IV Skew
-821.9%
25Δ put − call
Expiry 9/44d 9/1111d 9/1818d 9/2525d 10/232d 11/2081d 2/19172d
CALLS Strike PUTS OI Vol IV Δ Γ Θ V Bid/Ask Last Strike Last Bid/Ask V Θ Γ Δ IV Vol OI 1 1 1800.0% 0.96 0.0212 -0.05 0.00 0.00/3.90 1.85 0.50 — — — — — — — — — — — — — — — — — — 1.00 0.01 0.00/0.10 0.00 -0.02 0.0776 -0.05 556.3% 190 517 3 — 1312.5% 0.83 0.0815 -0.09 0.00 0.00/2.85 0.40 1.50 0.08 0.00/0.15 0.00 -0.02 0.2239 -0.11 365.6% 1 190 780 2 857.8% 0.71 0.1705 -0.08 0.00 0.00/1.85 0.30 2.00 — — — — — — — — — 11 1 1187.5% 0.70 0.1259 -0.12 0.00 0.00/2.15 0.05 2.50 — — — — — — — — — 8 — 237.5% 0.14 0.4013 -0.02 0.00 0.00/0.10 0.11 3.00 — — — — — — — — — 11 — 368.8% 0.09 0.1920 -0.02 0.00 0.00/0.10 0.14 4.00 — — — — — — — — —
Greeks Profile 2026-09-04 · 4d · σ = 611.7%
Greek Δ Delta Γ Gamma Θ Theta V Vega
0.44 0.54 0.64 0.74 0.84 $2 $2 $2 $3 $3 spot $2.22 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).