IV Skew
12.5%
25Δ put − call
Expiry 9/1819d 10/1647d 1/15138d 12/17474d 1/21509d 9/15747d
CALLS Strike PUTS OI Vol IV Δ Γ Θ V Bid/Ask Last Strike Last Bid/Ask V Θ Γ Δ IV Vol OI 2 6 618.8% 0.93 0.0300 -0.01 0.00 1.60/2.35 2.28 1.00 0.05 0.00/0.05 0.00 -0.00 0.0250 -0.02 287.5% — 1 112 110 324.2% 0.83 0.1125 -0.02 0.00 0.65/1.40 0.92 2.00 0.04 0.00/0.05 0.00 -0.00 0.1187 -0.05 125.0% 40 2.6k 2.2k 67 57.8% 0.59 0.9617 -0.00 0.00 0.10/0.30 0.25 3.00 0.18 0.15/0.20 0.00 -0.00 0.7936 -0.41 70.3% 20 596 638 11 79.7% 0.09 0.2807 -0.00 0.00 0.00/0.05 0.05 4.00 0.95 0.80/1.20 0.00 -0.00 0.3317 -0.85 102.3% 8 12 286 1 125.0% 0.06 0.1331 -0.00 0.00 0.00/0.05 0.01 5.00 1.52 1.75/2.35 0.00 -0.01 0.1963 -0.83 182.0% — 2 187 2 159.4% 0.05 0.0899 -0.00 0.00 0.00/0.05 0.10 6.00 — — — — — — — — —
Greeks Profile 2026-09-18 · 19d · σ = 64.1%
Greek Δ Delta Γ Gamma Θ Theta V Vega
-0.03 0.24 0.52 0.79 1.07 $2 $3 $3 $4 $4 spot $3.06 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).