IV Skew
635.2%
25Δ put − call
Expiry 9/1817d 10/1645d 1/15136d
CALLS Strike PUTS OI Vol IV Δ Γ Θ V Bid/Ask Last Strike Last Bid/Ask V Θ Γ Δ IV Vol OI — — — — — — — — — 1.00 0.05 0.00/0.00 0.00 -0.00 0.0000 — 50.0% 1 — — — — — — — — — — 2.00 0.06 0.00/0.00 0.00 -0.00 0.0000 — 50.0% — — — — — — — — — — — 3.00 0.05 0.00/0.00 0.00 -0.00 0.0000 -0.00 50.0% 10 — — 80 0.0% 1.00 — -0.00 — 0.00/0.00 1.40 4.00 0.20 0.00/3.60 0.00 -0.06 0.0332 -0.17 647.7% — 1 — 71 12.5% 0.00 0.0531 -0.00 0.00 0.00/0.00 0.60 6.00 — — — — — — — — — 1 — 507.4% 0.59 0.0641 -0.07 0.00 0.00/3.60 0.05 8.00 — — — — — — — — —
Greeks Profile 2026-09-18 · 17d · σ = 330.1%
Greek Δ Delta Γ Gamma Θ Theta V Vega
0.47 0.56 0.65 0.74 0.83 $4 $5 $6 $6 $7 spot $5.55 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).