IV Skew
1.6%
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 4 5 0.0% 1.00 — -0.00 — 0.00/0.00 2.68 2.50 0.04 0.00/0.00 0.00 -0.00 0.0000 -0.00 50.0% 5 15 1.1k 4 0.0% 1.00 — -0.00 — 0.00/0.00 0.25 5.00 0.22 0.00/0.00 0.00 -0.00 0.0486 -0.00 1.6% 20 343 30 1 50.0% 0.00 0.0016 -0.00 0.00 0.00/0.00 0.04 7.50 2.20 0.00/0.00 — 0.00 — -1.00 0.0% 5 — — — — — — — — — — 10.00 4.82 0.00/0.00 — 0.00 — -1.00 0.0% 2 —
Greeks Profile 2026-09-18 · 18d · σ = 0.8%
Greek Δ Delta Γ Gamma Θ Theta V Vega
-0.08 0.21 0.50 0.79 1.08 $4 $4 $5 $6 $7 spot $5.05 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).