IV Skew
8.6%
25Δ put − call
Expiry 9/1818d 11/2081d 12/18109d 2/19172d
CALLS Strike PUTS OI Vol IV Δ Γ Θ V Bid/Ask Last Strike Last Bid/Ask V Θ Γ Δ IV Vol OI — — 330.5% 0.91 0.0448 -0.02 0.00 2.25/2.80 2.20 2.50 0.05 0.00/0.40 0.00 -0.01 0.0453 -0.08 300.0% — 10 163 2 86.3% 0.56 0.4083 -0.01 0.00 0.25/0.60 0.18 5.00 0.70 0.00/0.85 0.00 -0.01 0.3711 -0.44 94.9% 2 8 112 55 98.4% 0.04 0.0855 -0.00 0.00 0.00/0.05 0.05 7.50 2.30 1.80/3.40 0.00 -0.01 0.1415 -0.84 150.8% 1 1
Greeks Profile 2026-09-18 · 18d · σ = 90.6%
Greek Δ Delta Γ Gamma Θ Theta V Vega
0.05 0.30 0.54 0.79 1.04 $4 $4 $5 $6 $7 spot $5.04 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).