IV Skew
-119.5%
25Δ put − call
Expiry 9/1817d 10/1645d 1/15136d 4/16227d 12/17472d
CALLS Strike PUTS OI Vol IV Δ Γ Θ V Bid/Ask Last Strike Last Bid/Ask V Θ Γ Δ IV Vol OI 3 1 501.6% 0.89 0.0317 -0.03 0.00 2.20/3.40 2.91 2.50 0.10 0.00/0.15 0.00 -0.01 0.0333 -0.05 248.4% — 1 30 5 195.3% 0.65 0.1648 -0.02 0.00 0.25/1.90 0.92 5.00 0.30 0.00/0.40 0.00 -0.01 0.4007 -0.31 75.8% 18 438 12 1 204.3% 0.29 0.1461 -0.02 0.00 0.00/0.75 0.30 7.50 — — — — — — — — —
Greeks Profile 2026-09-18 · 17d · σ = 135.5%
Greek Δ Delta Γ Gamma Θ Theta V Vega
0.17 0.37 0.57 0.77 0.97 $4 $5 $5 $6 $7 spot $5.35 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).