IV Skew
-22.8%
25Δ put − call
Expiry 9/1817d 10/1645d 11/2080d 1/15136d 2/19171d
CALLS Strike PUTS OI Vol IV Δ Γ Θ V Bid/Ask Last Strike Last Bid/Ask V Θ Γ Δ IV Vol OI 15 — 88.2% 0.64 0.0753 -0.06 0.02 0.50/4.90 5.09 25.00 0.60 0.20/1.00 0.02 -0.04 0.0990 -0.34 65.4% 1 10 1 — 160.4% 0.42 0.0430 -0.11 0.02 0.00/4.90 2.24 30.00 1.60 1.50/5.80 0.02 -0.09 0.0481 -0.61 140.7% 1 16 1 — 317.7% 0.47 0.0222 -0.21 0.02 —/4.90 0.80 35.00 — — — — — — — — —
Greeks Profile 2026-09-18 · 17d · σ = 76.8%
Greek Δ Delta Γ Gamma Θ Theta V Vega
-0.01 0.26 0.53 0.79 1.06 $18 $22 $26 $30 $34 spot $26.19 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).