IV Skew
3.7%
25Δ put − call
Expiry 9/1819d 10/1647d 1/15138d 4/16229d
CALLS Strike PUTS OI Vol IV Δ Γ Θ V Bid/Ask Last Strike Last Bid/Ask V Θ Γ Δ IV Vol OI 4 16 960.9% 0.96 0.0036 -0.05 0.00 6.60/9.50 8.11 2.50 — — — — — — — — — 1 — 515.6% 0.89 0.0149 -0.06 0.00 4.10/7.00 5.95 5.00 — — — — — — — — — 1 — 313.3% 0.80 0.0365 -0.06 0.01 1.60/4.50 3.60 7.50 — — — — — — — — — — — — — — — — — — 10.00 0.17 0.00/0.50 0.01 -0.01 0.2630 -0.27 51.8% — 2 21 1 48.0% 0.08 0.1310 -0.00 0.00 0.00/0.05 0.02 12.50 — — — — — — — — — 9 — 193.8% 0.29 0.0729 -0.04 0.01 0.00/1.55 0.17 15.00 — — — — — — — — — 8 — 234.4% 0.26 0.0565 -0.05 0.01 0.00/1.55 0.17 17.50 — — — — — — — — — 1 — 211.9% 0.15 0.0443 -0.03 0.01 0.00/0.75 0.18 20.00 — — — — — — — — —
Greeks Profile 2026-09-18 · 19d · σ = 49.9%
Greek Δ Delta Γ Gamma Θ Theta V Vega
-0.07 0.22 0.51 0.79 1.08 $7 $9 $11 $12 $14 spot $10.65 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).