IV Skew
109.4%
25Δ put − call
Expiry 9/1819d 10/1647d 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 898 1 287.5% 0.11 0.3140 -0.00 0.00 0.00/0.05 0.05 2.50 1.55 1.45/1.70 0.00 -0.01 0.3920 -0.76 396.9% 7 305 642 7 406.3% 0.08 0.1820 -0.00 0.00 0.00/0.05 0.03 5.00 4.14 3.80/4.50 0.00 -0.00 0.2084 -0.89 434.4% 17 60 1.1k 20 468.8% 0.07 0.1449 -0.00 0.00 0.00/0.05 0.05 7.50 7.33 5.90/8.80 0.00 -0.02 0.0609 -0.11 1575.0% 1 30 1.7k 1 512.5% 0.07 0.1276 -0.00 0.00 0.00/0.05 0.05 10.00 8.71 8.40/11.30 0.00 -0.02 0.0601 -0.12 1618.8% 4 25 6.1k 5 543.8% 0.07 0.1158 -0.00 0.00 0.00/0.05 0.05 12.50 8.48 11.20/11.70 0.00 -0.01 0.1891 -0.82 681.3% 1 11 187 15 878.1% 0.34 0.2069 -0.02 0.00 0.00/0.40 0.13 15.00 9.50 6.80/10.90 — 0.00 — -1.00 0.0% 30 46 21 10 1146.9% 0.57 0.1698 -0.02 0.00 0.00/0.80 0.13 17.50 15.44 15.90/18.80 0.00 -0.02 0.0586 -0.12 1700.0% 2 — 35 1 778.1% 0.19 0.1743 -0.01 0.00 0.00/0.20 0.20 20.00 — — — — — — — — — — — — — — — — — — 25.00 23.93 23.40/26.30 0.00 -0.02 0.0580 -0.12 1746.9% — —
Greeks Profile 2026-09-18 · 19d · σ = 342.2%
Greek Δ Delta Γ Gamma Θ Theta V Vega
0.50 0.58 0.66 0.74 0.82 $1 $1 $1 $1 $1 spot $0.89 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).