IV Skew
-1.0%
25Δ put − call
Expiry 9/1817d 10/1645d 11/2080d 12/18108d 1/15136d 2/19171d 3/19199d 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 2 — 301.6% 0.98 0.0139 -0.01 0.00 3.50/4.50 4.25 2.00 — — — — — — — — — 1 1 162.5% 0.91 0.0810 -0.01 0.00 1.70/2.45 1.57 4.00 0.45 0.00/1.00 0.00 -0.03 0.0697 -0.17 281.6% — 2 — — — — — — — — — 5.00 0.11 0.00/0.65 0.00 -0.02 0.1692 -0.23 141.0% 2 82 184 1 92.6% 0.53 0.3352 -0.01 0.01 0.40/0.55 0.53 6.00 0.53 0.45/0.60 0.01 -0.01 0.3388 -0.47 91.6% 4 303 509 1 93.4% 0.24 0.2608 -0.01 0.00 0.10/0.25 0.20 7.00 1.22 0.75/1.70 0.00 -0.01 0.2619 -0.76 92.2% 1 50 27 1 91.4% 0.08 0.1284 -0.01 0.00 0.00/0.10 0.10 8.00 — — — — — — — — — 15 10 238.3% 0.29 0.1125 -0.03 0.00 0.00/1.00 0.16 9.00 — — — — — — — — — 8 7 267.2% 0.27 0.0966 -0.03 0.00 0.00/1.00 0.05 10.00 — — — — — — — — — 3 — 392.6% 0.38 0.0757 -0.06 0.00 —/1.00 0.04 11.00 — — — — — — — — —
Greeks Profile 2026-09-18 · 17d · σ = 92.1%
Greek Δ Delta Γ Gamma Θ Theta V Vega
0.04 0.29 0.54 0.79 1.04 $4 $5 $6 $7 $8 spot $5.95 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).