IV Skew
-12.9%
25Δ put − call
Expiry 9/1817d 10/1645d 11/2080d 12/18108d 1/15136d 4/16227d 1/21507d
CALLS Strike PUTS OI Vol IV Δ Γ Θ V Bid/Ask Last Strike Last Bid/Ask V Θ Γ Δ IV Vol OI 104 34 50.0% 1.00 0.0000 -0.00 0.00 1.80/2.20 2.05 2.50 0.02 0.00/0.05 0.00 -0.00 0.0418 -0.03 156.3% 4 657 2.8k 365 112.5% 0.38 0.3487 -0.01 0.00 0.15/0.40 0.20 5.00 0.71 0.50/0.95 0.00 -0.01 0.3847 -0.65 99.6% 6 6.0k 1.9k 64 126.6% 0.04 0.0732 -0.00 0.00 0.00/0.05 0.01 7.50 3.00 2.80/3.20 0.00 0.00 0.0000 -1.00 50.0% 36 2.0k 418 6 178.1% 0.03 0.0394 -0.00 0.00 0.00/0.05 0.05 10.00 4.85 5.20/5.80 0.00 0.00 0.0000 -1.00 50.0% 25 165 3.3k 1 215.6% 0.03 0.0280 -0.00 0.00 0.00/0.05 0.03 12.50 8.18 7.70/8.70 0.00 -0.02 0.0685 -0.87 323.4% 1 646 1.4k 1 273.4% 0.04 0.0330 -0.01 0.00 0.00/0.10 0.05 15.00 10.55 10.10/11.20 0.00 -0.01 0.0530 -0.90 336.7% 1 — 129 1 351.6% 0.08 0.0434 -0.01 0.00 0.00/0.25 0.10 17.50 — — — — — — — — — 1.4k 1 290.6% 0.02 0.0169 -0.00 0.00 0.00/0.05 0.05 20.00 — — — — — — — — — 504 2 434.4% 0.11 0.0435 -0.02 0.00 0.00/0.40 0.05 22.50 — — — — — — — — —
Greeks Profile 2026-09-18 · 17d · σ = 106.1%
Greek Δ Delta Γ Gamma Θ Theta V Vega
0.09 0.32 0.55 0.79 1.02 $3 $4 $5 $5 $6 spot $4.50 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).