IV Skew
-2.3%
25Δ put − call
Expiry 9/1819d 10/1647d 1/15138d 4/16229d
CALLS Strike PUTS OI Vol IV Δ Γ Θ V Bid/Ask Last Strike Last Bid/Ask V Θ Γ Δ IV Vol OI — — — — — — — — — 2.50 0.07 0.00/0.75 0.00 -0.03 0.0134 -0.06 483.6% — 5 — — — — — — — — — 5.00 0.03 0.00/0.15 0.00 -0.01 0.0476 -0.06 135.9% 40 139 44 2 78.9% 0.61 0.2736 -0.01 0.01 0.60/0.80 0.75 7.50 0.40 0.35/0.50 0.01 -0.01 0.2817 -0.38 76.6% 1 94 367 4 89.1% 0.13 0.1329 -0.01 0.00 0.05/0.15 0.10 10.00 1.90 1.75/2.65 0.01 -0.02 0.1290 -0.72 148.0% 1 147 2.4k 1 130.5% 0.07 0.0608 -0.01 0.00 0.00/0.15 0.05 12.50 3.20 3.90/5.10 0.01 -0.03 0.0810 -0.79 199.2% 9 7 1 — 153.1% 0.04 0.0344 -0.01 0.00 0.00/0.10 0.10 15.00 — — — — — — — — — 1 — 278.9% 0.17 0.0512 -0.03 0.00 0.00/0.75 0.05 17.50 — — — — — — — — —
Greeks Profile 2026-09-18 · 19d · σ = 77.7%
Greek Δ Delta Γ Gamma Θ Theta V Vega
0.01 0.27 0.53 0.79 1.05 $5 $7 $8 $9 $10 spot $7.76 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).