IV Skew
22.7%
25Δ put − call
Expiry 9/1819d 10/1647d 11/2082d 2/19173d
CALLS Strike PUTS OI Vol IV Δ Γ Θ V Bid/Ask Last Strike Last Bid/Ask V Θ Γ Δ IV Vol OI — 1 403.9% 0.92 0.0269 -0.02 0.00 2.50/3.80 3.50 2.50 0.04 0.00/0.05 0.00 -0.00 0.0160 -0.02 206.3% 20 32 52 10 67.2% 0.89 0.1999 -0.00 0.00 0.75/1.30 0.83 5.00 0.22 0.00/0.30 0.00 -0.01 0.1980 -0.18 96.1% 3 274 417 181 73.4% 0.10 0.1794 -0.00 0.00 0.00/0.10 0.05 7.50 2.15 1.50/1.75 0.00 -0.01 0.1973 -0.84 88.7% 10 11 261 1 134.4% 0.06 0.0685 -0.01 0.00 0.00/0.10 0.08 10.00 4.50 4.30/5.20 0.01 -0.04 0.0894 -0.65 302.7% 10 — 2 2 296.9% 0.23 0.0745 -0.03 0.00 0.00/0.85 0.05 12.50 — — — — — — — — — 1 — 337.1% 0.21 0.0626 -0.03 0.00 0.00/0.85 0.05 15.00 — — — — — — — — —
Greeks Profile 2026-09-18 · 19d · σ = 81.6%
Greek Δ Delta Γ Gamma Θ Theta V Vega
0.03 0.28 0.54 0.79 1.05 $4 $5 $6 $7 $8 spot $5.97 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).