IV Skew
-52.3%
25Δ put − call
Expiry 9/1816d 10/1644d 11/2079d 2/19170d
CALLS Strike PUTS OI Vol IV Δ Γ Θ V Bid/Ask Last Strike Last Bid/Ask V Θ Γ Δ IV Vol OI 4 — 1912.5% 0.99 0.0018 -0.02 0.00 0.20/5.00 2.10 2.50 0.05 0.00/0.05 0.00 -0.00 0.0254 -0.02 187.5% — 1 318 13 114.8% 0.59 0.3158 -0.02 0.00 0.00/1.15 0.50 5.00 1.15 0.00/0.45 0.00 -0.01 0.5754 -0.40 62.5% — 1 73 6 101.6% 0.05 0.0894 -0.00 0.00 0.00/0.05 0.10 7.50 2.25 1.75/4.80 0.00 -0.04 0.1072 -0.57 342.2% 2 2
Greeks Profile 2026-09-18 · 16d · σ = 88.7%
Greek Δ Delta Γ Gamma Θ Theta V Vega
0.02 0.28 0.54 0.79 1.05 $4 $4 $5 $6 $7 spot $5.12 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).