IV Skew
-154.7%
25Δ put − call
Expiry 9/1816d 10/1644d 12/18107d 1/15135d 4/16226d
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 — 235.2% 0.70 0.1235 -0.03 0.00 0.70/2.30 1.75 5.00 0.10 0.00/0.25 0.00 -0.01 0.2775 -0.19 80.5% 16 18 287 1 99.2% 0.12 0.1652 -0.01 0.00 0.00/0.15 0.04 7.50 1.13 1.05/2.00 0.00 -0.02 0.1764 -0.78 141.4% 31 35 1 8 294.9% 0.28 0.0948 -0.04 0.00 0.00/1.05 0.13 10.00 2.15 3.30/4.90 0.00 -0.04 0.0925 -0.70 316.0% 2 —
Greeks Profile 2026-09-18 · 16d · σ = 157.8%
Greek Δ Delta Γ Gamma Θ Theta V Vega
0.22 0.40 0.58 0.76 0.94 $4 $5 $6 $7 $7 spot $5.72 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).