IV Skew
60.9%
25Δ put − call
Expiry 9/1819d 10/1647d 1/15138d 4/16229d
CALLS Strike PUTS OI Vol IV Δ Γ Θ V Bid/Ask Last Strike Last Bid/Ask V Θ Γ Δ IV Vol OI 5 5 656.3% 0.96 0.0240 -0.01 0.00 1.55/2.30 2.28 0.50 0.20 0.00/0.60 0.00 -0.01 0.0127 -0.03 1075.0% — 1 10 4 434.4% 0.91 0.0707 -0.01 0.00 1.10/1.85 1.61 1.00 — — — — — — — — — 5 1 267.2% 0.85 0.1689 -0.01 0.00 0.60/1.35 1.11 1.50 — — — — — — — — — 11 1 146.9% 0.73 0.4293 -0.01 0.00 0.15/0.80 0.71 2.00 0.06 0.00/0.35 0.00 -0.01 0.4144 -0.28 153.1% — 4 26 12 92.2% 0.40 0.7939 -0.01 0.00 0.00/0.25 0.20 2.50 0.21 0.15/0.30 0.00 -0.00 0.8571 -0.62 84.4% 8 120 1 — 190.6% 0.06 0.1190 -0.00 0.00 0.00/0.05 0.15 5.00 — — — — — — — — —
Greeks Profile 2026-09-18 · 19d · σ = 88.3%
Greek Δ Delta Γ Gamma Θ Theta V Vega
0.05 0.30 0.54 0.79 1.04 $2 $2 $2 $3 $3 spot $2.31 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).