IV Skew
360.9%
25Δ put − call
Expiry 9/1818d 10/1646d 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 — — — — — — — — — 0.50 0.20 0.00/0.60 0.00 -0.01 0.0367 -0.06 981.3% 1 1 — — — — — — — — — 1.00 0.05 0.00/0.60 0.00 -0.01 0.1882 -0.19 454.7% 4 1 519 2 93.8% 0.47 1.3263 -0.00 0.00 0.05/0.15 0.10 1.50 — — — — — — — — — 21 1 115.6% 0.13 0.5619 -0.00 0.00 0.00/0.05 0.01 2.00 0.65 0.20/0.95 0.00 -0.00 0.4960 -0.91 100.0% — 2
Greeks Profile 2026-09-18 · 18d · σ = 274.2%
Greek Δ Delta Γ Gamma Θ Theta V Vega
0.42 0.53 0.63 0.74 0.84 $1 $1 $1 $2 $2 spot $1.44 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).