IV Skew
341.4%
25Δ put − call
Expiry 9/1818d 12/18109d 3/19200d
CALLS Strike PUTS OI Vol IV Δ Γ Θ V Bid/Ask Last Strike Last Bid/Ask V Θ Γ Δ IV Vol OI — — 0.0% 1.00 — -0.00 — 0.00/0.00 3.71 2.50 0.05 0.00/0.00 0.00 -0.00 0.0000 — 50.0% 2 — — 50 0.0% 1.00 — -0.00 — 0.00/0.00 1.35 5.00 0.03 0.00/0.00 0.00 -0.00 0.0034 -0.00 50.0% 2 — — 20 6.3% 0.00 0.0004 -0.00 0.00 0.00/0.00 0.17 7.50 2.90 0.05/4.90 0.01 -0.06 0.0699 -0.38 347.7% 150 1 — 10 50.0% 0.00 0.0045 -0.00 0.00 0.00/0.00 0.05 10.00 3.62 2.65/7.50 0.01 -0.08 0.0542 -0.43 462.9% 2 37 — 200 50.0% 0.00 0.0000 -0.00 0.00 0.00/0.00 0.15 12.50 — — — — — — — — — — — 212.5% 0.09 0.0476 -0.01 0.00 0.00/0.25 0.01 15.00 10.50 7.60/12.00 0.01 -0.09 0.0477 -0.52 533.6% — — — — — — — — — — — 17.50 12.92 9.60/14.50 0.01 -0.09 0.0471 -0.57 532.8% — 1
Greeks Profile 2026-09-18 · 18d · σ = 177.0%
Greek Δ Delta Γ Gamma Θ Theta V Vega
0.28 0.44 0.59 0.75 0.91 $5 $6 $7 $8 $9 spot $7.05 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).