IV Skew
241.4%
25Δ put − call
Expiry 9/1817d 10/1645d 12/18108d
CALLS Strike PUTS OI Vol IV Δ Γ Θ V Bid/Ask Last Strike Last Bid/Ask V Θ Γ Δ IV Vol OI — 9 0.0% 1.00 — -0.00 — 0.00/0.00 2.00 5.00 0.80 0.60/1.05 0.00 -0.03 0.1192 -0.31 241.4% — 2 — 322 25.0% 0.00 0.0000 -0.00 0.00 0.00/0.00 0.20 7.50 1.52 0.00/0.00 — 0.00 — -1.00 0.0% 1 — — 25 50.0% 0.00 0.0000 -0.00 0.00 0.00/0.00 0.43 10.00 — — — — — — — — — 109 104 444.5% 0.37 0.0692 -0.06 0.00 0.00/1.85 0.25 12.50 — — — — — — — — —
Greeks Profile 2026-09-18 · 17d · σ = 120.7%
Greek Δ Delta Γ Gamma Θ Theta V Vega
0.13 0.35 0.56 0.78 0.99 $4 $5 $6 $7 $7 spot $5.66 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).