Options · 15-min delayed
Underlying
$48.91
DTE
12d
2026-09-18
P/C Vol
0.31
P/C OI
0.80
ATM IV
67.7%
IV Skew
-3.3%
25Δ put − call
Max Pain
$45
| CALLS | Strike | PUTS | ||||||||||||||||
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| OI | Vol | IV | Δ | Γ | Θ | V | Bid/Ask | Last | Strike | Last | Bid/Ask | V | Θ | Γ | Δ | IV | Vol | OI |
| — | — | — | — | — | — | — | — | — | 22.50 | 0.05 | 0.00/1.00 | 0.01 | -0.07 | 0.0030 | -0.03 | 265.4% | 4 | 7 |
| — | — | — | — | — | — | — | — | — | 25.00 | 0.01 | 0.00/0.10 | 0.00 | -0.01 | 0.0012 | -0.01 | 154.7% | 2 | 12 |
| 19 | 2 | 169.1% | 0.96 | 0.0057 | -0.06 | 0.01 | 17.70/19.30 | 14.65 | 30.00 | 0.10 | 0.00/0.75 | 0.01 | -0.05 | 0.0057 | -0.04 | 167.8% | 11 | 42 |
| 103 | 100 | 120.3% | 0.95 | 0.0096 | -0.05 | 0.01 | 12.30/16.20 | 12.10 | 35.00 | 0.08 | 0.00/0.10 | 0.00 | -0.01 | 0.0039 | -0.01 | 83.6% | 7 | 37 |
| 40 | 1 | 97.9% | 0.89 | 0.0216 | -0.07 | 0.02 | 7.70/11.40 | 11.10 | 40.00 | 0.15 | 0.00/0.65 | 0.01 | -0.04 | 0.0191 | -0.07 | 79.9% | 5 | 111 |
| 47 | 10 | 88.1% | 0.73 | 0.0424 | -0.11 | 0.03 | 3.90/7.20 | 6.13 | 45.00 | 1.00 | 0.60/1.55 | 0.03 | -0.08 | 0.0491 | -0.23 | 70.2% | 3 | 97 |
| 196 | 15 | 73.5% | 0.47 | 0.0610 | -0.11 | 0.04 | 1.25/3.40 | 2.75 | 50.00 | 2.83 | 2.05/3.90 | 0.04 | -0.09 | 0.0721 | -0.55 | 61.9% | 7 | 62 |
| 55 | 16 | 66.5% | 0.18 | 0.0451 | -0.07 | 0.02 | 0.00/1.35 | 0.63 | 55.00 | 6.40 | 5.30/6.80 | 0.02 | -0.06 | 0.0450 | -0.81 | 67.8% | 2 | 42 |
| 62 | 3 | 84.9% | 0.11 | 0.0245 | -0.06 | 0.02 | 0.00/0.95 | 0.35 | 60.00 | 11.08 | 9.70/12.50 | 0.03 | -0.12 | 0.0266 | -0.79 | 122.2% | 5 | 7 |
2026-09-18 · 12d · σ = 67.7%
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).