IV Skew
-25.0%
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 0.40 0.00/0.40 0.00 -0.01 0.0666 -0.08 762.5% 5 8 5.0k 1 446.9% 0.78 0.2294 -0.01 0.00 0.05/1.20 0.74 1.00 0.05 —/0.00 0.00 -0.00 0.0695 -0.00 50.0% — — — 1 25.0% 0.02 0.5353 -0.00 0.00 0.00/0.00 0.25 1.50 0.25 0.00/0.00 — 0.00 — -1.00 0.0% 13 — — 2 50.0% 0.00 0.0029 -0.00 0.00 0.00/0.00 0.75 2.00 0.59 0.00/0.00 — 0.00 — -1.00 0.0% 6.2k — — 5 50.0% 0.00 0.0000 -0.00 0.00 0.00/0.00 0.01 2.50 0.95 0.00/0.00 — 0.00 — -1.00 0.0% 17 — 887 1 331.3% 0.07 0.1379 -0.00 0.00 0.00/0.05 0.03 5.00 3.51 2.80/4.00 0.00 -0.02 0.2039 -0.58 668.8% 2 1 — 6 50.0% — 0.0000 -0.00 0.00 0.00/0.00 0.75 7.50 6.78 5.20/6.70 0.00 -0.03 0.1493 -0.45 923.4% — —
Greeks Profile 2026-09-18 · 17d · σ = 12.5%
Greek Δ Delta Γ Gamma Θ Theta V Vega
-0.08 0.21 0.50 0.79 1.08 $1 $1 $1 $2 $2 spot $1.33 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).