Options · 15-min delayed
Underlying
$30.85
DTE
15d
2026-09-18
P/C Vol
0.40
P/C OI
0.56
ATM IV
89.2%
IV Skew
7.0%
25Δ put − call
Max Pain
$25
| CALLS | Strike | PUTS | ||||||||||||||||
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| OI | Vol | IV | Δ | Γ | Θ | V | Bid/Ask | Last | Strike | Last | Bid/Ask | V | Θ | Γ | Δ | IV | Vol | OI |
| — | 26 | 475.8% | 0.99 | 0.0008 | -0.02 | 0.00 | 23.50/28.50 | 22.02 | 5.00 | 0.05 | 0.00/0.05 | 0.00 | -0.01 | 0.0003 | -0.00 | 362.5% | 2 | — |
| — | — | 0.0% | 1.00 | — | -0.00 | — | 12.00/16.50 | 13.51 | 7.50 | 0.05 | 0.00/3.40 | 0.01 | -0.14 | 0.0021 | -0.04 | 703.1% | 2 | — |
| — | — | — | — | — | — | — | — | — | 10.00 | 0.05 | 0.00/3.40 | 0.01 | -0.14 | 0.0034 | -0.06 | 565.0% | — | — |
| 3 | 3 | 0.0% | 1.00 | — | -0.00 | — | 5.00/9.70 | 5.73 | 17.50 | — | — | — | — | — | — | — | — | — |
| — | — | — | — | — | — | — | — | — | 20.00 | 2.39 | 0.00/0.00 | 0.00 | -0.00 | 0.0000 | -0.00 | 50.0% | — | — |
| 7 | 2 | 0.0% | 1.00 | — | -0.00 | — | 1.00/4.90 | 2.33 | 22.50 | — | — | — | — | — | — | — | — | — |
| 40 | 1 | 149.8% | 0.80 | 0.0297 | -0.09 | 0.02 | 5.30/9.00 | 2.90 | 25.00 | 3.40 | 0.10/4.90 | 0.02 | -0.14 | 0.0234 | -0.24 | 211.6% | — | 2 |
| 4 | 2 | 85.6% | 0.60 | 0.0720 | -0.07 | 0.02 | 0.35/4.90 | 5.00 | 30.00 | 0.50 | 0.00/3.90 | 0.02 | -0.07 | 0.0667 | -0.40 | 92.7% | — | 3 |
| 2 | 1 | 67.7% | 0.20 | 0.0664 | -0.04 | 0.02 | 0.00/0.95 | 0.09 | 35.00 | 2.33 | 4.00/4.60 | 0.02 | -0.03 | 0.0666 | -0.80 | 66.3% | 10 | 32 |
| 10 | — | 97.9% | 0.11 | 0.0317 | -0.04 | 0.01 | 0.00/0.70 | 1.10 | 40.00 | — | — | — | — | — | — | — | — | — |
2026-09-18 · 15d · σ = 89.2%
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).