IV Skew
0.0%
25Δ put − call
Expiry 9/1818d 10/1646d 1/15137d 1/21508d
CALLS Strike PUTS OI Vol IV Δ Γ Θ V Bid/Ask Last Strike Last Bid/Ask V Θ Γ Δ IV Vol OI — — — — — — — — — 10.00 2.43 0.00/0.00 0.00 -0.00 0.0000 -0.00 50.0% — — — 53 0.0% 1.00 — -0.00 — 0.00/0.00 1.35 16.00 0.38 0.00/0.00 0.00 -0.00 0.0023 -0.00 6.3% 1 — — 360 1.6% 0.00 0.0911 -0.00 0.00 0.00/0.00 0.60 17.00 0.80 0.00/0.00 — 0.00 — -1.00 0.0% 420 — — 162 6.3% 0.00 0.0000 -0.00 0.00 0.00/0.00 0.25 18.00 1.50 0.00/0.00 — 0.00 — -1.00 0.0% 152 — — 30 12.5% 0.00 0.0001 -0.00 0.00 0.00/0.00 0.15 19.00 1.30 0.00/0.00 — 0.00 — -1.00 0.0% — — — 31 25.0% 0.00 0.0037 -0.00 0.00 0.00/0.00 0.18 20.00 — — — — — — — — — — 9 25.0% 0.00 0.0002 -0.00 0.00 0.00/0.00 0.05 21.00 — — — — — — — — — — 63 25.0% 0.00 0.0000 -0.00 0.00 0.00/0.00 0.03 22.00 — — — — — — — — — — 49 25.0% 0.00 0.0000 -0.00 0.00 0.00/0.00 0.05 23.00 — — — — — — — — —
Greeks Profile 2026-09-18 · 18d · σ = 0.8%
Greek Δ Delta Γ Gamma Θ Theta V Vega
-0.08 0.21 0.50 0.79 1.08 $12 $14 $17 $19 $22 spot $16.79 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).