IV Skew
-34.0%
25Δ put − call
Expiry 9/1816d 10/1644d 11/2079d 2/19170d
CALLS Strike PUTS OI Vol IV Δ Γ Θ V Bid/Ask Last Strike Last Bid/Ask V Θ Γ Δ IV Vol OI 4 — 1718.8% 0.98 0.0029 -0.03 0.00 0.20/5.00 2.10 2.50 0.05 0.00/0.05 0.00 -0.00 0.0240 -0.02 190.6% — 1 318 13 103.9% 0.62 0.3373 -0.01 0.00 0.00/1.15 0.50 5.00 1.15 0.00/0.45 0.00 -0.01 0.4921 -0.36 69.9% — 1 73 6 686.3% 0.68 0.0479 -0.08 0.00 0.00/4.90 0.10 7.50 2.25 1.75/4.80 0.00 -0.05 0.1033 -0.55 352.0% 2 2
Greeks Profile 2026-09-18 · 16d · σ = 86.9%
Greek Δ Delta Γ Gamma Θ Theta V Vega
0.02 0.28 0.54 0.79 1.05 $4 $4 $5 $6 $7 spot $5.20 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).