IV Skew
29.7%
25Δ put − call
Expiry 9/1817d 10/1645d 1/15136d 4/16227d
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 — 428.1% 0.96 0.0109 -0.02 0.00 4.70/7.40 6.22 2.50 — — — — — — — — — — — — — — — — — — 5.00 0.59 0.00/2.15 0.00 -0.05 0.0317 -0.15 415.6% 1 1 217 95 109.8% 0.72 0.1715 -0.02 0.01 0.75/1.80 1.40 7.50 0.17 0.00/0.50 0.01 -0.01 0.2160 -0.24 79.7% 3 30 217 2 50.0% 0.05 0.1205 -0.00 0.00 0.00/0.05 0.05 10.00 1.42 0.25/3.80 0.01 -0.02 0.1592 -0.72 117.6% 1 1 1 1 184.0% 0.21 0.0863 -0.03 0.01 0.00/0.75 0.05 12.50 4.00 2.45/5.30 0.01 -0.06 0.0712 -0.62 297.1% 1 —
Greeks Profile 2026-09-18 · 17d · σ = 94.7%
Greek Δ Delta Γ Gamma Θ Theta V Vega
0.05 0.30 0.54 0.79 1.04 $6 $7 $8 $10 $11 spot $8.34 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).