IV Skew
6.2%
25Δ put − call
Expiry 9/1818d 10/1646d 1/15137d 4/16228d
CALLS Strike PUTS OI Vol IV Δ Γ Θ V Bid/Ask Last Strike Last Bid/Ask V Θ Γ Δ IV Vol OI — — — — — — — — — 15.00 0.55 0.00/1.00 0.01 -0.03 0.0437 -0.15 123.8% — 1 — — — — — — — — — 17.50 0.37 0.00/0.00 0.00 -0.00 0.0019 -0.00 12.5% 4 — — 5 6.3% 0.00 0.0354 -0.00 0.00 0.00/0.00 1.73 20.00 1.10 0.00/0.00 — 0.00 — -1.00 0.0% 4 — — 1 25.0% 0.00 0.0079 -0.00 0.00 0.00/0.00 0.28 22.50 2.96 0.00/0.00 — 0.00 — -1.00 0.0% 4 —
Greeks Profile 2026-09-18 · 18d · σ = 3.1%
Greek Δ Delta Γ Gamma Θ Theta V Vega
-0.08 0.21 0.50 0.79 1.08 $13 $16 $19 $22 $25 spot $19.21 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).