IV Skew
-10.2%
25Δ put − call
Expiry 9/1819d 10/1647d 11/2082d 1/15138d 2/19173d 1/21509d
CALLS Strike PUTS OI Vol IV Δ Γ Θ V Bid/Ask Last Strike Last Bid/Ask V Θ Γ Δ IV Vol OI 7 1 268.8% 0.97 0.0330 -0.00 0.00 2.15/2.50 2.47 1.50 — — — — — — — — — 60 — 321.9% 0.89 0.0669 -0.01 0.00 1.65/2.35 1.97 2.00 — — — — — — — — — 12 1 199.2% 0.87 0.1210 -0.01 0.00 1.15/1.70 1.84 2.50 0.09 0.00/0.15 0.00 -0.01 0.1203 -0.09 157.8% 1 15 97 1 70.3% 0.94 0.2024 -0.00 0.00 0.60/1.00 0.85 3.00 0.02 0.00/0.10 0.00 -0.00 0.2388 -0.11 90.6% 7 405 556 5 100.8% 0.68 0.4129 -0.01 0.00 0.40/0.60 0.52 3.50 0.15 0.10/0.20 0.00 -0.01 0.5093 -0.30 78.9% 90 328 4.9k 155 89.1% 0.43 0.5123 -0.01 0.00 0.15/0.30 0.20 4.00 0.40 0.35/0.50 0.00 -0.01 0.5436 -0.57 83.6% 58 1.3k 4.6k 137 99.2% 0.26 0.3783 -0.01 0.00 0.10/0.15 0.11 4.50 0.75 0.65/0.95 0.00 -0.00 0.4004 -0.79 82.8% 5 163 4.8k 17 108.6% 0.16 0.2595 -0.01 0.00 0.05/0.10 0.07 5.00 1.16 1.15/1.45 0.00 -0.01 0.2607 -0.83 110.9% 10 128 939 13 131.3% 0.14 0.1936 -0.01 0.00 0.00/0.15 0.05 5.50 1.60 1.60/2.00 0.00 -0.01 0.1953 -0.86 133.6% 4 1 4.4k 19 225.0% 0.14 0.1156 -0.01 0.00 0.00/0.25 0.05 7.50 — — — — — — — — —
Greeks Profile 2026-09-18 · 19d · σ = 86.3%
Greek Δ Delta Γ Gamma Θ Theta V Vega
0.04 0.29 0.54 0.79 1.04 $3 $3 $4 $4 $5 spot $3.78 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).