IV Skew
-24.2%
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 1 2 431.3% 0.97 0.0409 -0.00 0.00 0.60/2.20 1.55 0.50 — — — — — — — — — 5 4 259.4% 0.91 0.1460 -0.00 0.00 0.70/1.15 1.00 1.00 0.03 0.00/0.05 0.00 -0.00 0.1304 -0.05 196.9% 10 14 75 33 103.9% 0.43 0.8906 -0.00 0.00 0.05/0.20 0.15 2.00 0.25 0.15/0.30 0.00 -0.00 1.1294 -0.62 79.7% 10 291 1.3k 512 140.6% 0.09 0.2789 -0.00 0.00 0.00/0.05 0.02 3.00 1.01 0.90/1.50 0.00 -0.00 0.3306 -0.83 178.1% 1 12 58 4 196.9% 0.07 0.1609 -0.00 0.00 0.00/0.05 0.11 4.00 — — — — — — — — — 1.5k 502 626.6% 0.51 0.1500 -0.03 0.00 0.00/1.15 0.03 5.00 — — — — — — — — — 12 1 473.4% 0.29 0.1714 -0.02 0.00 0.00/0.50 0.01 6.00 — — — — — — — — —
Greeks Profile 2026-09-18 · 19d · σ = 91.8%
Greek Δ Delta Γ Gamma Θ Theta V Vega
0.06 0.30 0.55 0.79 1.03 $1 $2 $2 $2 $2 spot $1.86 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).