IV Skew
18.7%
25Δ put − call
Expiry 9/1817d 10/1645d 12/18108d 1/15136d 4/16227d
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 5.32 1.00 — — — — — — — — — — 4 0.0% 1.00 — -0.00 — 0.00/0.00 2.11 4.00 — — — — — — — — — — 3 0.0% 1.00 — -0.00 — 0.00/0.00 1.23 5.00 0.05 0.00/0.00 0.00 -0.00 0.0628 -0.01 25.0% 5 — — 2 6.3% 0.00 0.0043 -0.00 0.00 0.00/0.00 0.68 6.00 0.55 0.00/0.00 — 0.00 — -1.00 0.0% 5 — — 5 25.0% 0.00 0.0010 -0.00 0.00 0.00/0.00 0.14 7.00 — — — — — — — — — — 2 50.0% 0.00 0.0056 -0.00 0.00 0.00/0.00 0.30 8.00 — — — — — — — — — 2 — 262.5% 0.30 0.1080 -0.03 0.00 0.00/1.00 0.20 9.00 — — — — — — — — —
Greeks Profile 2026-09-18 · 17d · σ = 3.1%
Greek Δ Delta Γ Gamma Θ Theta V Vega
-0.08 0.21 0.50 0.79 1.08 $4 $5 $6 $7 $7 spot $5.69 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).