IV Skew
-12.5%
25Δ put − call
Expiry 9/1819d 10/1647d 12/18110d 3/19201d
CALLS Strike PUTS OI Vol IV Δ Γ Θ V Bid/Ask Last Strike Last Bid/Ask V Θ Γ Δ IV Vol OI 271 8 134.4% 0.89 0.1734 -0.01 0.00 0.85/1.25 1.05 2.50 0.05 0.00/0.10 0.00 -0.00 0.1687 -0.09 121.9% 1 410 1.7k 50 117.2% 0.11 0.2055 -0.00 0.00 0.00/0.10 0.10 5.00 1.65 1.50/1.70 0.00 -0.01 0.2220 -0.85 134.4% 109 2.7k 1.7k 2 175.0% 0.04 0.0657 -0.00 0.00 0.00/0.05 0.06 7.50 4.00 3.80/4.20 0.00 -0.01 0.1212 -0.82 275.0% 20 269 736 4 225.0% 0.04 0.0446 -0.00 0.00 0.00/0.05 0.06 10.00 6.30 6.20/6.70 0.00 -0.02 0.0912 -0.84 334.4% 1 75 287 1 461.7% 0.25 0.0861 -0.03 0.00 0.00/0.75 0.04 12.50 8.44 8.40/9.30 0.00 -0.02 0.0835 -0.80 423.4% 49 165 175 10 287.5% 0.03 0.0290 -0.00 0.00 0.00/0.05 0.04 15.00 11.20 10.70/12.00 0.00 -0.04 0.0792 -0.72 535.9% 2 43 74 1 406.3% 0.10 0.0548 -0.02 0.00 0.00/0.25 0.30 17.50 10.00 0.00/0.00 — 0.00 — -1.00 0.0% 10 — 157 10 365.6% 0.05 0.0337 -0.01 0.00 0.00/0.10 0.05 20.00 — — — — — — — — — 33 1 492.2% 0.14 0.0558 -0.02 0.00 0.00/0.40 0.49 22.50 — — — — — — — — — — — — — — — — — — 25.00 18.70 17.70/21.80 0.00 -0.03 0.0585 -0.83 549.2% — 2
Greeks Profile 2026-09-18 · 19d · σ = 128.1%
Greek Δ Delta Γ Gamma Θ Theta V Vega
0.17 0.37 0.57 0.77 0.97 $2 $3 $3 $4 $5 spot $3.48 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).