Options · 15-min delayed
Underlying
$4.08
DTE
14d
2026-09-18
P/C Vol
0.41
P/C OI
0.29
ATM IV
69.7%
IV Skew
1.2%
25Δ put − call
Max Pain
$4
| CALLS | Strike | PUTS | ||||||||||||||||
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| OI | Vol | IV | Δ | Γ | Θ | V | Bid/Ask | Last | Strike | Last | Bid/Ask | V | Θ | Γ | Δ | IV | Vol | OI |
| 54 | 1 | 562.5% | 0.97 | 0.0167 | -0.01 | 0.00 | 2.70/3.70 | 3.00 | 1.00 | 0.12 | 0.00/0.10 | 0.00 | -0.01 | 0.0136 | -0.02 | 443.8% | 1 | 2 |
| 21 | 5 | 262.5% | 0.95 | 0.0490 | -0.01 | 0.00 | 1.80/2.50 | 1.95 | 2.00 | 0.05 | 0.00/0.70 | 0.00 | -0.02 | 0.0498 | -0.11 | 464.1% | 4 | 2 |
| 102 | 100 | 118.8% | 0.93 | 0.1478 | -0.01 | 0.00 | 0.75/1.50 | 1.05 | 3.00 | 0.05 | 0.00/0.10 | 0.00 | -0.01 | 0.1506 | -0.08 | 121.9% | 1 | 5 |
| 296 | 2 | 69.1% | 0.59 | 0.7038 | -0.01 | 0.00 | 0.25/0.30 | 0.25 | 4.00 | 0.30 | 0.05/0.20 | 0.00 | -0.01 | 0.6923 | -0.41 | 70.3% | 113 | 740 |
| 1.4k | 1 | 84.4% | 0.13 | 0.3099 | -0.01 | 0.00 | 0.00/0.10 | 0.03 | 5.00 | 1.08 | 0.50/1.25 | 0.00 | -0.02 | 0.2514 | -0.65 | 185.2% | 5 | 47 |
| 788 | 3 | 112.5% | 0.05 | 0.1171 | -0.00 | 0.00 | 0.00/0.05 | 0.01 | 6.00 | 1.95 | 1.50/2.25 | 0.00 | -0.02 | 0.1737 | -0.71 | 246.5% | 2 | 5 |
| 149 | 200 | 222.7% | 0.15 | 0.1338 | -0.02 | 0.00 | 0.00/0.30 | 0.05 | 7.00 | 2.95 | 2.40/3.40 | 0.00 | -0.03 | 0.1308 | -0.68 | 341.8% | — | — |
| — | — | — | — | — | — | — | — | — | 8.00 | 3.50 | 3.40/4.40 | 0.00 | -0.04 | 0.1141 | -0.70 | 380.1% | — | 5 |
| — | — | — | — | — | — | — | — | — | 9.00 | 4.90 | 4.40/5.40 | 0.00 | -0.04 | 0.1027 | -0.72 | 411.7% | 1 | — |
2026-09-18 · 14d · σ = 69.7%
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).