IV Skew
0.0%
25Δ put − call
Expiry 9/1817d 11/2080d 2/19171d
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 1 0.0% 1.00 — -0.00 — 0.00/0.00 4.00 2.50 0.20 —/0.00 0.00 -0.00 0.0000 — 50.0% — 1 2 1 0.0% 1.00 — -0.00 — 0.00/0.00 1.80 5.00 0.45 0.00/0.00 0.00 -0.00 0.0011 -0.00 25.0% 1 1 22 4 25.0% 0.00 0.0010 -0.00 0.00 0.00/0.00 0.75 7.50 1.70 0.00/0.00 — 0.00 — -1.00 0.0% 1 3 22 20 50.0% 0.00 0.0000 -0.00 0.00 0.00/0.00 0.10 10.00 — — — — — — — — —
Greeks Profile 2026-09-18 · 17d · σ = 12.5%
Greek Δ Delta Γ Gamma Θ Theta V Vega
-0.08 0.21 0.50 0.79 1.08 $4 $5 $6 $7 $8 spot $6.10 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).