IV Skew
150.0%
25Δ put − call
Expiry 9/1819d 10/1647d 11/2082d 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 824 1 450.0% 0.30 1.9640 -0.00 0.00 0.00/0.05 0.05 0.50 0.35 0.30/0.45 0.00 -0.00 1.6779 -0.54 600.0% 2 16 — — — — — — — — — 1.00 0.87 0.80/0.90 0.00 -0.00 1.3953 -0.75 575.0% 10 11 — — — — — — — — — 1.50 1.45 1.30/1.45 0.00 -0.00 1.2184 -0.61 800.0% 1 19 — — — — — — — — — 2.00 1.90 1.80/2.10 0.00 -0.00 0.5525 -0.22 1362.5% 2 15 5 4 — — — — — 0.00/0.75 0.05 2.50 2.40 2.30/2.60 0.00 -0.00 0.5402 -0.22 1400.0% 1 7 — — — — — — — — — 5.00 4.90 4.80/4.90 0.00 -0.00 0.8575 -0.80 825.0% 3 27 1 — 900.0% 0.21 0.8104 -0.00 0.00 0.00/0.05 0.05 7.50 7.40 7.30/7.60 0.00 -0.00 0.5093 -0.24 1550.0% 12 25
Greeks Profile 2026-09-18 · 19d · σ = 525.0%
Greek Δ Delta Γ Gamma Θ Theta V Vega
0.64 0.68 0.73 0.78 0.83 $0 $0 $0 $0 $0 spot $0.17 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).