IV Skew
-12.5%
25Δ put − call
Expiry 9/1817d 10/1645d 12/18108d 1/15136d 3/19199d
CALLS Strike PUTS OI Vol IV Δ Γ Θ V Bid/Ask Last Strike Last Bid/Ask V Θ Γ Δ IV Vol OI — 1 0.0% 1.00 — -0.00 — 0.00/0.00 3.00 0.40 — — — — — — — — — — — 0.0% 1.00 — -0.00 — 0.00/0.00 4.33 1.00 — — — — — — — — — — 2 0.0% 1.00 — -0.00 — 0.00/0.00 1.60 1.40 0.06 0.00/0.00 0.00 -0.00 0.0000 -0.00 50.0% 2 — — 6 0.0% 1.00 — -0.00 — 0.00/0.00 0.70 2.40 — — — — — — — — — — 2 12.5% 0.00 0.0794 -0.00 0.00 0.00/0.00 0.05 3.40 0.55 0.00/0.00 — 0.00 — -1.00 0.0% 2 — — 3 50.0% 0.00 0.0111 -0.00 0.00 0.00/0.00 0.11 4.40 1.00 0.80/2.75 0.00 -0.02 0.1844 -0.56 315.6% 100 108 — 10 50.0% 0.00 0.0001 -0.00 0.00 0.00/0.00 0.90 5.00 — — — — — — — — — — 67 50.0% 0.00 0.0000 -0.00 0.00 0.00/0.00 0.05 5.40 2.62 1.00/4.40 0.00 -0.03 0.1589 -0.63 350.0% 13 — — 10 50.0% 0.00 0.0000 -0.00 0.00 0.00/0.00 0.46 6.00 1.63 0.00/0.00 — 0.00 — -1.00 0.0% 9 — — 5 50.0% 0.00 0.0000 -0.00 0.00 0.00/0.00 0.05 6.40 3.37 1.80/5.50 0.00 -0.03 0.1402 -0.68 376.6% — 1 — 8 50.0% 0.00 0.0000 -0.00 0.00 0.00/0.00 0.34 7.00 — — — — — — — — — 16 1 407.0% 0.30 0.1254 -0.03 0.00 0.00/0.75 0.27 7.40 4.32 2.40/6.50 0.00 -0.02 0.1241 -0.81 324.2% — —
Greeks Profile 2026-09-18 · 17d · σ = 6.3%
Greek Δ Delta Γ Gamma Θ Theta V Vega
-0.08 0.21 0.50 0.79 1.08 $2 $3 $3 $4 $4 spot $3.14 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).