IV Skew
-9.4%
25Δ put − call
Expiry 9/1816d 10/1644d 11/2079d 2/19170d
CALLS Strike PUTS OI Vol IV Δ Γ Θ V Bid/Ask Last Strike Last Bid/Ask V Θ Γ Δ IV Vol OI 3 2 981.3% 0.97 0.0069 -0.03 0.00 3.50/4.70 3.85 1.00 — — — — — — — — — 10 10 564.1% 0.92 0.0239 -0.03 0.00 2.50/3.70 3.68 2.00 0.08 0.00/0.10 0.00 -0.01 0.0196 -0.03 278.1% 1.3k 4.6k 363 100 181.3% 0.95 0.0502 -0.01 0.00 2.15/2.45 2.25 3.00 — — — — — — — — — 2.3k 7 114.1% 0.90 0.1444 -0.01 0.00 1.20/1.45 1.07 4.00 0.05 0.00/0.05 0.00 -0.00 0.1084 -0.05 81.3% 100 3.8k 4.4k 123 57.8% 0.68 0.5648 -0.01 0.00 0.30/0.50 0.43 5.00 0.15 0.10/0.20 0.00 -0.01 0.5846 -0.32 55.5% 54 280 7.1k 16 64.8% 0.18 0.3689 -0.01 0.00 0.05/0.10 0.05 6.00 0.75 0.65/0.95 0.00 -0.00 0.3532 -0.88 52.3% 1 24 510 10 146.5% 0.22 0.1825 -0.01 0.00 —/0.20 0.06 7.00 2.50 1.50/2.25 0.00 -0.01 0.1806 -0.84 120.7% 1 — 16 3 148.4% 0.12 0.1193 -0.01 0.00 —/0.10 0.10 8.00 2.80 2.30/3.50 0.00 -0.01 0.1268 -0.86 163.3% 1 —
Greeks Profile 2026-09-18 · 16d · σ = 56.6%
Greek Δ Delta Γ Gamma Θ Theta V Vega
-0.06 0.22 0.51 0.79 1.08 $4 $4 $5 $6 $7 spot $5.24 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).