IV Skew
-118.8%
25Δ put − call
Expiry 9/1819d 10/1647d 11/2082d 2/19173d
CALLS Strike PUTS OI Vol IV Δ Γ Θ V Bid/Ask Last Strike Last Bid/Ask V Θ Γ Δ IV Vol OI 370 15 312.5% 0.28 1.8493 -0.00 0.00 0.00/0.05 0.05 0.50 0.21 0.20/0.30 0.00 -0.00 1.5287 -0.90 193.8% 1 8 378 1 587.5% 0.36 1.0981 -0.00 0.00 0.00/0.10 0.05 1.00 0.85 0.50/1.00 0.00 -0.00 0.7178 -0.93 325.0% 2 9 200 12 537.5% 0.20 0.9039 -0.00 0.00 0.00/0.05 0.05 1.50 1.30 1.20/1.30 0.00 -0.00 0.5248 -0.94 387.5% 2 6 — — — — — — — — — 2.00 1.80 1.70/1.80 0.00 -0.00 0.4229 -0.95 425.0% 1 3 — — — — — — — — — 3.00 2.80 2.70/2.80 0.00 -0.00 0.3885 -0.94 500.0% 18 13 25 — 700.0% 0.18 0.6392 -0.00 0.00 0.00/0.05 0.05 4.00 3.80 3.40/3.80 0.00 -0.00 0.7291 -0.67 850.0% 4 4
Greeks Profile 2026-09-18 · 19d · σ = 253.1%
Greek Δ Delta Γ Gamma Θ Theta V Vega
0.41 0.52 0.63 0.74 0.85 $0 $0 $0 $0 $0 spot $0.26 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).