IV Skew
15.6%
25Δ put − call
Expiry 9/1817d 10/1645d 11/2080d 1/15136d 2/19171d 1/21507d
CALLS Strike PUTS OI Vol IV Δ Γ Θ V Bid/Ask Last Strike Last Bid/Ask V Θ Γ Δ IV Vol OI 3 6 356.3% 0.95 0.0961 -0.00 0.00 0.50/1.25 1.00 0.50 — — — — — — — — — 12 2 203.1% 0.81 0.4564 -0.00 0.00 0.10/0.75 0.50 1.00 — — — — — — — — — 144 121 62.5% 0.23 1.6620 -0.00 0.00 0.00/0.05 0.05 1.50 0.20 0.00/0.20 0.00 -0.00 1.4991 -0.72 78.1% 23 475 266 1 137.5% 0.12 0.4918 -0.00 0.00 0.00/0.05 0.04 2.00 0.66 0.45/0.70 0.00 -0.00 0.5322 -0.84 159.4% 22 99 — — — — — — — — — 3.00 1.65 1.25/2.00 0.00 -0.02 0.2550 -0.54 537.5% 4 2 — — — — — — — — — 4.00 2.58 2.10/3.10 0.00 -0.02 0.2007 -0.50 687.5% 4 — — — — — — — — — — 5.00 3.59 3.10/4.10 0.00 -0.02 0.1870 -0.51 737.5% 6 1
Greeks Profile 2026-09-18 · 17d · σ = 70.3%
Greek Δ Delta Γ Gamma Θ Theta V Vega
-0.02 0.25 0.52 0.79 1.07 $1 $1 $1 $2 $2 spot $1.34 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).