IV Skew
173.0%
25Δ put − call
Expiry 9/1817d 10/1645d 12/18108d 1/15136d
CALLS Strike PUTS OI Vol IV Δ Γ Θ V Bid/Ask Last Strike Last Bid/Ask V Θ Γ Δ IV Vol OI 2 — 582.0% 0.98 0.0021 -0.03 0.00 12.00/16.00 12.64 2.50 — — — — — — — — — 8 — 142.8% 0.66 0.0730 -0.05 0.01 1.40/4.00 2.05 15.00 0.75 —/4.50 0.01 -0.13 0.0272 -0.31 369.3% — 65 6 2 196.3% 0.52 0.0579 -0.08 0.01 0.10/4.70 0.60 17.50 — — — — — — — — — 506 400 108.8% 0.22 0.0783 -0.03 0.01 0.00/1.00 0.50 20.00 — — — — — — — — —
Greeks Profile 2026-09-18 · 17d · σ = 256.1%
Greek Δ Delta Γ Gamma Θ Theta V Vega
0.39 0.51 0.62 0.74 0.85 $11 $14 $16 $19 $21 spot $16.24 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).