IV Skew
131.6%
25Δ put − call
Expiry 9/1817d 10/1645d 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 1 — 401.6% 0.97 0.0103 -0.02 0.00 4.70/7.40 6.22 2.50 — — — — — — — — — — — — — — — — — — 5.00 0.59 0.00/2.15 0.00 -0.05 0.0312 -0.15 417.2% 1 1 217 95 104.7% 0.73 0.1746 -0.02 0.01 0.75/1.80 1.40 7.50 0.17 0.00/2.30 0.01 -0.04 0.0909 -0.32 216.8% 3 30 217 2 85.2% 0.20 0.1792 -0.01 0.00 0.00/0.35 0.05 10.00 1.42 0.25/3.80 0.01 -0.02 0.1568 -0.70 122.3% 1 1 1 1 182.0% 0.21 0.0869 -0.03 0.01 0.00/0.75 0.05 12.50 4.00 2.45/5.30 0.01 -0.06 0.0704 -0.61 300.8% 1 —
Greeks Profile 2026-09-18 · 17d · σ = 160.7%
Greek Δ Delta Γ Gamma Θ Theta V Vega
0.23 0.41 0.58 0.76 0.93 $6 $7 $8 $10 $11 spot $8.38 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).