Options · 15-min delayed
Underlying
$12.81
DTE
9d
2026-09-18
P/C Vol
1.88
P/C OI
0.36
ATM IV
65.5%
IV Skew
-7.6%
25Δ put − call
Max Pain
$8
| 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 | 1 | 890.6% | 0.97 | 0.0039 | -0.07 | 0.00 | 9.70/12.00 | 7.89 | 2.50 | 0.08 | 0.00/2.10 | 0.00 | -0.10 | 0.0032 | -0.04 | 1189.1% | 2 | 4 |
| 16 | 10 | 433.6% | 0.96 | 0.0104 | -0.04 | 0.00 | 7.30/8.10 | 7.81 | 5.00 | 0.11 | 0.00/0.05 | 0.00 | -0.01 | 0.0034 | -0.01 | 262.5% | 10 | 332 |
| 3.1k | 1 | 285.5% | 0.92 | 0.0253 | -0.05 | 0.00 | 4.70/6.60 | 5.70 | 7.50 | 0.05 | 0.00/1.55 | 0.00 | -0.09 | 0.0253 | -0.12 | 387.9% | 3 | 356 |
| 870 | 2 | 89.1% | 0.97 | 0.0403 | -0.01 | 0.00 | 2.50/3.20 | 3.30 | 10.00 | 0.05 | 0.00/0.20 | 0.00 | -0.02 | 0.0563 | -0.06 | 110.2% | 3 | 628 |
| 614 | 20 | 69.3% | 0.61 | 0.2743 | -0.03 | 0.01 | 0.60/0.95 | 0.90 | 12.50 | 0.40 | 0.30/0.50 | 0.01 | -0.03 | 0.3060 | -0.38 | 61.7% | 146 | 548 |
| 441 | 30 | 102.0% | 0.18 | 0.1299 | -0.03 | 0.01 | 0.00/0.50 | 0.11 | 15.00 | 2.20 | 2.00/2.75 | 0.00 | -0.02 | 0.1290 | -0.85 | 91.4% | 1 | 7 |
| 54 | 22 | 114.8% | 0.05 | 0.0455 | -0.01 | 0.00 | 0.00/0.15 | 0.05 | 17.50 | 4.05 | 4.10/5.30 | 0.00 | -0.00 | 0.0146 | -0.99 | 81.3% | 1 | 1 |
| 112 | 2 | 125.0% | 0.02 | 0.0152 | -0.01 | 0.00 | 0.00/0.05 | 0.05 | 20.00 | 6.65 | 6.60/8.00 | 0.00 | -0.02 | 0.0332 | -0.95 | 162.5% | 1 | 1 |
| — | 2 | 50.0% | 0.00 | 0.0000 | -0.00 | 0.00 | 0.00/0.00 | 0.24 | 22.50 | 14.19 | 12.70/15.90 | 0.01 | -0.34 | 0.0253 | -0.44 | 776.8% | 2 | — |
2026-09-18 · 9d · σ = 65.5%
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).