IV Skew
226.0%
25Δ put − call
Expiry 9/1817d 10/1645d 11/2080d 12/18108d 1/15136d 2/19171d 12/17472d
CALLS Strike PUTS OI Vol IV Δ Γ Θ V Bid/Ask Last Strike Last Bid/Ask V Θ Γ Δ IV Vol OI 44 1 698.4% 0.91 0.0094 -0.09 0.00 4.70/8.60 6.90 5.00 — — — — — — — — — 6 16 466.4% 0.88 0.0170 -0.07 0.01 3.70/7.00 5.55 6.00 — — — — — — — — — 26 25 173.4% 0.89 0.0433 -0.03 0.00 2.90/5.20 3.80 8.00 0.35 0.00/0.95 0.01 -0.03 0.0424 -0.14 203.5% — 20 55 4 264.8% 0.77 0.0447 -0.06 0.01 0.95/4.00 2.72 9.00 — — — — — — — — — 24 1 100.8% 0.80 0.1083 -0.02 0.01 0.35/3.80 2.23 10.00 0.15 0.00/0.20 0.00 -0.01 0.1133 -0.11 64.1% 5 6 87 5 98.0% 0.66 0.1468 -0.03 0.01 0.30/1.40 1.22 11.00 0.30 —/2.40 0.01 -0.08 0.0520 -0.34 277.9% — 3 188 1 52.0% 0.45 0.3009 -0.02 0.01 0.35/0.50 0.40 12.00 0.65 0.35/2.90 0.01 -0.04 0.1101 -0.46 142.4% 11 200 512 4 52.3% 0.20 0.2136 -0.01 0.01 0.05/0.15 0.12 13.00 1.49 0.10/3.80 0.01 -0.03 0.1352 -0.62 111.5% 32 7 51 11 54.3% 0.08 0.1049 -0.01 0.00 0.00/0.10 0.10 14.00 2.58 0.40/4.50 0.01 -0.01 0.1288 -0.82 79.7% — 1 24 2 87.1% 0.12 0.0882 -0.01 0.00 0.00/0.25 0.05 15.00 — — — — — — — — — — — — — — — — — — 17.00 5.19 3.80/6.90 0.00 -0.01 0.0502 -0.93 108.2% 2 3 — — — — — — — — — 18.00 6.17 4.40/8.30 0.00 -0.01 0.0420 -0.93 120.3% — — — — — — — — — — — 20.00 10.60 6.40/10.20 0.00 -0.00 0.0222 -0.97 122.7% — —
Greeks Profile 2026-09-18 · 17d · σ = 97.2%
Greek Δ Delta Γ Gamma Θ Theta V Vega
0.06 0.30 0.55 0.79 1.03 $8 $10 $12 $14 $15 spot $11.74 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).