IV Skew
43.8%
25Δ put − call
Expiry 9/1819d 10/1647d 1/15138d 4/16229d 1/21509d
CALLS Strike PUTS OI Vol IV Δ Γ Θ V Bid/Ask Last Strike Last Bid/Ask V Θ Γ Δ IV Vol OI 5 — 259.4% 0.98 0.0336 -0.00 0.00 1.40/2.10 2.18 1.00 — — — — — — — — — 25 23 120.3% 0.90 0.2349 -0.00 0.00 0.45/1.10 0.90 2.00 0.05 0.00/0.10 0.00 -0.00 0.2370 -0.11 125.0% 30 50 703 54 67.2% 0.30 0.8313 -0.00 0.00 0.05/0.10 0.05 3.00 0.30 0.15/0.45 0.00 -0.01 0.5614 -0.59 110.9% 7 308 1.8k 2 109.4% 0.08 0.2208 -0.00 0.00 0.00/0.05 0.03 4.00 1.35 0.95/1.55 0.00 -0.01 0.2412 -0.65 245.3% 2 1 1 — 214.1% 0.16 0.1833 -0.01 0.00 0.00/0.20 0.25 5.00 2.37 1.95/2.55 0.00 -0.02 0.1837 -0.70 304.7% 2 1 2 1 187.5% 0.05 0.0918 -0.00 0.00 0.00/0.05 0.02 6.00 3.25 2.90/3.60 0.00 -0.02 0.1520 -0.69 371.1% 1 1
Greeks Profile 2026-09-18 · 19d · σ = 89.1%
Greek Δ Delta Γ Gamma Θ Theta V Vega
0.05 0.30 0.54 0.79 1.04 $2 $2 $3 $3 $4 spot $2.73 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).