Options · 15-min delayed

IDYA

Options · 15-min delayed

IDYA

Underlying

$39.86

DTE

17d

2026-09-18

P/C Vol

0.80

P/C OI

0.11

ATM IV

61.3%

IV Skew

-41.1%

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	—	77.5%	0.96	0.0120	-0.02	0.01	7.60/12.40	8.20	30.00	—	—	—	—	—	—	—	—	—
—	—	—	—	—	—	—	—	—	32.50	0.50	0.00/4.90	0.03	-0.12	0.0212	-0.22	163.8%	8	—
2	2	58.7%	0.87	0.0428	-0.04	0.02	3.10/7.50	4.75	35.00	1.50	0.00/4.90	0.03	-0.11	0.0293	-0.27	131.7%	4	7
1	—	120.1%	0.65	0.0360	-0.12	0.03	0.80/5.50	1.80	37.50	0.45	0.25/1.00	0.03	-0.05	0.0702	-0.28	55.7%	2	3
8	2	69.4%	0.53	0.0667	-0.07	0.03	0.00/4.90	1.72	40.00	1.42	0.80/2.00	0.03	-0.05	0.0872	-0.48	53.1%	2	8
10	8	96.7%	0.42	0.0471	-0.10	0.03	0.00/4.90	1.35	42.50	—	—	—	—	—	—	—	—	—
13	2	60.2%	0.20	0.0536	-0.04	0.02	0.00/0.60	0.60	45.00	—	—	—	—	—	—	—	—	—
3	2	137.7%	0.33	0.0306	-0.13	0.03	0.00/4.90	0.20	47.50	—	—	—	—	—	—	—	—	—
126	4	155.2%	0.31	0.0263	-0.14	0.03	0.05/4.90	0.25	50.00	—	—	—	—	—	—	—	—	—

Greeks Profile

2026-09-18 · 17d · σ = 61.3%

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).