Options · 15-min delayed
Underlying
$18.44
DTE
14d
2026-09-18
P/C Vol
1.93
P/C OI
1.11
ATM IV
35.4%
IV Skew
-7.6%
25Δ put − call
Max Pain
$18
| 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 | 2 | 625.0% | 0.99 | 0.0014 | -0.03 | 0.00 | 14.30/18.00 | 13.80 | 2.50 | 0.05 | 0.00/0.00 | 0.00 | -0.00 | 0.0000 | — | 50.0% | 1 | — |
| — | — | 0.0% | 1.00 | — | -0.00 | — | 0.00/0.00 | 12.40 | 5.00 | — | — | — | — | — | — | — | — | — |
| 1 | 1 | 175.0% | 1.00 | 0.0012 | -0.00 | 0.00 | 10.20/11.70 | 10.80 | 7.50 | 0.32 | 0.00/0.95 | 0.00 | -0.05 | 0.0081 | -0.05 | 358.6% | 3 | 11 |
| — | 1 | 0.0% | 1.00 | — | -0.00 | — | 3.20/5.30 | 5.00 | 10.00 | 0.04 | 0.00/0.05 | 0.00 | -0.00 | 0.0046 | -0.01 | 139.1% | 1 | 23 |
| 8 | 10 | 168.2% | 0.91 | 0.0264 | -0.04 | 0.01 | 4.60/8.00 | 5.92 | 12.50 | 0.05 | 0.00/0.05 | 0.00 | -0.00 | 0.0098 | -0.01 | 93.0% | 10 | 75 |
| 14 | 1 | 127.9% | 0.83 | 0.0547 | -0.04 | 0.01 | 2.80/4.00 | 3.33 | 15.00 | 0.40 | 0.00/1.45 | 0.01 | -0.05 | 0.0522 | -0.19 | 143.6% | 5 | 42 |
| 69 | 5 | 49.1% | 0.73 | 0.1867 | -0.02 | 0.01 | 0.85/1.30 | 0.95 | 17.50 | 0.10 | 0.00/0.05 | 0.01 | -0.00 | 0.2205 | -0.10 | 21.7% | 103 | 103 |
| 143 | 50 | 29.3% | 0.09 | 0.1502 | -0.01 | 0.01 | 0.00/0.05 | 0.05 | 20.00 | 1.65 | 1.25/3.00 | 0.01 | -0.03 | 0.1334 | -0.68 | 73.9% | 10 | 10 |
| 1 | — | 165.0% | 0.33 | 0.0605 | -0.08 | 0.01 | 0.00/2.45 | 2.40 | 22.50 | — | — | — | — | — | — | — | — | — |
| — | — | — | — | — | — | — | — | — | 30.00 | 16.94 | 0.00/0.00 | — | 0.00 | — | -1.00 | 0.0% | 2 | — |
2026-09-18 · 14d · σ = 35.4%
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).