IV Skew
149.8%
25Δ put − call
Expiry 9/1816d 10/1644d 11/2079d 1/15135d 2/19170d 1/21506d
CALLS Strike PUTS OI Vol IV Δ Γ Θ V Bid/Ask Last Strike Last Bid/Ask V Θ Γ Δ IV Vol OI — — — — — — — — — 5.00 0.15 0.00/4.90 0.00 -0.09 0.0125 -0.11 784.0% — 1 6 1 182.4% 0.78 0.0818 -0.03 0.01 0.10/4.90 1.73 7.50 0.10 0.00/0.75 0.01 -0.02 0.0939 -0.18 143.4% 10 120 117 46 101.6% 0.43 0.1966 -0.02 0.01 0.00/1.20 0.50 10.00 2.02 0.00/4.90 0.01 -0.06 0.0799 -0.44 251.4% 18 23 17 22 408.6% 0.54 0.0494 -0.10 0.01 0.00/4.90 0.05 12.50 1.86 1.00/5.50 0.00 -0.01 0.0968 -0.88 106.3% 3 4 51 20 466.4% 0.50 0.0435 -0.11 0.01 0.00/4.90 0.05 15.00 — — — — — — — — —
Greeks Profile 2026-09-18 · 16d · σ = 176.5%
Greek Δ Delta Γ Gamma Θ Theta V Vega
0.26 0.42 0.59 0.76 0.92 $7 $8 $9 $11 $12 spot $9.39 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).