IV Skew
41.4%
25Δ put − call
Expiry 9/1819d 12/18110d 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 1 — 1546.9% 0.98 0.0021 -0.03 0.00 1.50/6.40 3.45 2.50 — — — — — — — — — 11 2 89.1% 0.94 0.0900 -0.00 0.00 0.75/2.70 2.40 5.00 — — — — — — — — — 219 12 67.2% 0.25 0.3126 -0.01 0.00 0.05/0.25 0.25 7.50 0.92 0.05/1.20 0.01 -0.02 0.2280 -0.63 108.6% 1 119 13 2 95.3% 0.04 0.0609 -0.00 0.00 0.00/0.05 0.10 10.00 2.00 2.35/4.40 0.00 -0.00 0.0815 -0.93 110.9% 10 — 34 6 326.2% 0.32 0.0720 -0.05 0.01 0.00/1.55 0.23 12.50 3.86 1.55/5.10 — 0.00 — -1.00 0.0% — — 2 1 361.3% 0.29 0.0617 -0.05 0.01 0.00/1.45 0.33 15.00 — — — — — — — — — 8 3 396.5% 0.27 0.0548 -0.05 0.01 0.00/1.45 0.35 17.50 — — — — — — — — —
Greeks Profile 2026-09-18 · 19d · σ = 87.9%
Greek Δ Delta Γ Gamma Θ Theta V Vega
0.05 0.30 0.54 0.79 1.04 $5 $6 $7 $8 $9 spot $6.68 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).