IV Skew
0.0%
25Δ put − call
Expiry 9/1817d 10/1645d 11/2080d 1/15136d 4/16227d 1/21507d
CALLS Strike PUTS OI Vol IV Δ Γ Θ V Bid/Ask Last Strike Last Bid/Ask V Θ Γ Δ IV Vol OI 9 7 0.0% 1.00 — -0.00 — 0.00/0.00 4.02 15.00 — — — — — — — — — 4 — 249.2% 0.69 0.0338 -0.11 0.01 3.50/6.90 4.20 17.00 0.57 0.00/0.00 0.00 -0.00 0.0000 -0.00 12.5% — 5 2 — 0.0% 1.00 — -0.00 — 0.00/0.00 3.30 18.00 0.50 0.00/0.00 0.00 -0.00 0.0000 -0.00 6.3% 4 125 20 3 0.0% 1.00 — -0.00 — 0.00/0.00 0.80 19.00 0.80 0.00/0.00 0.00 -0.00 0.1159 -0.01 3.1% 9 23 132 1 6.3% 0.01 0.0645 -0.00 0.00 0.00/0.00 0.51 20.00 1.10 0.00/0.00 — 0.00 — -1.00 0.0% 6 1.0k 12 3 12.5% 0.00 0.0072 -0.00 0.00 0.00/0.00 0.35 21.00 — — — — — — — — — 402 2 12.5% 0.00 0.0000 -0.00 0.00 0.00/0.00 0.34 22.00 2.20 0.00/0.00 — 0.00 — -1.00 0.0% 1 314 40 5 25.0% 0.00 0.0023 -0.00 0.00 0.00/0.00 0.15 23.00 3.20 5.30/8.70 0.02 -0.13 0.0358 -0.51 267.4% 1 1 81 2 25.0% 0.00 0.0000 -0.00 0.00 0.00/0.00 0.05 25.00 5.23 0.00/0.00 — 0.00 — -1.00 0.0% 2 2 303 3 175.4% 0.28 0.0458 -0.07 0.01 0.00/2.20 2.25 26.00 — — — — — — — — — 2 1 205.4% 0.30 0.0405 -0.09 0.01 0.00/2.75 1.47 27.00 8.59 4.10/8.00 0.01 -0.03 0.0405 -0.88 119.1% 5 2 2 1 217.9% 0.29 0.0377 -0.09 0.01 0.00/2.80 1.70 28.00 — — — — — — — — — — — — — — — — — — 31.00 8.00 10.00/13.40 0.01 -0.11 0.0312 -0.70 266.4% — — — — — — — — — — — 33.00 14.10 0.00/0.00 — 0.00 — -1.00 0.0% 2 —
Greeks Profile 2026-09-18 · 17d · σ = 1.6%
Greek Δ Delta Γ Gamma Θ Theta V Vega
-0.08 0.21 0.50 0.79 1.08 $14 $16 $19 $22 $25 spot $19.29 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).