IV Skew
-13.1%
25Δ put − call
Expiry 9/1817d 10/1645d 11/2080d 12/18108d 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 — 5 0.0% 1.00 — -0.00 — 0.00/0.00 8.10 7.50 0.05 0.00/0.00 0.00 -0.00 0.0000 — 50.0% 20 — 1 — 0.0% 1.00 — -0.00 — 6.80/8.40 7.47 10.00 — — — — — — — — — — — — — — — — — — 12.50 0.09 0.00/0.10 0.00 -0.01 0.0082 -0.02 116.4% 5 195 9 1 86.3% 0.96 0.0206 -0.01 0.00 4.30/7.00 2.45 15.00 0.05 0.00/0.05 0.00 -0.00 0.0121 -0.01 70.3% 9 93 40 1 77.7% 0.86 0.0659 -0.02 0.01 2.80/4.00 0.80 17.50 0.08 0.00/0.15 0.01 -0.01 0.0618 -0.09 59.8% 33 124 234 70 61.9% 0.62 0.1391 -0.03 0.02 1.25/1.65 1.50 20.00 0.44 0.35/0.55 0.02 -0.02 0.1928 -0.36 43.6% 22 74 125 2.1k 56.6% 0.26 0.1280 -0.02 0.01 0.35/0.45 0.45 22.50 1.85 1.60/2.05 0.01 -0.01 0.1378 -0.86 35.7% 27 51 56 2 55.3% 0.06 0.0483 -0.01 0.01 0.00/0.15 0.17 25.00 4.40 3.20/3.60 — 0.00 — -1.00 0.0% — 1 26 15 101.6% 0.05 0.0245 -0.01 0.00 0.00/0.25 0.15 30.00 — — — — — — — — —
Greeks Profile 2026-09-18 · 17d · σ = 52.7%
Greek Δ Delta Γ Gamma Θ Theta V Vega
-0.07 0.22 0.51 0.79 1.08 $14 $17 $21 $24 $27 spot $20.57 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).