IV Skew
-12.5%
25Δ put − call
Expiry 9/1818d 10/1646d 12/18109d 1/15137d 4/16228d 1/21508d
CALLS Strike PUTS OI Vol IV Δ Γ Θ V Bid/Ask Last Strike Last Bid/Ask V Θ Γ Δ IV Vol OI — 2 0.0% 1.00 — -0.00 — 0.00/0.00 1.77 0.50 0.05 0.00/0.00 0.00 -0.00 0.0000 — 50.0% 6 — — 4 0.0% 1.00 — -0.00 — 0.00/0.00 1.22 1.00 — — — — — — — — — — 2 0.0% 1.00 — -0.00 — 0.00/0.00 0.77 1.50 0.20 0.00/0.00 0.00 -0.00 0.0033 -0.00 50.0% 10 — — 2 0.0% 1.00 — -0.00 — 0.00/0.00 0.27 2.00 0.08 0.00/0.00 0.00 -0.00 0.0130 -0.00 12.5% 1 — — 4 25.0% 0.01 0.2689 -0.00 0.00 0.00/0.00 0.04 2.50 0.33 0.00/0.00 — 0.00 — -1.00 0.0% 4 — — 1 50.0% 0.00 0.0407 -0.00 0.00 0.00/0.00 0.04 3.00 0.87 0.00/0.00 — 0.00 — -1.00 0.0% — — — 2 50.0% 0.00 0.0004 -0.00 0.00 0.00/0.00 0.03 3.50 1.42 0.00/0.00 — 0.00 — -1.00 0.0% — —
Greeks Profile 2026-09-18 · 18d · σ = 6.3%
Greek Δ Delta Γ Gamma Θ Theta V Vega
-0.08 0.21 0.50 0.79 1.08 $2 $2 $2 $3 $3 spot $2.20 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).