IV Skew
-16.8%
25Δ put − call
Expiry 9/1818d 10/1646d 1/15137d 4/16228d 1/21508d
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 1 511.7% 0.95 0.0109 -0.03 0.00 5.80/6.80 7.10 2.50 0.03 0.00/0.05 0.00 -0.00 0.0051 -0.01 268.8% 10 13 46 3 227.3% 0.90 0.0407 -0.02 0.00 3.30/4.10 3.79 5.00 0.05 0.00/0.05 0.00 -0.00 0.0218 -0.02 125.0% 14 664 559 107 94.9% 0.75 0.1793 -0.02 0.01 1.20/1.30 1.30 7.50 0.25 0.15/0.30 0.01 -0.01 0.2006 -0.22 79.3% 16 984 6.8k 310 96.1% 0.25 0.1756 -0.02 0.01 0.20/0.30 0.26 10.00 1.73 1.45/1.95 0.00 -0.01 0.1846 -0.82 74.6% 2 529 1.4k 9 114.1% 0.08 0.0682 -0.01 0.00 0.05/0.10 0.05 12.50 — — — — — — — — — 231 35 139.8% 0.05 0.0363 -0.01 0.00 0.00/0.10 0.09 15.00 5.92 5.80/6.80 0.00 -0.02 0.0593 -0.86 196.1% — —
Greeks Profile 2026-09-18 · 18d · σ = 87.1%
Greek Δ Delta Γ Gamma Θ Theta V Vega
0.04 0.29 0.54 0.79 1.04 $6 $7 $8 $10 $11 spot $8.43 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).