Options · 15-min delayed
Underlying
$79.95
DTE
15d
2026-09-18
P/C Vol
0.07
P/C OI
0.00
ATM IV
3.2%
IV Skew
0.0%
25Δ put − call
Max Pain
$75
| CALLS | Strike | PUTS | ||||||||||||||||
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| OI | Vol | IV | Δ | Γ | Θ | V | Bid/Ask | Last | Strike | Last | Bid/Ask | V | Θ | Γ | Δ | IV | Vol | OI |
| — | — | — | — | — | — | — | — | — | 75.00 | 0.41 | 0.00/0.00 | 0.00 | -0.00 | 0.0000 | -0.00 | 6.3% | 1 | — |
| — | 12 | 0.2% | 1.00 | 0.1105 | -0.01 | 0.00 | 0.00/0.00 | 1.85 | 80.00 | — | — | — | — | — | — | — | — | — |
| — | 2 | 6.3% | 0.00 | 0.0000 | -0.00 | 0.00 | 0.00/0.00 | 0.24 | 85.00 | — | — | — | — | — | — | — | — | — |
| 1 | 1 | 54.5% | 0.16 | 0.0274 | -0.07 | 0.04 | 0.00/0.75 | 0.49 | 90.00 | — | — | — | — | — | — | — | — | — |
2026-09-18 · 15d · σ = 3.2%
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).