IV Skew
-6.6%
25Δ put − call
Expiry 9/1819d 10/1647d 11/2082d 12/18110d 1/15138d 2/19173d
CALLS Strike PUTS OI Vol IV Δ Γ Θ V Bid/Ask Last Strike Last Bid/Ask V Θ Γ Δ IV Vol OI 1 — 489.1% 0.97 0.0063 -0.02 0.00 7.50/8.90 9.70 2.50 — — — — — — — — — 3 9 284.0% 0.93 0.0204 -0.02 0.00 5.10/6.40 8.64 5.00 — — — — — — — — — 56 1 121.1% 0.91 0.0570 -0.01 0.00 2.55/3.60 3.16 7.50 0.10 0.00/0.10 0.00 -0.00 0.0425 -0.04 89.1% 14 14 62 36 79.7% 0.63 0.2000 -0.02 0.01 0.85/1.15 1.05 10.00 0.51 0.45/0.60 0.01 -0.02 0.2171 -0.37 73.0% 28 226 368 35 87.1% 0.21 0.1390 -0.02 0.01 0.15/0.35 0.20 12.50 2.30 1.95/2.45 0.01 -0.01 0.1353 -0.87 66.0% 34 557 2.2k 1.3k 97.7% 0.06 0.0544 -0.01 0.00 0.05/0.10 0.10 15.00 4.42 4.30/5.00 0.00 -0.00 0.0502 -0.94 93.4% 3 61 293 80 127.3% 0.05 0.0347 -0.01 0.00 0.00/0.15 0.05 17.50 — — — — — — — — — 100 1 174.2% 0.08 0.0343 -0.02 0.00 0.00/0.30 0.05 20.00 — — — — — — — — — 7 1 202.7% 0.08 0.0298 -0.02 0.00 0.00/0.35 0.13 22.50 — — — — — — — — — 14 5 221.9% 0.07 0.0256 -0.02 0.00 0.00/0.35 0.19 25.00 — — — — — — — — —
Greeks Profile 2026-09-18 · 19d · σ = 76.4%
Greek Δ Delta Γ Gamma Θ Theta V Vega
0.01 0.27 0.53 0.79 1.06 $7 $9 $10 $12 $14 spot $10.41 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).