IV Skew
15.6%
25Δ put − call
Expiry 9/44d 9/1111d 9/1818d 9/2525d 10/232d 10/1646d 1/15137d 4/16228d
CALLS Strike PUTS OI Vol IV Δ Γ Θ V Bid/Ask Last Strike Last Bid/Ask V Θ Γ Δ IV Vol OI 198 208 468.8% 0.89 0.4831 -0.01 0.00 0.15/0.35 0.31 0.50 0.03 0.00/0.25 0.00 -0.02 0.3688 -0.16 787.5% 42 99 1.8k 68 196.9% 0.17 1.5308 -0.01 0.00 0.00/0.05 0.05 1.00 0.30 0.15/0.30 0.00 -0.01 1.5331 -0.81 212.5% 1 93 6 4 381.3% 0.09 0.4924 -0.01 0.00 0.00/0.05 0.05 1.50 0.76 0.45/1.00 0.00 -0.01 0.5137 -0.90 393.8% 2 2 4 7 737.5% 0.21 0.4690 -0.02 0.00 0.00/0.20 0.05 2.00 — — — — — — — — —
Greeks Profile 2026-09-04 · 4d · σ = 204.7%
Greek Δ Delta Γ Gamma Θ Theta V Vega
0.07 0.31 0.55 0.79 1.03 $1 $1 $1 $1 $1 spot $0.80 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).