IV Skew
0.0%
25Δ put − call
Expiry 9/1818d 10/1646d 11/2081d 1/15137d 2/19172d
CALLS Strike PUTS OI Vol IV Δ Γ Θ V Bid/Ask Last Strike Last Bid/Ask V Θ Γ Δ IV Vol OI — — — — — — — — — 13.00 0.55 0.00/0.00 0.00 -0.00 0.0000 -0.00 50.0% 10 — — — 0.0% 1.00 — -0.00 — 0.00/0.00 5.20 14.00 0.98 0.00/0.75 0.01 -0.03 0.0202 -0.08 160.0% 32 1 — — — — — — — — — 15.00 1.15 0.00/0.75 0.01 -0.03 0.0254 -0.09 139.8% 5 9 — 17 0.0% 1.00 — -0.00 — 0.00/0.00 5.33 16.00 1.85 0.00/0.75 0.01 -0.03 0.0325 -0.11 120.7% 10 3 — — — — — — — — — 17.00 0.50 0.00/0.00 0.00 -0.00 0.0000 -0.00 25.0% 2 — — 5 0.0% 1.00 — -0.00 — 0.00/0.00 5.20 18.00 0.60 0.00/0.00 0.00 -0.00 0.0019 -0.00 25.0% 22 — — 1 0.0% 1.00 — -0.00 — 0.00/0.00 4.68 19.00 0.40 0.00/0.00 0.00 -0.00 0.0000 -0.00 12.5% 3 — — 2 0.0% 1.00 — -0.00 — 0.00/0.00 4.60 20.00 0.60 0.00/0.00 0.00 -0.00 0.0000 -0.00 6.3% — — — 1 0.0% 1.00 — -0.00 — 0.00/0.00 2.05 21.00 — — — — — — — — — — 209 3.1% 0.00 0.0068 -0.00 0.00 0.00/0.00 2.25 22.00 1.20 0.00/0.00 — 0.00 — -1.00 0.0% — — — 3 6.3% 0.00 0.0000 -0.00 0.00 0.00/0.00 0.70 23.00 1.92 0.00/0.00 — 0.00 — -1.00 0.0% — — — 1 12.5% 0.00 0.0002 -0.00 0.00 0.00/0.00 0.56 24.00 — — — — — — — — — — 5 12.5% 0.00 0.0000 -0.00 0.00 0.00/0.00 0.40 25.00 3.69 0.00/0.00 — 0.00 — -1.00 0.0% — — — 7 25.0% 0.00 0.0000 -0.00 0.00 0.00/0.00 0.16 30.00 — — — — — — — — — — — 50.0% 0.00 0.0000 -0.00 0.00 0.00/0.00 0.06 35.00 — — — — — — — — —
Greeks Profile 2026-09-18 · 18d · σ = 0.0%
Greek Δ Delta Γ Gamma Θ Theta V Vega
-0.08 0.21 0.50 0.79 1.08 $15 $18 $21 $25 $28 spot $21.43 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).