IV Skew
-2.1%
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 213 286 169.1% 0.95 0.0153 -0.02 0.00 6.00/10.00 8.75 11.00 0.20 0.00/0.20 0.00 -0.01 0.0116 -0.03 139.8% 4 4 158 5 146.5% 0.94 0.0198 -0.02 0.01 5.00/9.00 8.50 12.00 0.25 0.00/3.80 0.01 -0.09 0.0181 -0.16 326.0% 36 14 308 1 117.6% 0.94 0.0246 -0.02 0.01 4.20/7.70 5.90 13.00 2.60 0.00/0.00 0.00 -0.00 0.0006 -0.00 50.0% 2 — 228 70 134.4% 0.87 0.0372 -0.03 0.01 3.00/7.50 6.65 14.00 0.55 0.00/3.80 0.01 -0.08 0.0271 -0.21 255.3% 58 66 185 2 112.3% 0.85 0.0500 -0.03 0.01 2.00/6.50 6.45 15.00 0.05 0.00/2.90 0.01 -0.07 0.0381 -0.23 190.1% 29 130 359 1 90.8% 0.82 0.0701 -0.03 0.01 1.00/5.50 3.70 16.00 1.17 0.00/3.90 0.01 -0.08 0.0411 -0.28 195.7% 62 195 370 239 54.1% 0.82 0.1177 -0.02 0.01 0.30/3.80 3.10 17.00 0.30 0.00/2.80 0.01 -0.05 0.0648 -0.31 130.7% 11 220 49 50 119.3% 0.62 0.0767 -0.05 0.02 0.50/4.40 3.05 18.00 0.60 0.50/0.65 0.02 -0.02 0.1646 -0.33 52.9% 161 2.4k 97 50 148.9% 0.55 0.0637 -0.07 0.02 0.10/4.90 2.20 19.00 1.00 0.45/1.20 0.02 -0.03 0.1561 -0.50 61.3% 1 590 1.2k 25 55.1% 0.33 0.1578 -0.02 0.02 0.00/1.00 0.75 20.00 1.90 0.35/4.90 0.02 -0.05 0.0878 -0.55 108.0% 1 237 362 13 89.5% 0.32 0.0965 -0.04 0.01 0.00/1.55 1.15 21.00 1.55 0.25/4.80 0.01 -0.02 0.1213 -0.79 57.0% 10 246 51 4 181.6% 0.43 0.0518 -0.08 0.02 0.00/4.10 0.95 22.00 2.25 1.00/5.50 0.02 -0.09 0.0487 -0.56 194.3% 98 70 23 — 173.4% 0.37 0.0523 -0.08 0.02 0.00/3.30 0.80 23.00 2.97 2.00/6.50 0.02 -0.09 0.0447 -0.58 209.8% 156 3 57 1 118.3% 0.21 0.0589 -0.04 0.01 0.00/1.20 0.40 24.00 5.40 3.00/7.40 0.02 -0.10 0.0424 -0.60 218.1% 52 13 58 5 140.6% 0.23 0.0512 -0.05 0.01 0.00/1.50 0.05 25.00 5.80 4.00/8.40 0.02 -0.10 0.0396 -0.62 231.1% 4 527 — — — — — — — — — 26.00 6.80 5.80/8.10 0.01 -0.05 0.0457 -0.77 160.2% 40 28 31 30 131.3% 0.07 0.0253 -0.02 0.01 0.00/0.40 0.10 30.00 — — — — — — — — —
Greeks Profile 2026-09-18 · 18d · σ = 105.1%
Greek Δ Delta Γ Gamma Θ Theta V Vega
0.10 0.33 0.56 0.78 1.01 $13 $16 $19 $22 $24 spot $18.77 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).