IV Skew
116.4%
25Δ put − call
Expiry 9/1817d 10/1645d 12/18108d
CALLS Strike PUTS OI Vol IV Δ Γ Θ V Bid/Ask Last Strike Last Bid/Ask V Θ Γ Δ IV Vol OI 37 9 125.0% 0.73 0.2179 -0.02 0.00 0.40/1.55 2.00 5.00 0.80 0.60/1.05 0.00 -0.03 0.1192 -0.31 241.4% — 2 474 322 110.9% 0.15 0.1701 -0.01 0.00 0.00/0.20 0.20 7.50 1.52 0.90/4.30 0.00 -0.04 0.1214 -0.58 263.3% 1 73 851 25 275.8% 0.26 0.0956 -0.03 0.00 0.00/0.85 0.43 10.00 — — — — — — — — — 109 104 444.5% 0.37 0.0692 -0.06 0.00 0.00/1.85 0.25 12.50 — — — — — — — — —
Greeks Profile 2026-09-18 · 17d · σ = 183.2%
Greek Δ Delta Γ Gamma Θ Theta V Vega
0.28 0.44 0.59 0.75 0.91 $4 $5 $6 $7 $7 spot $5.66 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).