IV Skew
110.0%
25Δ put − call
Expiry 9/1818d 11/2081d 2/19172d
CALLS Strike PUTS OI Vol IV Δ Γ Θ V Bid/Ask Last Strike Last Bid/Ask V Θ Γ Δ IV Vol OI 30 — 235.2% 0.95 0.0205 -0.02 0.00 4.10/6.50 4.90 5.00 — — — — — — — — — — — — — — — — — — 7.50 0.10 0.00/1.40 0.01 -0.04 0.0573 -0.19 210.2% 2 2 2 1 100.2% 0.57 0.1745 -0.03 0.01 0.00/2.00 0.20 10.00 — — — — — — — — — 4 1 193.8% 0.39 0.0883 -0.05 0.01 0.00/2.10 0.33 12.50 2.10 1.05/3.40 0.01 -0.04 0.0896 -0.61 190.4% 1 57 — — — — — — — — — 15.00 3.09 3.50/5.90 0.01 -0.05 0.0654 -0.67 246.1% 1 — — — — — — — — — — 17.50 4.30 6.00/8.40 0.01 -0.06 0.0535 -0.70 287.9% 3 —
Greeks Profile 2026-09-18 · 18d · σ = 145.3%
Greek Δ Delta Γ Gamma Θ Theta V Vega
0.21 0.39 0.58 0.76 0.95 $7 $9 $10 $12 $13 spot $10.12 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).