IV Skew
-45.3%
25Δ put − call
Expiry 9/1818d 10/1646d 1/15137d 1/21508d
CALLS Strike PUTS OI Vol IV Δ Γ Θ V Bid/Ask Last Strike Last Bid/Ask V Θ Γ Δ IV Vol OI 3.5k 3.5k 152.3% 0.79 0.0675 -0.03 0.01 2.20/4.00 2.33 10.00 0.30 0.00/0.75 0.01 -0.02 0.0759 -0.17 118.4% 1 1 215 4 116.2% 0.55 0.1232 -0.04 0.01 0.40/2.25 0.81 12.50 0.53 0.20/0.85 0.01 -0.02 0.2031 -0.47 70.9% 2 23 532 2 63.3% 0.11 0.1057 -0.01 0.01 0.00/0.20 0.11 15.00 — — — — — — — — —
Greeks Profile 2026-09-18 · 18d · σ = 93.6%
Greek Δ Delta Γ Gamma Θ Theta V Vega
0.06 0.30 0.55 0.79 1.03 $9 $11 $12 $14 $16 spot $12.45 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).