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Options · 15-min delayed

MCD

Options · 15-min delayed

MCD

Underlying

$265.00

DTE

2026-09-04

P/C Vol

0.44

P/C OI

0.93

ATM IV

20.9%

IV Skew

3.4%

25Δ put − call

Max Pain

$265

Expiry

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	1	102.1%	0.93	0.0038	-0.40	0.04	42.95/46.50	52.55	220.00	—	—	—	—	—	—	—	—	—
10	1	51.0%	0.94	0.0068	-0.20	0.04	22.95/25.65	23.06	240.00	—	—	—	—	—	—	—	—	—
—	—	—	—	—	—	—	—	—	245.00	0.05	0.01/0.10	0.01	-0.03	0.0041	-0.02	29.1%	66	222
—	—	—	—	—	—	—	—	—	247.50	0.06	0.03/0.22	0.03	-0.06	0.0075	-0.03	29.9%	7	70
2	1	33.5%	0.92	0.0133	-0.17	0.05	12.95/15.60	11.61	250.00	0.10	0.03/0.14	0.02	-0.04	0.0076	-0.03	24.1%	160	474
—	—	—	—	—	—	—	—	—	252.50	0.18	0.16/0.25	0.03	-0.07	0.0128	-0.05	23.4%	196	385
7	4	22.1%	0.92	0.0200	-0.12	0.05	8.65/10.40	9.80	255.00	0.36	0.31/0.41	0.05	-0.09	0.0202	-0.08	22.3%	760	682
—	—	—	—	—	—	—	—	—	257.50	0.72	0.61/0.81	0.08	-0.15	0.0305	-0.15	22.8%	165	350
279	255	13.6%	0.87	0.0449	-0.11	0.07	4.60/5.40	5.30	260.00	1.34	1.21/1.42	0.11	-0.20	0.0403	-0.25	23.0%	557	1.1k
443	731	13.8%	0.72	0.0717	-0.15	0.11	3.10/3.50	3.40	262.50	2.22	1.95/2.49	0.13	-0.25	0.0448	-0.37	24.7%	236	429
845	1.5k	14.2%	0.52	0.0825	-0.18	0.14	1.81/2.08	2.01	265.00	3.75	3.35/4.05	0.14	-0.30	0.0424	-0.48	27.7%	251	543
305	499	15.4%	0.33	0.0696	-0.17	0.12	0.98/1.23	1.15	267.50	6.05	4.95/5.55	0.13	-0.29	0.0403	-0.59	28.4%	56	182
361	2.3k	16.2%	0.20	0.0503	-0.13	0.09	0.55/0.68	0.60	270.00	7.84	6.95/8.10	0.13	-0.35	0.0310	-0.65	35.4%	109	792
379	252	17.2%	0.11	0.0324	-0.10	0.06	0.27/0.38	0.34	272.50	11.01	8.70/10.60	0.12	-0.39	0.0252	-0.69	41.3%	2	47
613	232	17.7%	0.06	0.0188	-0.06	0.04	0.17/0.19	0.18	275.00	12.87	11.50/13.35	0.12	-0.45	0.0207	-0.71	48.9%	49	153
269	27	20.0%	0.04	0.0126	-0.05	0.03	0.08/0.15	0.10	277.50	15.60	13.60/16.40	0.12	-0.54	0.0171	-0.71	58.5%	3	9
469	50	22.8%	0.03	0.0094	-0.05	0.02	0.05/0.14	0.06	280.00	18.73	16.45/18.90	0.10	-0.43	0.0165	-0.78	53.5%	2	50
72	7	24.2%	0.02	0.0063	-0.04	0.02	0.01/0.10	0.06	282.50	17.05	18.75/21.40	0.10	-0.43	0.0146	-0.80	57.3%	2	4

Greeks Profile

2026-09-04 · 6d · σ = 20.9%

Side

Greek

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).

Underlying

$265.00

DTE

2026-09-04

P/C Vol

0.44

P/C OI

0.93

ATM IV

20.9%

IV Skew

3.4%

25Δ put − call

Max Pain

$265

Expiry

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	1	102.1%	0.93	0.0038	-0.40	0.04	42.95/46.50	52.55	220.00	—	—	—	—	—	—	—	—	—
10	1	51.0%	0.94	0.0068	-0.20	0.04	22.95/25.65	23.06	240.00	—	—	—	—	—	—	—	—	—
—	—	—	—	—	—	—	—	—	245.00	0.05	0.01/0.10	0.01	-0.03	0.0041	-0.02	29.1%	66	222
—	—	—	—	—	—	—	—	—	247.50	0.06	0.03/0.22	0.03	-0.06	0.0075	-0.03	29.9%	7	70
2	1	33.5%	0.92	0.0133	-0.17	0.05	12.95/15.60	11.61	250.00	0.10	0.03/0.14	0.02	-0.04	0.0076	-0.03	24.1%	160	474
—	—	—	—	—	—	—	—	—	252.50	0.18	0.16/0.25	0.03	-0.07	0.0128	-0.05	23.4%	196	385
7	4	22.1%	0.92	0.0200	-0.12	0.05	8.65/10.40	9.80	255.00	0.36	0.31/0.41	0.05	-0.09	0.0202	-0.08	22.3%	760	682
—	—	—	—	—	—	—	—	—	257.50	0.72	0.61/0.81	0.08	-0.15	0.0305	-0.15	22.8%	165	350
279	255	13.6%	0.87	0.0449	-0.11	0.07	4.60/5.40	5.30	260.00	1.34	1.21/1.42	0.11	-0.20	0.0403	-0.25	23.0%	557	1.1k
443	731	13.8%	0.72	0.0717	-0.15	0.11	3.10/3.50	3.40	262.50	2.22	1.95/2.49	0.13	-0.25	0.0448	-0.37	24.7%	236	429
845	1.5k	14.2%	0.52	0.0825	-0.18	0.14	1.81/2.08	2.01	265.00	3.75	3.35/4.05	0.14	-0.30	0.0424	-0.48	27.7%	251	543
305	499	15.4%	0.33	0.0696	-0.17	0.12	0.98/1.23	1.15	267.50	6.05	4.95/5.55	0.13	-0.29	0.0403	-0.59	28.4%	56	182
361	2.3k	16.2%	0.20	0.0503	-0.13	0.09	0.55/0.68	0.60	270.00	7.84	6.95/8.10	0.13	-0.35	0.0310	-0.65	35.4%	109	792
379	252	17.2%	0.11	0.0324	-0.10	0.06	0.27/0.38	0.34	272.50	11.01	8.70/10.60	0.12	-0.39	0.0252	-0.69	41.3%	2	47
613	232	17.7%	0.06	0.0188	-0.06	0.04	0.17/0.19	0.18	275.00	12.87	11.50/13.35	0.12	-0.45	0.0207	-0.71	48.9%	49	153
269	27	20.0%	0.04	0.0126	-0.05	0.03	0.08/0.15	0.10	277.50	15.60	13.60/16.40	0.12	-0.54	0.0171	-0.71	58.5%	3	9
469	50	22.8%	0.03	0.0094	-0.05	0.02	0.05/0.14	0.06	280.00	18.73	16.45/18.90	0.10	-0.43	0.0165	-0.78	53.5%	2	50
72	7	24.2%	0.02	0.0063	-0.04	0.02	0.01/0.10	0.06	282.50	17.05	18.75/21.40	0.10	-0.43	0.0146	-0.80	57.3%	2	4

Greeks Profile

2026-09-04 · 6d · σ = 20.9%

Side

Greek

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).