IV Skew
80.5%
25Δ put − call
Expiry 9/1817d 10/1645d 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 9 2 303.1% 0.89 0.0613 -0.02 0.00 1.55/2.30 2.30 2.50 0.05 0.00/0.05 0.00 -0.00 0.0398 -0.03 159.4% 2 1 111 2 53.1% 0.23 0.5855 -0.00 0.00 0.00/0.15 0.20 5.00 0.57 0.25/1.40 0.00 -0.01 0.2992 -0.57 133.6% 2 79 30 25 123.4% 0.04 0.0740 -0.00 0.00 0.00/0.05 0.05 7.50 — — — — — — — — — 1 — 345.3% 0.25 0.0933 -0.03 0.00 0.00/0.85 0.25 10.00 — — — — — — — — —
Greeks Profile 2026-09-18 · 17d · σ = 93.4%
Greek Δ Delta Γ Gamma Θ Theta V Vega
0.05 0.30 0.54 0.79 1.04 $3 $4 $5 $5 $6 spot $4.56 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).