.01 0.00/0.35 0.10 30.00 4.80 6.80/10.90 0.00 0.00 0.0108 -0.99 66.4% 2 2 171 120 151.8% 0.10 0.0242 -0.03 0.01 0.00/0.75 0.08 35.00 13.00 12.00/15.60 0.02 -0.10 0.0278 -0.72 249.2% 40 — 3 4 178.9% 0.09 0.0186 -0.04 0.01 0.00/0.75 0.10 40.00 — — — — — — — — —
Greeks Profile 2026-09-18 · 19d · σ = 60.9%
Greek Δ Delta Γ Gamma Θ Theta V Vega
-0.04 0.24 0.52 0.79 1.07 $15 $18 $21 $24 $28 spot $21.17 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).