IV Skew
50.0%
25Δ put − call
Expiry 9/1819d 10/1647d 12/18110d 1/15138d 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 1 2 512.5% 0.91 0.1086 -0.01 0.00 0.40/0.85 0.60 0.50 — — — — — — — — — 848 10 75.0% 0.91 0.7494 -0.00 0.00 0.20/0.30 0.25 1.00 0.05 0.00/0.15 0.00 -0.00 0.6442 -0.22 162.5% 20 298 58 11 112.5% 0.27 1.0444 -0.00 0.00 0.00/0.10 0.03 1.50 0.45 0.25/0.45 0.00 -0.00 0.8686 -0.64 151.6% 1 37 511 11 190.6% 0.19 0.5039 -0.00 0.00 0.00/0.10 0.05 2.00 1.02 0.70/1.00 0.00 -0.01 0.4958 -0.73 234.4% 2 61 320 1 237.5% 0.09 0.2370 -0.00 0.00 0.00/0.05 0.25 3.00 — — — — — — — — — 650 8 337.5% 0.13 0.2199 -0.01 0.00 0.00/0.10 0.22 4.00 2.60 2.55/2.80 0.00 -0.00 0.2042 -0.89 318.8% — 5 159 4 378.1% 0.12 0.1854 -0.01 0.00 0.00/0.10 0.16 5.00 — — — — — — — — —
Greeks Profile 2026-09-18 · 19d · σ = 118.8%
Greek Δ Delta Γ Gamma Θ Theta V Vega
0.15 0.36 0.57 0.78 0.99 $1 $1 $1 $1 $2 spot $1.24 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).