IV Skew
-7.8%
25Δ put − call
Expiry 9/1819d 10/1647d 11/2082d 12/18110d 2/19173d 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 10 5 462.5% 0.97 0.0261 -0.00 0.00 1.50/2.00 1.77 0.50 0.01 0.00/0.25 0.00 -0.01 0.0261 -0.04 668.8% 2 5 27 5 365.6% 0.91 0.0846 -0.01 0.00 1.05/1.60 1.40 1.00 0.03 0.00/0.05 0.00 -0.00 0.0713 -0.04 231.3% 2 13 70 1 171.9% 0.88 0.2267 -0.00 0.00 0.65/0.90 0.80 1.50 0.05 0.00/0.05 0.00 -0.00 0.2066 -0.07 128.1% 14 183 725 65 117.2% 0.70 0.5910 -0.01 0.00 0.30/0.40 0.33 2.00 0.10 0.10/0.15 0.00 -0.00 0.6272 -0.30 109.4% 2 653 3.3k 132 120.3% 0.17 0.4118 -0.00 0.00 0.00/0.10 0.06 3.00 0.77 0.80/0.90 0.00 -0.00 0.4147 -0.82 126.6% 24 420 7.2k 8 157.8% 0.07 0.1724 -0.00 0.00 0.00/0.05 0.02 4.00 1.81 1.45/2.00 0.00 -0.01 0.2324 -0.71 292.2% 7 366 2.1k 11 198.4% 0.06 0.1159 -0.00 0.00 0.00/0.05 0.02 5.00 2.63 2.35/3.10 0.00 -0.02 0.1796 -0.67 401.6% 3 59 1.6k 1 231.3% 0.05 0.0914 -0.00 0.00 0.00/0.05 0.02 6.00 3.40 3.50/4.60 0.00 -0.02 0.1612 -0.72 415.6% 3 81 510 1 293.8% 0.08 0.1037 -0.01 0.00 0.00/0.10 0.05 7.00 3.30 0.00/0.00 — 0.00 — -1.00 0.0% 30 — 177 12 387.5% 0.16 0.1226 -0.01 0.00 0.00/0.25 0.10 8.00 — — — — — — — — — 431 10 337.5% 0.08 0.0837 -0.01 0.00 0.00/0.10 0.25 9.00 6.65 6.40/7.20 0.00 -0.00 0.0375 -0.98 262.5% 5 — 233 1 315.6% 0.04 0.0558 -0.00 0.00 0.00/0.05 0.03 10.00 — — — — — — — — — — — — — — — — — — 13.00 9.90 10.20/11.90 0.00 -0.02 0.1077 -0.76 568.8% 2 2
Greeks Profile 2026-09-18 · 19d · σ = 113.3%
Greek Δ Delta Γ Gamma Θ Theta V Vega
0.13 0.35 0.56 0.78 1.00 $2 $2 $2 $3 $3 spot $2.21 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).