IV Skew
1.6%
25Δ put − call
Expiry 9/1818d 10/1646d 11/2081d 1/15137d 2/19172d 6/17290d 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 — 2 0.0% 1.00 — -0.00 — 0.00/0.00 7.65 12.50 0.17 0.00/0.00 0.00 -0.00 0.0011 -0.00 50.0% 70 — — 14 0.0% 1.00 — -0.00 — 0.00/0.00 3.26 15.00 0.55 0.00/0.00 0.00 -0.00 0.0033 -0.00 25.0% 278 — — 117 0.0% 1.00 — -0.00 — 0.00/0.00 1.80 17.50 1.59 0.00/0.00 0.00 -0.00 0.0001 -0.00 1.6% 277 — — 233 12.5% 0.00 0.0001 -0.00 0.00 0.00/0.00 0.97 20.00 3.17 0.00/0.00 — 0.00 — -1.00 0.0% 186 — — 195 25.0% 0.00 0.0001 -0.00 0.00 0.00/0.00 0.48 22.50 5.30 0.00/0.00 — 0.00 — -1.00 0.0% 9 — — 1.9k 50.0% 0.00 0.0022 -0.00 0.00 0.00/0.00 0.28 25.00 7.80 0.00/0.00 — 0.00 — -1.00 0.0% 17 — — 55 50.0% 0.00 0.0000 -0.00 0.00 0.00/0.00 0.15 30.00 12.31 0.00/0.00 — 0.00 — -1.00 0.0% 2 — — 29 50.0% 0.00 0.0000 -0.00 0.00 0.00/0.00 0.10 35.00 15.25 0.00/0.00 — 0.00 — -1.00 0.0% 1 — — 3 50.0% 0.00 0.0000 -0.00 0.00 0.00/0.00 0.05 40.00 19.14 0.00/0.00 — 0.00 — -1.00 0.0% 5 — — 1 50.0% — 0.0000 -0.00 0.00 0.00/0.00 0.09 45.00 — — — — — — — — — — 8 50.0% — 0.0000 -0.00 0.00 0.00/0.00 0.07 50.00 20.70 0.00/0.00 — 0.01 — -1.00 0.0% — —
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 $15 $18 $20 $23 spot $17.75 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).