Options · 15-min delayed
Underlying
$2.78
DTE
12d
2026-09-18
P/C Vol
3.16
P/C OI
0.82
ATM IV
66.4%
IV Skew
-15.6%
25Δ put − call
Max Pain
$3
| CALLS | Strike | PUTS | ||||||||||||||||
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| OI | Vol | IV | Δ | Γ | Θ | V | Bid/Ask | Last | Strike | Last | Bid/Ask | V | Θ | Γ | Δ | IV | Vol | OI |
| 1 | 4 | 1237.5% | 0.97 | 0.0108 | -0.02 | 0.00 | 1.90/2.55 | 2.07 | 0.50 | 0.03 | 0.00/0.05 | 0.00 | -0.00 | 0.0117 | -0.01 | 537.5% | — | 1 |
| 2 | 1 | 706.3% | 0.93 | 0.0397 | -0.02 | 0.00 | 1.40/2.05 | 1.95 | 1.00 | — | — | — | — | — | — | — | — | — |
| 5 | 2 | 473.4% | 0.87 | 0.0863 | -0.02 | 0.00 | 0.90/1.55 | 1.30 | 1.50 | 0.03 | 0.00/0.20 | 0.00 | -0.01 | 0.0984 | -0.08 | 312.5% | 2 | 92 |
| 8 | 1 | 317.2% | 0.81 | 0.1720 | -0.02 | 0.00 | 0.40/1.05 | 0.85 | 2.00 | 0.03 | 0.00/0.15 | 0.00 | -0.01 | 0.2200 | -0.12 | 178.1% | 501 | 1.6k |
| 1.6k | 20 | 70.3% | 0.82 | 0.7453 | -0.00 | 0.00 | 0.25/0.40 | 0.28 | 2.50 | 0.07 | 0.00/0.05 | 0.00 | -0.00 | 0.7630 | -0.13 | 56.3% | 1 | 1.6k |
| 3.6k | 117 | 71.9% | 0.31 | 0.9679 | -0.01 | 0.00 | 0.05/0.10 | 0.05 | 3.00 | 0.36 | 0.20/0.35 | 0.00 | -0.00 | 1.0712 | -0.73 | 60.9% | 2 | 1.4k |
| 663 | 15 | 90.6% | 0.10 | 0.3701 | -0.00 | 0.00 | 0.00/0.05 | 0.02 | 3.50 | 0.65 | 0.50/1.05 | 0.00 | -0.01 | 0.4196 | -0.84 | 114.1% | 2 | 166 |
| 33 | 1 | 150.0% | 0.12 | 0.2580 | -0.01 | 0.00 | 0.00/0.10 | 0.05 | 4.00 | — | — | — | — | — | — | — | — | — |
| 10 | — | 178.1% | 0.05 | 0.1136 | -0.00 | 0.00 | 0.00/0.05 | 0.06 | 5.00 | 2.35 | 1.85/2.45 | 0.00 | -0.02 | 0.1904 | -0.75 | 329.7% | — | — |
2026-09-18 · 12d · σ = 66.4%
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).