IV Skew
25.0%
25Δ put − call
Expiry 9/44d 9/1111d 9/1818d 9/2525d 10/232d 11/2081d 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 — 1 0.0% 1.00 — -0.00 — 0.00/0.00 1.85 0.50 0.05 —/0.00 0.00 -0.00 0.0000 — 50.0% — — — — — — — — — — — 1.00 0.01 0.00/0.00 0.00 -0.00 0.0000 — 50.0% 190 — — — 0.0% 1.00 — -0.00 — 0.00/0.00 0.40 1.50 0.08 0.00/0.00 0.00 -0.00 0.0000 -0.00 50.0% 1 — — 2 0.0% 1.00 — -0.00 — 0.00/0.00 0.30 2.00 — — — — — — — — — — 1 25.0% 0.00 0.0003 -0.00 0.00 0.00/0.00 0.05 2.50 — — — — — — — — — — — 50.0% 0.00 0.0000 -0.00 0.00 0.00/0.00 0.11 3.00 — — — — — — — — — — — 50.0% — 0.0000 -0.00 0.00 0.00/0.00 0.14 4.00 — — — — — — — — —
Greeks Profile 2026-09-04 · 4d · σ = 25.0%
Greek Δ Delta Γ Gamma Θ Theta V Vega
-0.08 0.21 0.50 0.79 1.08 $2 $2 $2 $3 $3 spot $2.22 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).