IV Skew
-2.3%
25Δ put − call
Expiry 9/1819d 10/1647d 11/2082d 1/15138d 2/19173d 1/21509d
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 2 125.0% 0.89 0.2417 -0.00 0.00 0.55/1.00 0.82 2.00 0.04 0.00/0.10 0.00 -0.00 0.2398 -0.10 120.3% 8 13 322 60 77.3% 0.33 0.7499 -0.00 0.00 0.05/0.15 0.09 3.00 0.39 0.30/0.45 0.00 -0.00 0.7663 -0.68 75.0% 10 125 36 6 128.1% 0.12 0.2545 -0.00 0.00 0.00/0.10 0.97 4.00 1.30 1.15/1.35 0.00 -0.00 0.2678 -0.85 140.6% 6 159 190 17 224.2% 0.18 0.1861 -0.01 0.00 0.00/0.25 0.10 5.00 2.25 1.90/2.50 0.00 -0.01 0.1892 -0.75 271.9% 16 37 60 59 231.3% 0.11 0.1303 -0.01 0.00 0.00/0.15 0.20 6.00 3.35 2.85/3.50 0.00 -0.01 0.1554 -0.77 314.1% — 2 — — — — — — — — — 7.00 4.30 3.90/4.50 0.00 -0.02 0.1351 -0.79 347.7% — 6 — — — — — — — — — 8.00 5.30 4.90/5.50 0.00 -0.02 0.1214 -0.80 375.0% — 2
Greeks Profile 2026-09-18 · 19d · σ = 76.2%
Greek Δ Delta Γ Gamma Θ Theta V Vega
0.01 0.27 0.53 0.79 1.06 $2 $2 $3 $3 $4 spot $2.72 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).