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Options · 15-min delayed

DELL

Options · 15-min delayed

DELL

Underlying

$456.24

DTE

2026-09-04

P/C Vol

1.35

P/C OI

0.80

ATM IV

101.9%

IV Skew

-2.0%

25Δ put − call

Max Pain

$425

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
124	28	101.7%	0.65	0.0062	-1.86	0.22	35.35/35.75	34.80	437.50	17.10	16.45/16.85	0.22	-1.80	0.0062	-0.35	101.0%	102	43
136	131	101.8%	0.64	0.0063	-1.89	0.22	33.90/34.35	33.60	440.00	18.92	17.55/18.00	0.22	-1.83	0.0063	-0.36	101.3%	334	298
39	36	101.6%	0.62	0.0064	-1.92	0.22	32.35/33.00	33.15	442.50	19.50	18.70/19.15	0.22	-1.86	0.0064	-0.38	101.6%	41	21
68	54	101.7%	0.60	0.0065	-1.94	0.23	31.10/31.55	31.65	445.00	20.16	19.85/20.15	0.23	-1.88	0.0065	-0.40	101.4%	97	92
30	27	102.0%	0.59	0.0065	-1.97	0.23	29.80/30.30	29.55	447.50	21.70	21.00/21.40	0.23	-1.90	0.0066	-0.41	101.6%	107	38
495	110	102.0%	0.57	0.0066	-1.98	0.23	28.55/28.95	28.35	450.00	22.48	22.30/22.55	0.23	-1.92	0.0066	-0.43	101.6%	386	217
380	57	101.6%	0.55	0.0067	-1.99	0.23	27.05/27.75	27.46	452.50	23.64	23.40/23.80	0.23	-1.93	0.0067	-0.45	101.4%	72	22
82	129	102.1%	0.54	0.0067	-2.00	0.23	26.10/26.50	26.49	455.00	25.51	24.80/25.15	0.23	-1.94	0.0067	-0.46	101.7%	287	96
14	47	101.9%	0.52	0.0067	-2.01	0.23	24.80/25.35	25.05	457.50	26.73	26.15/26.60	0.23	-1.95	0.0067	-0.48	102.1%	70	167
362	441	102.2%	0.50	0.0067	-2.01	0.23	23.90/24.10	23.87	460.00	27.67	27.50/27.90	0.23	-1.95	0.0067	-0.50	101.9%	185	168
46	145	102.3%	0.49	0.0067	-2.01	0.23	22.75/23.10	22.57	462.50	29.75	28.95/29.30	0.23	-1.95	0.0067	-0.51	102.0%	39	85
535	150	102.4%	0.47	0.0066	-2.01	0.23	21.70/22.10	21.50	465.00	31.65	30.30/30.75	0.23	-1.94	0.0067	-0.53	101.9%	82	157
70	189	102.4%	0.45	0.0066	-2.00	0.23	20.75/20.95	20.75	467.50	32.15	31.70/32.30	0.23	-1.93	0.0066	-0.55	101.9%	82	30
455	851	102.4%	0.44	0.0066	-1.99	0.23	19.70/20.05	19.33	470.00	35.95	33.35/33.75	0.23	-1.93	0.0066	-0.56	102.1%	166	280
75	199	102.4%	0.42	0.0065	-1.98	0.23	18.75/19.10	18.66	472.50	34.40	34.90/35.35	0.23	-1.91	0.0065	-0.58	102.2%	50	20
372	485	102.7%	0.41	0.0065	-1.96	0.23	17.85/18.30	17.50	475.00	38.05	36.40/37.05	0.23	-1.90	0.0065	-0.59	102.3%	136	276

Greeks Profile

2026-09-04 · 6d · σ = 101.9%

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).

Underlying

$456.24

DTE

2026-09-04

P/C Vol

1.35

P/C OI

0.80

ATM IV

101.9%

IV Skew

-2.0%

25Δ put − call

Max Pain

$425

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
124	28	101.7%	0.65	0.0062	-1.86	0.22	35.35/35.75	34.80	437.50	17.10	16.45/16.85	0.22	-1.80	0.0062	-0.35	101.0%	102	43
136	131	101.8%	0.64	0.0063	-1.89	0.22	33.90/34.35	33.60	440.00	18.92	17.55/18.00	0.22	-1.83	0.0063	-0.36	101.3%	334	298
39	36	101.6%	0.62	0.0064	-1.92	0.22	32.35/33.00	33.15	442.50	19.50	18.70/19.15	0.22	-1.86	0.0064	-0.38	101.6%	41	21
68	54	101.7%	0.60	0.0065	-1.94	0.23	31.10/31.55	31.65	445.00	20.16	19.85/20.15	0.23	-1.88	0.0065	-0.40	101.4%	97	92
30	27	102.0%	0.59	0.0065	-1.97	0.23	29.80/30.30	29.55	447.50	21.70	21.00/21.40	0.23	-1.90	0.0066	-0.41	101.6%	107	38
495	110	102.0%	0.57	0.0066	-1.98	0.23	28.55/28.95	28.35	450.00	22.48	22.30/22.55	0.23	-1.92	0.0066	-0.43	101.6%	386	217
380	57	101.6%	0.55	0.0067	-1.99	0.23	27.05/27.75	27.46	452.50	23.64	23.40/23.80	0.23	-1.93	0.0067	-0.45	101.4%	72	22
82	129	102.1%	0.54	0.0067	-2.00	0.23	26.10/26.50	26.49	455.00	25.51	24.80/25.15	0.23	-1.94	0.0067	-0.46	101.7%	287	96
14	47	101.9%	0.52	0.0067	-2.01	0.23	24.80/25.35	25.05	457.50	26.73	26.15/26.60	0.23	-1.95	0.0067	-0.48	102.1%	70	167
362	441	102.2%	0.50	0.0067	-2.01	0.23	23.90/24.10	23.87	460.00	27.67	27.50/27.90	0.23	-1.95	0.0067	-0.50	101.9%	185	168
46	145	102.3%	0.49	0.0067	-2.01	0.23	22.75/23.10	22.57	462.50	29.75	28.95/29.30	0.23	-1.95	0.0067	-0.51	102.0%	39	85
535	150	102.4%	0.47	0.0066	-2.01	0.23	21.70/22.10	21.50	465.00	31.65	30.30/30.75	0.23	-1.94	0.0067	-0.53	101.9%	82	157
70	189	102.4%	0.45	0.0066	-2.00	0.23	20.75/20.95	20.75	467.50	32.15	31.70/32.30	0.23	-1.93	0.0066	-0.55	101.9%	82	30
455	851	102.4%	0.44	0.0066	-1.99	0.23	19.70/20.05	19.33	470.00	35.95	33.35/33.75	0.23	-1.93	0.0066	-0.56	102.1%	166	280
75	199	102.4%	0.42	0.0065	-1.98	0.23	18.75/19.10	18.66	472.50	34.40	34.90/35.35	0.23	-1.91	0.0065	-0.58	102.2%	50	20
372	485	102.7%	0.41	0.0065	-1.96	0.23	17.85/18.30	17.50	475.00	38.05	36.40/37.05	0.23	-1.90	0.0065	-0.59	102.3%	136	276

Greeks Profile

2026-09-04 · 6d · σ = 101.9%

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).