IV Skew
-105.5%
25Δ put − call
Expiry 9/1819d 10/1647d 12/18110d 3/19201d
CALLS Strike PUTS OI Vol IV Δ Γ Θ V Bid/Ask Last Strike Last Bid/Ask V Θ Γ Δ IV Vol OI 13 10 194.5% 0.72 0.2606 -0.01 0.00 0.40/1.05 0.75 2.50 0.13 0.00/0.15 0.00 -0.00 0.4576 -0.19 89.1% 20 30 579 51 160.9% 0.10 0.1651 -0.01 0.00 0.00/0.10 0.09 5.00 2.20 1.80/2.25 0.00 -0.01 0.1953 -0.77 231.3% 1 83 525 1 240.6% 0.08 0.0883 -0.01 0.00 0.00/0.10 0.25 7.50 3.50 3.90/4.90 0.00 -0.02 0.1272 -0.73 393.0% 1 1 67 1 382.8% 0.17 0.0977 -0.02 0.00 0.00/0.35 0.04 10.00 — — — — — — — — — 50 1 697.7% 0.45 0.0853 -0.05 0.00 0.00/1.65 0.20 12.50 — — — — — — — — — 1 — 357.8% 0.06 0.0470 -0.01 0.00 0.00/0.10 0.08 15.00 — — — — — — — — —
Greeks Profile 2026-09-18 · 19d · σ = 141.8%
Greek Δ Delta Γ Gamma Θ Theta V Vega
0.21 0.39 0.58 0.76 0.95 $2 $2 $3 $3 $4 spot $2.92 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).