Options · 15-min delayed

CNP

Options · 15-min delayed

CNP

Underlying

$39.77

DTE

14d

2026-09-18

P/C Vol

0.16

P/C OI

0.22

ATM IV

25.4%

IV Skew

17.0%

25Δ put − call

Max Pain

$40

Expiry

CALLS									Strike	PUTS
OI	Vol	IV	Δ	Γ	Θ	V	Bid/Ask	Last	Strike	Last	Bid/Ask	V	Θ	Γ	Δ	IV	Vol	OI
2	2	81.1%	0.81	0.0423	-0.06	0.02	4.00/5.60	4.29	35.00	—	—	—	—	—	—	—	—	—
1	1	70.3%	0.79	0.0527	-0.06	0.02	3.00/4.60	4.57	36.00	0.15	0.00/0.30	0.02	-0.03	0.0563	-0.12	46.9%	2	8
—	—	—	—	—	—	—	—	—	37.00	0.08	0.00/1.15	0.03	-0.06	0.0602	-0.27	71.0%	2	5
15	1	42.7%	0.73	0.0997	-0.04	0.03	0.55/2.45	1.95	38.00	0.15	0.05/0.95	0.03	-0.05	0.0861	-0.30	52.1%	4	279
50	15	37.2%	0.63	0.1303	-0.04	0.03	0.30/1.65	1.00	39.00	0.38	0.25/0.65	0.03	-0.03	0.1576	-0.35	30.1%	2	447
800	509	28.8%	0.48	0.1779	-0.03	0.03	0.40/0.85	0.42	40.00	0.80	0.65/0.85	0.03	-0.02	0.2325	-0.53	22.0%	22	445
848	5	31.2%	0.33	0.1493	-0.03	0.03	0.15/0.55	0.24	41.00	1.19	0.85/2.00	0.03	-0.04	0.1255	-0.63	38.5%	50	111
1.7k	1	35.1%	0.23	0.1116	-0.03	0.02	0.00/0.40	0.05	42.00	2.60	0.25/4.60	0.03	-0.10	0.0510	-0.57	98.9%	4	151
38	6	33.8%	0.13	0.0810	-0.02	0.02	0.00/0.20	0.17	43.00	3.20	1.70/5.50	0.03	-0.11	0.0466	-0.60	106.3%	1	—
84	20	52.6%	0.18	0.0643	-0.04	0.02	0.00/0.45	0.05	44.00	3.86	2.25/6.30	0.03	-0.11	0.0439	-0.64	109.6%	1	50
71	3	43.1%	0.08	0.0446	-0.02	0.01	0.00/0.15	0.04	45.00	1.98	3.20/7.30	0.03	-0.12	0.0398	-0.66	118.5%	—	—
2.9k	1	52.2%	0.09	0.0392	-0.02	0.01	0.00/0.20	0.05	46.00	—	—	—	—	—	—	—	—	—
92	1	73.7%	0.14	0.0391	-0.05	0.02	0.00/0.95	0.10	47.00	—	—	—	—	—	—	—	—	—

Greeks Profile

2026-09-18 · 14d · σ = 25.4%

Side

Greek

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).