Options · 15-min delayed
Underlying
$1.32
DTE
13d
2026-09-18
P/C Vol
0.00
P/C OI
0.00
ATM IV
225.0%
IV Skew
—
25Δ put − call
Max Pain
$3
| CALLS | Strike | PUTS | ||||||||||||||||
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| OI | Vol | IV | Δ | Γ | Θ | V | Bid/Ask | Last | Strike | Last | Bid/Ask | V | Θ | Γ | Δ | IV | Vol | OI |
| 12 | 1 | 225.0% | 0.10 | 0.3105 | -0.00 | 0.00 | 0.00/0.05 | 0.05 | 2.50 | — | — | — | — | — | — | — | — | — |
| 1 | — | 928.1% | 0.55 | 0.1714 | -0.04 | 0.00 | 0.00/1.00 | 0.05 | 5.00 | — | — | — | — | — | — | — | — | — |
2026-09-18 · 13d · σ = 225.0%
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).