IV Skew
50.0%
25Δ put − call
Expiry 9/1817d 10/1645d 12/18108d 3/19199d
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 0.05 0.00/0.00 0.00 -0.00 0.0000 — 50.0% 13 — — 4 0.0% 1.00 — -0.00 — 0.00/0.00 2.10 1.00 — — — — — — — — — — 1 0.0% 1.00 — -0.00 — 0.00/0.00 2.45 1.50 — — — — — — — — — — 2 0.0% 1.00 — -0.00 — 0.00/0.00 1.71 2.00 0.05 0.00/0.00 0.00 -0.00 0.0000 -0.00 50.0% 1 — — 1 0.0% 1.00 — -0.00 — 0.00/0.00 0.45 2.50 0.08 0.00/0.00 0.00 -0.00 0.0077 -0.00 50.0% 1 — — 46 50.0% 0.00 0.0048 -0.00 0.00 0.00/0.00 0.05 5.00 1.75 0.00/0.00 — 0.00 — -1.00 0.0% 2 — — 73 50.0% 0.00 0.0000 -0.00 0.00 0.00/0.00 0.05 7.50 — — — — — — — — —
Greeks Profile 2026-09-18 · 17d · σ = 25.0%
Greek Δ Delta Γ Gamma Θ Theta V Vega
-0.08 0.21 0.50 0.79 1.08 $2 $3 $3 $4 $5 spot $3.48 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).