IV Skew
-25.0%
25Δ put − call
Expiry 9/1819d 10/1647d 11/2082d 12/18110d 1/15138d 4/16229d
CALLS Strike PUTS OI Vol IV Δ Γ Θ V Bid/Ask Last Strike Last Bid/Ask V Θ Γ Δ IV Vol OI 219 8 146.9% 0.84 0.2235 -0.01 0.00 0.75/1.05 0.80 2.50 0.05 0.00/0.15 0.00 -0.01 0.2326 -0.13 121.9% 1 9 922 51 147.7% 0.14 0.2024 -0.01 0.00 0.00/0.15 0.10 5.00 1.83 1.70/2.00 0.00 -0.01 0.2122 -0.80 175.8% 87 2.9k 412 9 214.1% 0.07 0.0877 -0.01 0.00 0.00/0.10 0.05 7.50 4.25 4.20/4.40 0.00 -0.01 0.1026 -0.89 237.5% 3 234 3.4k 1 305.5% 0.11 0.0801 -0.01 0.00 0.00/0.20 0.05 10.00 6.75 6.50/7.10 0.00 -0.01 0.0741 -0.91 290.6% 1 46 8 5 345.3% 0.10 0.0662 -0.01 0.00 0.00/0.20 0.10 12.50 8.85 8.50/9.50 0.00 -0.02 0.0862 -0.79 442.2% 1 — 120 8 395.3% 0.11 0.0631 -0.01 0.00 0.00/0.25 0.05 15.00 11.44 10.50/13.70 0.00 -0.03 0.0810 -0.75 519.5% 50 1 12 2 421.1% 0.10 0.0572 -0.01 0.00 0.00/0.25 0.04 17.50 — — — — — — — — —
Greeks Profile 2026-09-18 · 19d · σ = 134.4%
Greek Δ Delta Γ Gamma Θ Theta V Vega
0.19 0.38 0.58 0.77 0.96 $2 $3 $3 $4 $4 spot $3.28 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).