IV Skew
61.5%
25Δ put − call
Expiry 9/1817d 10/1645d 1/15136d 4/16227d
CALLS Strike PUTS OI Vol IV Δ Γ Θ V Bid/Ask Last Strike Last Bid/Ask V Θ Γ Δ IV Vol OI 300 5 425.4% 0.87 0.0257 -0.05 0.00 2.90/5.10 3.48 5.00 0.01 0.00/0.30 0.00 -0.01 0.0287 -0.06 206.3% 4 9 218 11 57.8% 0.95 0.0947 -0.00 0.00 1.55/1.70 1.50 7.50 0.20 0.00/0.50 0.00 -0.02 0.1200 -0.17 107.6% 2 16 90 5 46.1% 0.19 0.2974 -0.01 0.01 0.05/0.10 0.05 10.00 2.00 0.20/2.55 0.01 -0.02 0.1974 -0.63 97.3% — 1
Greeks Profile 2026-09-18 · 17d · σ = 71.7%
Greek Δ Delta Γ Gamma Θ Theta V Vega
-0.02 0.25 0.52 0.79 1.07 $6 $8 $9 $10 $12 spot $9.09 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).