IV Skew
0.0%
25Δ put − call
Expiry 9/1818d 10/1646d 1/15137d 4/16228d 12/17473d
CALLS Strike PUTS OI Vol IV Δ Γ Θ V Bid/Ask Last Strike Last Bid/Ask V Θ Γ Δ IV Vol OI — 25 0.0% 1.00 — -0.00 — 0.00/0.00 5.90 12.00 — — — — — — — — — — — 0.0% 1.00 — -0.00 — 0.00/0.00 5.15 13.00 — — — — — — — — — — 1 0.0% 1.00 — -0.00 — 0.00/0.00 3.00 15.00 0.04 0.00/0.00 0.00 -0.00 0.0002 -0.00 25.0% 1 — — 1 0.0% 1.00 — -0.00 — 0.00/0.00 1.82 16.00 0.95 0.00/0.00 0.00 -0.00 0.0000 -0.00 12.5% — — — 7 0.0% 1.00 — -0.00 — 0.00/0.00 1.50 17.00 0.35 0.00/0.00 0.00 -0.00 0.0041 -0.00 12.5% 70 — — 2 0.0% 1.00 — -0.00 — 0.00/0.00 0.88 18.00 1.00 0.00/0.00 0.00 -0.00 0.0001 -0.00 3.1% 120 — — 58 3.1% 0.00 0.0231 -0.00 0.00 0.00/0.00 1.00 19.00 — — — — — — — — — — 121 12.5% 0.00 0.0252 -0.00 0.00 0.00/0.00 0.90 20.00 — — — — — — — — — — 5 12.5% 0.00 0.0001 -0.00 0.00 0.00/0.00 0.38 21.00 — — — — — — — — — — — — — — — — — — 22.00 7.50 0.00/0.00 — 0.00 — -1.00 0.0% — — — — — — — — — — — 23.00 8.50 0.00/0.00 — 0.00 — -1.00 0.0% — — — — — — — — — — — 24.00 9.50 0.00/0.00 — 0.00 — -1.00 0.0% — — — — — — — — — — — 25.00 10.50 0.00/0.00 — 0.00 — -1.00 0.0% 2 —
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 $21 $24 spot $18.55 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).