IV Skew
0.0%
25Δ put − call
Expiry 9/1816d 10/1644d 1/15135d 4/16226d
CALLS Strike PUTS OI Vol IV Δ Γ Θ V Bid/Ask Last Strike Last Bid/Ask V Θ Γ Δ IV Vol OI 200 — 1700.0% 0.99 0.0012 -0.02 0.00 5.80/7.30 4.20 1.00 0.16 0.00/0.05 0.00 -0.00 0.0028 -0.01 450.0% — 72 200 — 323.4% 0.96 0.0176 -0.01 0.00 3.70/4.90 4.20 2.50 0.16 0.00/0.75 0.00 -0.03 0.0198 -0.07 475.0% 20 72 900 — 0.0% 1.00 — -0.00 — 0.00/0.00 2.25 3.50 0.10 0.00/0.00 0.00 -0.00 0.0000 -0.00 50.0% 1 — 900 2 264.1% 0.79 0.0779 -0.03 0.00 1.90/2.80 2.25 5.00 0.50 0.25/1.00 0.00 -0.03 0.0799 -0.21 255.9% — 1 10 1 0.0% 1.00 — -0.00 — 0.00/0.00 1.80 6.00 0.10 0.00/0.00 0.00 -0.00 0.0003 -0.00 12.5% 100 111 11 5 12.5% 0.00 0.0002 -0.00 0.00 0.00/0.00 0.59 7.50 0.90 0.00/0.00 — 0.00 — -1.00 0.0% — 11 204 2 25.0% 0.00 0.0000 -0.00 0.00 0.00/0.00 1.08 8.50 0.85 0.00/0.00 — 0.00 — -1.00 0.0% — 16 357 1 50.0% 0.00 0.0005 -0.00 0.00 0.00/0.00 0.85 10.00 1.88 0.00/0.00 — 0.00 — -1.00 0.0% — 27 149 109 50.0% 0.00 0.0000 -0.00 0.00 0.00/0.00 0.45 11.00 — — — — — — — — — 23 — 50.0% 0.00 0.0000 -0.00 0.00 —/0.00 0.39 12.50 — — — — — — — — —
Greeks Profile 2026-09-18 · 16d · σ = 6.3%
Greek Δ Delta Γ Gamma Θ Theta V Vega
-0.08 0.21 0.50 0.79 1.08 $5 $6 $7 $8 $9 spot $6.69 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).