IV Skew
82.8%
25Δ put − call
Expiry 9/1817d 10/1645d 11/2080d 2/19171d
CALLS Strike PUTS OI Vol IV Δ Γ Θ V Bid/Ask Last Strike Last Bid/Ask V Θ Γ Δ IV Vol OI 9 2 311.7% 0.89 0.0608 -0.02 0.00 1.55/2.30 2.30 2.50 0.05 0.00/0.05 0.00 -0.00 0.0422 -0.03 164.1% 2 1 111 2 54.7% 0.24 0.5787 -0.01 0.00 0.00/0.15 0.20 5.00 0.57 0.25/1.40 0.00 -0.02 0.2913 -0.56 137.5% 2 79 30 25 126.6% 0.05 0.0784 -0.00 0.00 0.00/0.05 0.05 7.50 — — — — — — — — — 1 — 354.7% 0.26 0.0931 -0.03 0.00 0.00/0.85 0.25 10.00 — — — — — — — — —
Greeks Profile 2026-09-18 · 17d · σ = 96.1%
Greek Δ Delta Γ Gamma Θ Theta V Vega
0.06 0.30 0.55 0.79 1.03 $3 $4 $5 $5 $6 spot $4.56 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).