Options · 15-min delayed
Underlying
$17.72
DTE
14d
2026-09-18
P/C Vol
0.48
P/C OI
2.00
ATM IV
1.6%
IV Skew
-21.1%
25Δ put − call
Max Pain
$13
| CALLS | Strike | PUTS | ||||||||||||||||
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| OI | Vol | IV | Δ | Γ | Θ | V | Bid/Ask | Last | Strike | Last | Bid/Ask | V | Θ | Γ | Δ | IV | Vol | OI |
| — | 16 | 0.0% | 1.00 | — | -0.00 | — | 0.00/0.00 | 8.50 | 8.00 | — | — | — | — | — | — | — | — | — |
| — | — | 0.0% | 1.00 | — | -0.00 | — | 0.00/0.00 | 8.05 | 9.00 | — | — | — | — | — | — | — | — | — |
| — | 2 | 0.0% | 1.00 | — | -0.00 | — | 0.00/0.00 | 7.15 | 10.00 | — | — | — | — | — | — | — | — | — |
| — | — | — | — | — | — | — | — | — | 12.00 | 0.05 | 0.00/0.00 | 0.00 | -0.00 | 0.0001 | -0.00 | 50.0% | — | — |
| — | — | 0.0% | 1.00 | — | -0.00 | — | 0.00/0.00 | 4.26 | 13.00 | 0.10 | 0.00/0.15 | 0.00 | -0.01 | 0.0266 | -0.04 | 97.7% | 2 | 2 |
| — | — | — | — | — | — | — | — | — | 14.00 | 0.05 | 0.00/0.00 | 0.00 | -0.00 | 0.0000 | -0.00 | 25.0% | 4 | — |
| — | 1 | 0.0% | 1.00 | — | -0.00 | — | 0.00/0.00 | 2.73 | 15.00 | 0.05 | 0.00/0.00 | 0.00 | -0.00 | 0.0011 | -0.00 | 25.0% | 5 | — |
| — | 1 | 0.0% | 1.00 | — | -0.00 | — | 0.00/0.00 | 0.95 | 16.00 | 0.05 | 0.00/0.00 | 0.00 | -0.00 | 0.0001 | -0.00 | 12.5% | 10 | — |
| — | 27 | 0.0% | 1.00 | — | -0.00 | — | 0.00/0.00 | 0.70 | 17.00 | 0.07 | 0.00/0.00 | 0.00 | -0.00 | 0.0036 | -0.00 | 6.3% | 2 | — |
| — | 1 | 3.1% | 0.01 | 0.2760 | -0.00 | 0.00 | 0.00/0.00 | 0.10 | 18.00 | 0.57 | 0.00/0.00 | — | 0.00 | — | -1.00 | 0.0% | — | — |
| 1 | — | 27.3% | 0.11 | 0.1941 | -0.01 | 0.01 | 0.00/0.05 | 0.15 | 19.00 | — | — | — | — | — | — | — | — | — |
2026-09-18 · 14d · σ = 1.6%
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).