IV Skew
-53.9%
25Δ put − call
Expiry 9/1819d 12/18110d 3/19201d
CALLS Strike PUTS OI Vol IV Δ Γ Θ V Bid/Ask Last Strike Last Bid/Ask V Θ Γ Δ IV Vol OI 2 1 335.9% 0.89 0.0536 -0.02 0.00 1.15/2.50 2.25 2.50 — — — — — — — — — 103 1 143.0% 0.49 0.2607 -0.02 0.00 0.00/1.00 0.55 5.00 0.59 0.15/1.00 0.00 -0.01 0.4102 -0.58 89.1% 2 22 36 2 165.6% 0.15 0.1301 -0.01 0.00 0.00/0.25 0.95 7.50 2.65 1.85/4.00 0.00 -0.01 0.1285 -0.86 161.7% — 1 4 4 275.0% 0.19 0.0913 -0.02 0.00 0.00/0.50 1.20 10.00 — — — — — — — — —
Greeks Profile 2026-09-18 · 19d · σ = 116.0%
Greek Δ Delta Γ Gamma Θ Theta V Vega
0.14 0.35 0.56 0.78 0.99 $3 $4 $5 $5 $6 spot $4.69 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).