IV Skew
19.5%
25Δ put − call
Expiry 9/1817d 10/1645d 1/15136d 4/16227d
CALLS Strike PUTS OI Vol IV Δ Γ Θ V Bid/Ask Last Strike Last Bid/Ask V Θ Γ Δ IV Vol OI — — — — — — — — — 0.50 0.03 0.00/0.75 0.00 -0.01 0.0090 -0.02 1337.5% — — — — — — — — — — — 1.00 0.05 0.00/0.20 0.00 -0.01 0.0831 -0.08 359.4% — 2 17 8 203.1% 0.87 0.2142 -0.01 0.00 0.45/1.20 0.98 1.50 — — — — — — — — — 35 1 95.3% 0.74 0.7011 -0.00 0.00 0.20/0.45 0.40 2.00 0.08 0.00/0.10 0.00 -0.00 0.8350 -0.21 71.1% 100 100 2.7k 21 51.6% 0.18 1.0385 -0.00 0.00 0.00/0.05 0.03 2.50 0.01 0.00/0.75 0.00 -0.01 0.7541 -0.65 101.6% 1 247 3 — 257.8% 0.12 0.1627 -0.01 0.00 0.00/0.15 0.05 5.00 2.60 2.20/3.20 0.00 -0.03 0.1687 -0.61 471.1% — 1
Greeks Profile 2026-09-18 · 17d · σ = 83.2%
Greek Δ Delta Γ Gamma Θ Theta V Vega
0.02 0.27 0.53 0.79 1.05 $2 $2 $2 $3 $3 spot $2.23 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).