IV Skew
324.6%
25Δ put − call
Expiry 9/1818d 12/18109d 3/19200d
CALLS Strike PUTS OI Vol IV Δ Γ Θ V Bid/Ask Last Strike Last Bid/Ask V Θ Γ Δ IV Vol OI 26 1 0.0% 1.00 — -0.00 — 7.20/11.20 13.30 7.50 0.05 0.00/2.60 0.01 -0.09 0.0042 -0.06 528.1% — 120 — — — — — — — — — 10.00 0.05 0.00/0.00 0.00 -0.00 0.0000 -0.00 50.0% — — — — — — — — — — — 15.00 0.05 0.00/0.00 0.00 -0.00 0.0000 -0.00 50.0% 7 — 2 1 109.2% 0.92 0.0265 -0.03 0.01 4.40/8.60 3.00 17.50 — — — — — — — — — — 2 0.0% 1.00 — -0.00 — 0.00/0.00 1.67 20.00 1.83 0.00/0.00 0.00 -0.00 0.0021 -0.00 25.0% — — 2 1 125.9% 0.63 0.0568 -0.07 0.02 0.00/3.30 1.10 22.50 4.00 4.20/8.20 0.02 -0.17 0.0207 -0.33 330.9% 1 2 — 2 6.3% 0.00 0.0019 -0.00 0.00 0.00/0.00 0.70 25.00 1.99 0.00/0.00 — 0.00 — -1.00 0.0% 2 — 1 — 159.0% 0.32 0.0424 -0.08 0.02 0.00/3.00 1.95 30.00 5.99 0.00/0.00 — 0.00 — -1.00 0.0% 146 — 1 — 196.1% 0.25 0.0309 -0.09 0.02 0.00/2.70 1.45 35.00 16.42 0.00/0.00 — 0.00 — -1.00 0.0% 2 —
Greeks Profile 2026-09-18 · 18d · σ = 228.4%
Greek Δ Delta Γ Gamma Θ Theta V Vega
0.36 0.49 0.61 0.74 0.87 $17 $20 $24 $27 $31 spot $23.73 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).