IV Skew
-3.1%
25Δ put − call
Expiry 9/1818d 10/1646d 12/18109d 3/19200d
CALLS Strike PUTS OI Vol IV Δ Γ Θ V Bid/Ask Last Strike Last Bid/Ask V Θ Γ Δ IV Vol OI — — 0.0% 1.00 — -0.00 — 0.00/0.00 9.70 2.50 — — — — — — — — — — 2 0.0% 1.00 — -0.00 — 0.00/0.00 7.85 5.00 0.03 0.00/0.00 0.00 -0.00 0.0000 — 50.0% 21 — 3 4 329.3% 0.90 0.0161 -0.05 0.01 6.80/9.20 4.10 7.50 0.05 0.00/0.00 0.00 -0.00 0.0000 -0.00 50.0% 5 — 50 1 103.5% 0.97 0.0228 -0.01 0.00 4.20/5.40 8.50 10.00 0.05 0.00/0.00 0.00 -0.00 0.0004 -0.00 50.0% 14 — — 2 0.0% 1.00 — -0.00 — 0.00/0.00 3.20 12.50 0.20 0.00/0.00 0.00 -0.00 0.0048 -0.00 25.0% 3 — — 6 3.1% 0.01 0.3500 -0.00 0.00 0.00/0.00 1.00 15.00 1.20 0.00/0.00 — 0.00 — -1.00 0.0% 86 — — 13 25.0% 0.00 0.0050 -0.00 0.00 0.00/0.00 0.43 17.50 2.46 0.00/0.00 — 0.00 — -1.00 0.0% 2 — — 1 25.0% 0.00 0.0000 -0.00 0.00 0.00/0.00 0.12 20.00 7.65 0.00/0.00 — 0.00 — -1.00 0.0% 5 — — 1 50.0% 0.00 0.0002 -0.00 0.00 0.00/0.00 0.60 22.50 9.50 0.00/0.00 — 0.00 — -1.00 0.0% 10 — — 20 50.0% 0.00 0.0000 -0.00 0.00 0.00/0.00 0.10 25.00 7.12 11.70/13.50 0.01 -0.12 0.0329 -0.60 358.0% — 1 18 1 288.1% 0.26 0.0342 -0.08 0.01 0.00/2.35 0.61 27.50 — — — — — — — — — 28 5 247.7% 0.16 0.0295 -0.05 0.01 0.00/1.15 0.25 30.00 18.15 14.40/17.40 0.01 -0.05 0.0299 -0.83 255.3% 1 1 7 1 265.0% 0.15 0.0266 -0.06 0.01 0.00/1.15 0.05 32.50 — — — — — — — — —
Greeks Profile 2026-09-18 · 18d · σ = 1.6%
Greek Δ Delta Γ Gamma Θ Theta V Vega
-0.08 0.21 0.50 0.79 1.08 $10 $13 $15 $17 $19 spot $14.74 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).