IV Skew
-7.8%
25Δ put − call
Expiry 9/1819d 10/1647d 12/18110d 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 11 6 1431.3% 0.99 0.0020 -0.01 0.00 3.30/4.30 3.73 0.50 0.36 0.00/0.00 0.00 -0.00 0.0000 — 50.0% 1 — 1 2 809.4% 0.96 0.0110 -0.02 0.00 2.90/3.80 3.23 1.00 — — — — — — — — — 4 2 0.0% 1.00 — -0.00 — 1.85/2.55 2.52 1.50 0.25 0.00/0.00 0.00 -0.00 0.0000 — 50.0% — — 59 5 206.3% 0.97 0.0300 -0.00 0.00 2.35/2.55 2.60 2.00 0.03 0.00/0.10 0.00 -0.01 0.0356 -0.04 231.3% 2 102 101 17 156.3% 0.96 0.0516 -0.00 0.00 1.85/2.05 1.81 2.50 0.05 0.00/0.10 0.00 -0.00 0.0596 -0.05 175.0% 1 38 508 20 110.9% 0.36 0.3353 -0.01 0.00 0.00/0.50 0.25 5.00 0.95 0.40/0.80 0.00 -0.01 0.3546 -0.65 103.1% 2 42 130 1 192.2% 0.16 0.1272 -0.01 0.00 0.00/0.30 0.05 7.50 2.85 2.80/3.70 0.00 -0.01 0.1288 -0.82 199.2% 2 2 — — — — — — — — — 10.00 5.40 5.30/6.30 0.00 -0.02 0.0899 -0.83 282.0% — 1
Greeks Profile 2026-09-18 · 19d · σ = 107.0%
Greek Δ Delta Γ Gamma Θ Theta V Vega
0.11 0.33 0.56 0.78 1.01 $3 $4 $4 $5 $6 spot $4.42 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).