IV Skew
50.0%
25Δ put − call
Expiry 9/1818d 10/1646d 12/18109d 1/15137d 3/19200d
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 2 512.5% 0.91 0.1107 -0.01 0.00 0.40/0.85 0.60 0.50 — — — — — — — — — 848 10 75.0% 0.92 0.7371 -0.00 0.00 0.20/0.30 0.25 1.00 0.05 0.00/0.15 0.00 -0.00 0.6563 -0.22 162.5% 20 298 58 11 112.5% 0.26 1.0572 -0.00 0.00 0.00/0.10 0.03 1.50 0.45 0.25/0.45 0.00 -0.00 0.8857 -0.65 151.6% 1 37 511 11 190.6% 0.18 0.5013 -0.00 0.00 0.00/0.10 0.05 2.00 1.02 0.70/1.00 0.00 -0.01 0.4991 -0.74 234.4% 2 61 320 1 237.5% 0.08 0.2266 -0.00 0.00 0.00/0.05 0.25 3.00 — — — — — — — — — 650 8 337.5% 0.12 0.2127 -0.01 0.00 0.00/0.10 0.22 4.00 2.60 2.55/2.80 0.00 -0.00 0.1959 -0.90 318.8% — 5 159 4 378.1% 0.11 0.1781 -0.01 0.00 0.00/0.10 0.16 5.00 — — — — — — — — —
Greeks Profile 2026-09-18 · 18d · σ = 118.8%
Greek Δ Delta Γ Gamma Θ Theta V Vega
0.14 0.35 0.56 0.78 0.99 $1 $1 $1 $1 $2 spot $1.24 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).