IV Skew
-2.7%
25Δ put − call
Expiry 9/1817d 10/1645d 11/2080d 2/19171d
CALLS Strike PUTS OI Vol IV Δ Γ Θ V Bid/Ask Last Strike Last Bid/Ask V Θ Γ Δ IV Vol OI — — — — — — — — — 1.00 0.03 0.00/0.05 0.00 -0.00 0.0051 -0.01 396.9% 1 1 — — — — — — — — — 2.00 0.05 0.00/0.85 0.00 -0.03 0.0233 -0.08 534.4% 4 4 — — — — — — — — — 3.00 0.05 0.00/0.75 0.00 -0.02 0.0528 -0.12 332.0% 2 2 — — — — — — — — — 4.00 0.10 0.00/0.25 0.00 -0.01 0.1332 -0.12 132.0% 2 — 45 2 57.8% 0.73 0.4982 -0.01 0.00 0.45/0.50 0.45 5.00 0.12 0.05/0.15 0.00 -0.01 0.4773 -0.28 61.3% 1 62 335 18 64.1% 0.22 0.4053 -0.01 0.00 0.00/0.20 0.07 6.00 0.72 0.55/0.85 0.00 -0.01 0.3501 -0.70 86.3% 1 43 101 4 87.5% 0.09 0.1638 -0.00 0.00 0.00/0.10 0.10 7.00 1.65 1.20/2.45 0.00 -0.01 0.1911 -0.80 126.6% 2 6 14 10 117.2% 0.07 0.1012 -0.01 0.00 0.00/0.10 0.09 8.00 — — — — — — — — —
Greeks Profile 2026-09-18 · 17d · σ = 59.6%
Greek Δ Delta Γ Gamma Θ Theta V Vega
-0.05 0.23 0.51 0.79 1.08 $4 $5 $5 $6 $7 spot $5.34 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).