IV Skew
0.0%
25Δ put − call
Expiry 9/1819d 10/1647d 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 53 40 235.9% 0.88 0.0888 -0.01 0.00 1.40/2.15 1.76 2.50 0.04 0.00/0.05 0.00 -0.00 0.0657 -0.04 134.4% 3 104 682 40 162.1% 0.36 0.2479 -0.02 0.00 0.25/0.40 0.30 5.00 1.27 1.15/1.30 0.00 -0.01 0.2479 -0.64 162.1% 47 477 1.9k 69 178.1% 0.10 0.1059 -0.01 0.00 0.00/0.15 0.07 7.50 3.38 3.00/3.70 0.00 -0.02 0.1265 -0.75 267.2% 5 50 295 2 192.2% 0.04 0.0432 -0.00 0.00 0.00/0.05 0.05 10.00 6.00 5.40/6.40 0.00 0.00 0.0003 -1.00 100.0% 1 43 97 1 305.5% 0.11 0.0641 -0.01 0.00 0.00/0.25 0.05 12.50 8.30 7.70/8.90 0.00 -0.04 0.0806 -0.72 446.1% 1 2 367 80 285.9% 0.05 0.0377 -0.01 0.00 0.00/0.10 0.14 15.00 8.00 8.50/12.30 0.00 -0.07 0.0585 -0.48 728.5% 2 — 51 1 464.1% 0.20 0.0646 -0.03 0.00 0.00/0.70 0.02 17.50 9.23 11.10/13.10 — 0.00 — -1.00 0.0% — 10 381 5 479.7% 0.18 0.0594 -0.03 0.00 0.00/0.65 0.10 20.00 — — — — — — — — — 104 3 391.4% 0.07 0.0377 -0.01 0.00 0.00/0.20 0.20 22.50 — — — — — — — — —
Greeks Profile 2026-09-18 · 19d · σ = 162.1%
Greek Δ Delta Γ Gamma Θ Theta V Vega
0.26 0.42 0.59 0.76 0.92 $3 $3 $4 $5 $5 spot $4.10 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).