IV Skew
112.9%
25Δ put − call
Expiry 9/1818d 11/2081d 2/19172d
CALLS Strike PUTS OI Vol IV Δ Γ Θ V Bid/Ask Last Strike Last Bid/Ask V Θ Γ Δ IV Vol OI 30 — 240.6% 0.94 0.0208 -0.02 0.00 4.10/6.50 4.90 5.00 — — — — — — — — — — — — — — — — — — 7.50 0.10 0.00/1.40 0.01 -0.04 0.0564 -0.19 215.6% 2 2 2 1 102.7% 0.57 0.1701 -0.03 0.01 0.00/2.00 0.20 10.00 — — — — — — — — — 4 1 198.8% 0.40 0.0865 -0.05 0.01 0.00/2.10 0.33 12.50 2.10 1.05/3.40 0.01 -0.05 0.0878 -0.60 195.3% 1 57 — — — — — — — — — 15.00 3.09 3.50/5.90 0.01 -0.06 0.0644 -0.66 252.5% 1 — — — — — — — — — — 17.50 4.30 6.00/8.40 0.01 -0.06 0.0529 -0.69 295.5% 3 —
Greeks Profile 2026-09-18 · 18d · σ = 149.0%
Greek Δ Delta Γ Gamma Θ Theta V Vega
0.22 0.40 0.58 0.76 0.94 $7 $9 $10 $12 $13 spot $10.12 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).