IV Skew
-1.6%
25Δ put − call
Expiry 9/1819d 10/1647d 1/15138d
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 — 293.8% 0.97 0.0334 -0.00 0.00 1.15/2.65 2.02 1.00 — — — — — — — — — 224 146 160.9% 0.88 0.1901 -0.01 0.00 0.60/1.30 0.95 2.00 — — — — — — — — — 3 10 66.4% 0.42 0.8991 -0.00 0.00 0.05/0.20 0.20 3.00 0.20 0.00/0.50 0.00 -0.00 0.9191 -0.58 64.8% 5 7 5 1 203.1% 0.09 0.1199 -0.01 0.00 0.00/0.10 0.20 6.00 — — — — — — — — —
Greeks Profile 2026-09-18 · 19d · σ = 65.6%
Greek Δ Delta Γ Gamma Θ Theta V Vega
-0.03 0.25 0.52 0.79 1.07 $2 $2 $3 $3 $4 spot $2.87 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).