IV Skew
-9.4%
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 6 6 0.0% 1.00 — -0.00 — 0.00/0.00 3.40 20.00 0.05 0.00/0.00 0.00 -0.00 0.0000 -0.00 12.5% — 20 318 300 0.0% 1.00 — -0.00 — 0.00/0.00 1.10 22.50 0.61 0.00/0.00 0.00 -0.00 0.0001 -0.00 3.1% 1 8 41 1 12.5% 0.00 0.0180 -0.00 0.00 0.00/0.00 0.60 25.00 — — — — — — — — — 27 — 50.0% 0.00 0.0002 -0.00 0.00 0.00/0.00 0.90 35.00 — — — — — — — — —
Greeks Profile 2026-09-18 · 18d · σ = 1.6%
Greek Δ Delta Γ Gamma Θ Theta V Vega
-0.08 0.21 0.50 0.79 1.08 $16 $20 $23 $27 $30 spot $23.16 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).