IV Skew
-29.7%
25Δ put − call
Expiry 9/1818d 10/1646d 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 437 20 82.0% 0.63 0.7920 -0.01 0.00 0.00/0.25 0.25 2.50 0.10 0.00/0.15 0.00 -0.00 1.1896 -0.33 52.3% 1 58 868 603 168.8% 0.06 0.1243 -0.00 0.00 0.00/0.05 0.01 5.00 2.55 2.15/2.90 0.00 -0.01 0.1863 -0.81 254.7% 1 6 8 — 240.6% 0.04 0.0670 -0.00 0.00 0.00/0.05 0.05 7.50 4.40 4.40/5.60 0.00 -0.01 0.1164 -0.86 326.6% 1 1
Greeks Profile 2026-09-18 · 18d · σ = 67.2%
Greek Δ Delta Γ Gamma Θ Theta V Vega
-0.03 0.25 0.52 0.79 1.07 $2 $2 $3 $3 $3 spot $2.61 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).