IV Skew
0.0%
25Δ put − call
Expiry 9/1819d 10/1647d 11/2082d 1/15138d 2/19173d 1/21509d
CALLS Strike PUTS OI Vol IV Δ Γ Θ V Bid/Ask Last Strike Last Bid/Ask V Θ Γ Δ IV Vol OI 2 3 509.4% 0.97 0.0107 -0.01 0.00 3.50/4.40 4.31 1.00 — — — — — — — — — 7 7 296.9% 0.95 0.0311 -0.01 0.00 2.50/3.40 3.30 2.00 — — — — — — — — — 3.2k 4 228.1% 0.88 0.0781 -0.01 0.00 1.70/2.40 2.48 3.00 0.05 0.00/0.05 0.00 -0.00 0.0548 -0.03 126.6% 3 1.3k 149 10 110.5% 0.82 0.2176 -0.01 0.00 0.85/1.15 0.96 4.00 0.08 0.05/0.15 0.00 -0.01 0.2289 -0.15 93.8% 42 1.4k 1.2k 28 91.8% 0.49 0.3926 -0.01 0.00 0.30/0.40 0.30 5.00 0.46 0.45/0.55 0.00 -0.01 0.3926 -0.51 91.8% 38 804 3.0k 126 92.2% 0.19 0.2619 -0.01 0.00 0.05/0.15 0.10 6.00 1.00 0.95/1.40 0.00 -0.00 0.2151 -0.92 62.5% 9 99 413 27 93.8% 0.06 0.1073 -0.00 0.00 0.00/0.05 0.04 7.00 1.46 1.80/2.50 0.00 0.00 0.0052 -1.00 50.0% 1 21 153 5 136.7% 0.07 0.0934 -0.01 0.00 0.00/0.10 0.04 8.00 — — — — — — — — — 243 5 159.4% 0.07 0.0721 -0.01 0.00 0.00/0.10 0.05 9.00 5.33 3.60/4.70 0.00 0.00 0.0000 -1.00 50.0% 1 —
Greeks Profile 2026-09-18 · 19d · σ = 91.8%
Greek Δ Delta Γ Gamma Θ Theta V Vega
0.06 0.30 0.55 0.79 1.03 $3 $4 $5 $6 $6 spot $4.85 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).