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Options · 15-min delayed

FLY

Options · 15-min delayed

FLY

Underlying

$21.26

DTE

2026-09-04

P/C Vol

0.94

P/C OI

1.09

ATM IV

87.6%

IV Skew

-11.1%

25Δ put − call

Max Pain

$23

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
4	5	227.0%	0.93	0.0248	-0.08	0.00	5.60/7.50	12.30	15.00	—	—	—	—	—	—	—	—	—
3	—	153.9%	0.91	0.0427	-0.06	0.00	3.70/5.30	4.25	17.00	0.05	0.00/0.20	0.00	-0.03	0.0339	-0.05	121.5%	1	141
1	1	100.0%	0.93	0.0532	-0.03	0.00	2.75/4.00	4.80	18.00	0.06	0.00/0.15	0.00	-0.02	0.0464	-0.05	89.8%	13	547
—	—	—	—	—	—	—	—	—	18.50	0.08	0.05/0.15	0.00	-0.03	0.0651	-0.07	84.4%	29	25
104	1	84.0%	0.88	0.0931	-0.04	0.00	1.95/2.90	2.76	19.00	0.05	0.05/0.20	0.00	-0.03	0.0895	-0.10	77.0%	3	55
3	2	81.1%	0.83	0.1242	-0.05	0.01	1.50/2.50	2.81	19.50	0.20	0.15/0.30	0.01	-0.05	0.1247	-0.16	78.9%	16	17
34	5	77.7%	0.77	0.1587	-0.06	0.01	1.20/2.00	3.01	20.00	0.31	0.10/0.50	0.01	-0.05	0.1636	-0.22	73.2%	61	397
—	4	81.3%	0.67	0.1794	-0.07	0.01	0.90/1.70	4.75	20.50	0.80	0.30/0.80	0.01	-0.07	0.1776	-0.33	82.2%	15	108
7	12	91.6%	0.57	0.1724	-0.09	0.01	0.80/1.45	0.80	21.00	0.65	0.50/0.95	0.01	-0.08	0.2007	-0.43	78.5%	31	36
2	18	90.6%	0.48	0.1767	-0.09	0.01	0.60/1.15	0.73	21.50	1.02	0.70/1.40	0.01	-0.08	0.1893	-0.52	84.6%	45	8
1	23	83.4%	0.38	0.1840	-0.08	0.01	0.35/0.85	0.59	22.00	1.30	1.05/1.60	0.01	-0.08	0.1867	-0.62	82.0%	22	60
21	25	84.4%	0.30	0.1661	-0.07	0.01	0.25/0.65	0.45	22.50	1.75	1.40/2.10	0.01	-0.08	0.1582	-0.68	90.4%	10	14
77	12	84.2%	0.23	0.1445	-0.06	0.01	0.15/0.50	0.27	23.00	2.29	1.75/2.40	0.01	-0.06	0.1438	-0.77	85.4%	26	110
9	15	90.0%	0.19	0.1196	-0.06	0.01	0.05/0.50	0.25	23.50	2.67	2.15/2.95	0.01	-0.06	0.1187	-0.80	94.5%	4	13
46	43	78.1%	0.10	0.0912	-0.03	0.00	0.05/0.20	0.17	24.00	3.07	2.55/3.40	0.01	-0.05	0.0995	-0.85	95.7%	10	17
—	—	—	—	—	—	—	—	—	24.50	3.61	3.00/3.90	0.01	-0.05	0.0836	-0.87	102.0%	5	2
55	19	90.6%	0.07	0.0601	-0.03	0.00	0.05/0.15	0.09	25.00	3.52	3.30/4.50	0.00	-0.04	0.0686	-0.90	102.7%	2	37
47	14	98.8%	0.07	0.0520	-0.03	0.00	0.00/0.20	0.13	25.50	—	—	—	—	—	—	—	—	—

Greeks Profile

2026-09-04 · 5d · σ = 87.6%

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

$21.26

DTE

2026-09-04

P/C Vol

0.94

P/C OI

1.09

ATM IV

87.6%

IV Skew

-11.1%

25Δ put − call

Max Pain

$23

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
4	5	227.0%	0.93	0.0248	-0.08	0.00	5.60/7.50	12.30	15.00	—	—	—	—	—	—	—	—	—
3	—	153.9%	0.91	0.0427	-0.06	0.00	3.70/5.30	4.25	17.00	0.05	0.00/0.20	0.00	-0.03	0.0339	-0.05	121.5%	1	141
1	1	100.0%	0.93	0.0532	-0.03	0.00	2.75/4.00	4.80	18.00	0.06	0.00/0.15	0.00	-0.02	0.0464	-0.05	89.8%	13	547
—	—	—	—	—	—	—	—	—	18.50	0.08	0.05/0.15	0.00	-0.03	0.0651	-0.07	84.4%	29	25
104	1	84.0%	0.88	0.0931	-0.04	0.00	1.95/2.90	2.76	19.00	0.05	0.05/0.20	0.00	-0.03	0.0895	-0.10	77.0%	3	55
3	2	81.1%	0.83	0.1242	-0.05	0.01	1.50/2.50	2.81	19.50	0.20	0.15/0.30	0.01	-0.05	0.1247	-0.16	78.9%	16	17
34	5	77.7%	0.77	0.1587	-0.06	0.01	1.20/2.00	3.01	20.00	0.31	0.10/0.50	0.01	-0.05	0.1636	-0.22	73.2%	61	397
—	4	81.3%	0.67	0.1794	-0.07	0.01	0.90/1.70	4.75	20.50	0.80	0.30/0.80	0.01	-0.07	0.1776	-0.33	82.2%	15	108
7	12	91.6%	0.57	0.1724	-0.09	0.01	0.80/1.45	0.80	21.00	0.65	0.50/0.95	0.01	-0.08	0.2007	-0.43	78.5%	31	36
2	18	90.6%	0.48	0.1767	-0.09	0.01	0.60/1.15	0.73	21.50	1.02	0.70/1.40	0.01	-0.08	0.1893	-0.52	84.6%	45	8
1	23	83.4%	0.38	0.1840	-0.08	0.01	0.35/0.85	0.59	22.00	1.30	1.05/1.60	0.01	-0.08	0.1867	-0.62	82.0%	22	60
21	25	84.4%	0.30	0.1661	-0.07	0.01	0.25/0.65	0.45	22.50	1.75	1.40/2.10	0.01	-0.08	0.1582	-0.68	90.4%	10	14
77	12	84.2%	0.23	0.1445	-0.06	0.01	0.15/0.50	0.27	23.00	2.29	1.75/2.40	0.01	-0.06	0.1438	-0.77	85.4%	26	110
9	15	90.0%	0.19	0.1196	-0.06	0.01	0.05/0.50	0.25	23.50	2.67	2.15/2.95	0.01	-0.06	0.1187	-0.80	94.5%	4	13
46	43	78.1%	0.10	0.0912	-0.03	0.00	0.05/0.20	0.17	24.00	3.07	2.55/3.40	0.01	-0.05	0.0995	-0.85	95.7%	10	17
—	—	—	—	—	—	—	—	—	24.50	3.61	3.00/3.90	0.01	-0.05	0.0836	-0.87	102.0%	5	2
55	19	90.6%	0.07	0.0601	-0.03	0.00	0.05/0.15	0.09	25.00	3.52	3.30/4.50	0.00	-0.04	0.0686	-0.90	102.7%	2	37
47	14	98.8%	0.07	0.0520	-0.03	0.00	0.00/0.20	0.13	25.50	—	—	—	—	—	—	—	—	—

Greeks Profile

2026-09-04 · 5d · σ = 87.6%

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).