IV Skew
-24.2%
25Δ put − call
Expiry 9/1819d 10/1647d 12/18110d 1/15138d 3/19201d 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 6 1 248.4% 0.96 0.0271 -0.01 0.00 2.85/3.70 3.09 2.50 0.05 0.00/0.75 0.00 -0.02 0.0299 -0.09 414.1% 2 19 171 16 106.3% 0.75 0.2305 -0.01 0.00 0.75/1.15 1.18 5.00 0.15 0.05/0.25 0.00 -0.01 0.2702 -0.21 82.0% 5 290 1.7k 79 94.5% 0.12 0.1668 -0.01 0.00 0.05/0.10 0.05 7.50 1.81 1.70/2.00 0.00 -0.00 0.1541 -0.90 85.2% 15 1.1k 2.9k 1 168.0% 0.10 0.0816 -0.01 0.00 0.00/0.20 0.05 10.00 4.15 3.80/4.70 0.00 -0.03 0.0961 -0.75 253.1% 20 400 305 1 165.6% 0.03 0.0315 -0.00 0.00 0.00/0.05 0.03 12.50 5.20 0.00/0.00 — 0.00 — -1.00 0.0% 2 — 294 2 193.8% 0.02 0.0231 -0.00 0.00 0.00/0.05 0.05 15.00 8.24 8.20/9.40 0.00 -0.01 0.0446 -0.92 246.9% 15 37 29 1 296.9% 0.09 0.0436 -0.02 0.00 0.00/0.30 0.35 17.50 9.60 9.10/10.40 — 0.00 — -1.00 0.0% — 1 211 3 321.1% 0.09 0.0387 -0.02 0.00 0.00/0.30 0.05 20.00 — — — — — — — — — 32 1 419.1% 0.17 0.0464 -0.04 0.00 0.00/0.75 0.33 22.50 — — — — — — — — —
Greeks Profile 2026-09-18 · 19d · σ = 94.1%
Greek Δ Delta Γ Gamma Θ Theta V Vega
0.07 0.31 0.55 0.79 1.03 $4 $5 $6 $7 $7 spot $5.70 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).