Options · 15-min delayed
Underlying
$6.18
DTE
12d
2026-09-18
P/C Vol
5.00
P/C OI
135.50
ATM IV
192.4%
IV Skew
-231.6%
25Δ put − call
Max Pain
$5
| 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 | 308.2% | 0.75 | 0.0928 | -0.05 | 0.00 | 0.40/1.95 | 1.44 | 5.00 | 0.12 | 0.00/0.05 | 0.00 | -0.00 | 0.1280 | -0.05 | 76.6% | 10 | 270 |
| — | — | — | — | — | — | — | — | — | 7.50 | 1.45 | 0.35/2.35 | 0.00 | -0.00 | 0.1812 | -0.92 | 71.1% | — | 1 |
2026-09-18 · 12d · σ = 192.4%
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).