Options · 15-min delayed
Underlying
$2.03
DTE
14d
2026-09-18
P/C Vol
2.00
P/C OI
0.56
ATM IV
1.6%
IV Skew
3.1%
25Δ put − call
Max Pain
$2
| 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 | 0.05 | 0.00/0.00 | 0.00 | -0.00 | 0.0000 | — | 50.0% | 1 | 3 |
| 20 | — | 0.0% | 1.00 | — | -0.00 | — | 0.00/0.00 | 0.55 | 2.00 | 0.25 | 0.00/0.00 | 0.00 | -0.00 | 0.8009 | -0.00 | 3.1% | 1 | 11 |
| 1 | 1 | 50.0% | 0.00 | 0.0009 | -0.00 | 0.00 | 0.00/0.00 | 0.10 | 3.00 | — | — | — | — | — | — | — | — | — |
| 4 | — | 50.0% | 0.00 | 0.0000 | -0.00 | 0.00 | 0.00/0.00 | 0.01 | 4.00 | — | — | — | — | — | — | — | — | — |
2026-09-18 · 14d · σ = 1.6%
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).