IV Skew
28.1%
25Δ put − call
Expiry 9/1819d 12/18110d 1/15138d 3/19201d
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 3.18 1.00 — — — — — — — — — 10 3 274.2% 0.84 0.0827 -0.02 0.00 1.55/2.40 1.05 3.00 — — — — — — — — — 48 14 145.3% 0.73 0.2152 -0.01 0.00 0.45/1.45 1.37 4.00 0.12 0.00/0.75 0.00 -0.01 0.1982 -0.28 160.2% 1 96 149 3 132.0% 0.46 0.2847 -0.01 0.00 0.05/0.80 0.62 5.00 0.34 0.00/0.75 0.00 -0.01 0.3073 -0.55 121.9% 40 42 391 125 106.3% 0.17 0.2289 -0.01 0.00 0.00/0.20 0.10 6.00 1.00 0.65/1.60 0.00 -0.01 0.2157 -0.73 145.7% 2 31 51 1 153.1% 0.16 0.1493 -0.01 0.00 0.05/0.20 0.12 7.00 1.25 1.65/2.55 0.00 -0.01 0.1529 -0.80 172.3% — 10 273 262 160.9% 0.10 0.1009 -0.01 0.00 0.00/0.15 0.15 8.00 — — — — — — — — — 194 80 317.2% 0.24 0.0933 -0.03 0.00 0.00/0.75 0.05 10.00 — — — — — — — — —
Greeks Profile 2026-09-18 · 19d · σ = 127.0%
Greek Δ Delta Γ Gamma Θ Theta V Vega
0.17 0.37 0.57 0.77 0.97 $3 $4 $5 $5 $6 spot $4.63 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).