IV Skew
7.8%
25Δ put − call
Expiry 9/1818d 10/1646d 12/18109d 1/15137d 4/16228d 1/21508d
CALLS Strike PUTS OI Vol IV Δ Γ Θ V Bid/Ask Last Strike Last Bid/Ask V Θ Γ Δ IV Vol OI 1 2 50.0% 1.00 0.0000 -0.00 0.00 1.40/2.00 1.77 0.50 0.05 0.00/0.20 0.00 -0.01 0.0276 -0.04 628.1% 6 22 6 4 50.0% 1.00 0.0000 -0.00 0.00 0.90/1.50 1.22 1.00 — — — — — — — — — 95 2 325.0% 0.81 0.1684 -0.01 0.00 0.40/0.95 0.77 1.50 0.20 0.00/0.05 0.00 -0.00 0.2120 -0.07 131.3% 10 60 220 2 81.3% 0.74 0.8237 -0.00 0.00 0.20/0.35 0.27 2.00 0.08 0.00/0.15 0.00 -0.00 0.8237 -0.26 81.3% 1 283 372 4 73.4% 0.25 0.8772 -0.00 0.00 0.00/0.10 0.04 2.50 0.33 0.25/0.45 0.00 -0.00 0.8772 -0.75 73.4% 4 14 40 1 101.6% 0.11 0.3669 -0.00 0.00 0.00/0.05 0.04 3.00 0.87 — — — — — — — — 4 2 135.9% 0.08 0.2319 -0.00 0.00 0.00/0.05 0.03 3.50 1.42 — — — — — — — —
Greeks Profile 2026-09-18 · 18d · σ = 81.3%
Greek Δ Delta Γ Gamma Θ Theta V Vega
0.02 0.28 0.53 0.79 1.05 $2 $2 $2 $3 $3 spot $2.20 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).