Options · 15-min delayed
Underlying
$75.86
DTE
14d
2026-09-18
P/C Vol
1.88
P/C OI
0.00
ATM IV
3.9%
IV Skew
6.2%
25Δ put − call
Max Pain
$65
| CALLS | Strike | PUTS | ||||||||||||||||
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| OI | Vol | IV | Δ | Γ | Θ | V | Bid/Ask | Last | Strike | Last | Bid/Ask | V | Θ | Γ | Δ | IV | Vol | OI |
| — | — | — | — | — | — | — | — | — | 65.00 | 1.00 | 0.00/0.00 | 0.00 | -0.00 | 0.0000 | -0.00 | 12.5% | 2 | — |
| — | — | — | — | — | — | — | — | — | 70.00 | 1.37 | 0.00/0.00 | 0.00 | -0.00 | 0.0007 | -0.00 | 12.5% | 1 | — |
| — | — | — | — | — | — | — | — | — | 75.00 | 3.17 | 0.00/0.00 | 0.00 | -0.00 | 0.0002 | -0.00 | 1.6% | 1 | — |
| — | 1 | 6.3% | 0.00 | 0.0001 | -0.00 | 0.00 | 0.00/0.00 | 1.80 | 80.00 | 3.50 | 0.00/0.00 | — | 0.01 | — | -1.00 | 0.0% | 2 | — |
| — | 1 | 12.5% | 0.00 | 0.0000 | -0.00 | 0.00 | 0.00/0.00 | 0.79 | 85.00 | 10.15 | 0.00/0.00 | — | 0.01 | — | -1.00 | 0.0% | 1 | — |
| — | 1 | 25.0% | 0.00 | 0.0003 | -0.00 | 0.00 | 0.00/0.00 | 0.35 | 90.00 | 11.30 | 0.00/0.00 | — | 0.01 | — | -1.00 | 0.0% | 5 | — |
| — | — | 25.0% | 0.00 | 0.0000 | -0.00 | 0.00 | 0.00/0.00 | 1.05 | 95.00 | — | — | — | — | — | — | — | — | — |
| — | 2 | 25.0% | 0.00 | 0.0000 | -0.00 | 0.00 | 0.00/0.00 | 0.65 | 100.00 | 19.00 | 0.00/0.00 | — | 0.01 | — | -1.00 | 0.0% | 3 | — |
| 1 | — | 101.7% | 0.06 | 0.0083 | -0.07 | 0.02 | 0.00/0.90 | 14.02 | 105.00 | — | — | — | — | — | — | — | — | — |
| — | 1 | 50.0% | 0.00 | 0.0001 | -0.00 | 0.00 | 0.00/0.00 | 0.30 | 110.00 | — | — | — | — | — | — | — | — | — |
| — | 1 | 50.0% | 0.00 | 0.0000 | -0.00 | 0.00 | 0.00/0.00 | 0.17 | 115.00 | — | — | — | — | — | — | — | — | — |
2026-09-18 · 14d · σ = 3.9%
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).