IV Skew
-3.1%
25Δ put − call
Expiry 9/1819d 10/1647d 12/18110d 1/15138d 3/19201d 1/21509d
CALLS Strike PUTS OI Vol IV Δ Γ Θ V Bid/Ask Last Strike Last Bid/Ask V Θ Γ Δ IV Vol OI 37 14 330.5% 0.80 0.1021 -0.02 0.00 0.60/1.55 1.20 2.50 0.05 0.00/0.05 0.00 -0.00 0.1240 -0.05 106.3% 1 120 691 9 109.4% 0.12 0.2173 -0.00 0.00 0.00/0.10 0.05 5.00 1.42 1.35/1.50 0.00 -0.00 0.1317 -0.96 78.1% 2 118 1.9k 200 193.8% 0.07 0.0888 -0.01 0.00 0.00/0.10 0.05 7.50 3.92 3.00/4.60 0.00 -0.04 0.1081 -0.59 439.1% 1 7 893 30 218.8% 0.04 0.0440 -0.00 0.00 0.00/0.05 0.05 10.00 6.70 5.60/7.10 0.00 -0.04 0.0918 -0.62 507.0% 1 6 20 2 401.6% 0.18 0.0808 -0.02 0.00 0.00/0.50 0.08 12.50 8.80 8.10/9.60 0.00 -0.04 0.0826 -0.64 555.5% 3 4 35 4 356.3% 0.09 0.0549 -0.01 0.00 0.00/0.20 0.10 15.00 9.50 0.00/0.00 — 0.00 — -1.00 0.0% 1 — 19 1 553.1% 0.27 0.0726 -0.04 0.00 0.00/0.95 0.15 17.50 7.42 10.10/12.10 — 0.00 — -1.00 0.0% 4 6 22 1 578.1% 0.26 0.0687 -0.04 0.00 0.00/0.95 0.10 20.00 14.15 13.70/16.10 — 0.00 — -1.00 0.0% 1 — 15 10 599.2% 0.26 0.0655 -0.04 0.00 0.00/0.95 0.05 22.50 13.22 14.70/17.10 — 0.00 — -1.00 0.0% — —
Greeks Profile 2026-09-18 · 19d · σ = 218.4%
Greek Δ Delta Γ Gamma Θ Theta V Vega
0.36 0.49 0.61 0.74 0.87 $3 $3 $4 $4 $5 spot $3.58 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).