Options · 15-min delayed
Underlying
$49.60
DTE
18d
2026-09-18
P/C Vol
1.02
P/C OI
12.92
ATM IV
0.8%
IV Skew
10.9%
25Δ put − call
Max Pain
$65
| CALLS | Strike | PUTS | ||||||||||||||||
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| OI | Vol | IV | Δ | Γ | Θ | V | Bid/Ask | Last | Strike | Last | Bid/Ask | V | Θ | Γ | Δ | IV | Vol | OI |
| — | 12 | 182.4% | 0.97 | 0.0033 | -0.04 | 0.01 | 23.10/26.70 | 26.68 | 25.00 | 0.09 | 0.00/0.00 | 0.00 | -0.00 | 0.0000 | -0.00 | 50.0% | — | — |
| 2 | — | 339.1% | 0.85 | 0.0062 | -0.24 | 0.03 | 22.40/25.70 | 20.47 | 30.00 | 0.05 | 0.00/1.25 | 0.01 | -0.06 | 0.0065 | -0.06 | 166.4% | 1 | 1 |
| — | 1 | 0.0% | 1.00 | — | -0.00 | — | 0.00/0.00 | 18.53 | 35.00 | 0.05 | 0.00/0.05 | 0.00 | -0.00 | 0.0028 | -0.01 | 67.2% | 7 | 153 |
| — | 7 | 0.0% | 1.00 | — | -0.00 | — | 0.00/0.00 | 10.03 | 40.00 | 0.05 | 0.00/0.00 | 0.00 | -0.00 | 0.0001 | -0.00 | 25.0% | 20 | — |
| — | 15 | 0.0% | 1.00 | — | -0.01 | — | 0.00/0.00 | 5.80 | 45.00 | 0.05 | 0.00/0.00 | 0.00 | -0.00 | 0.0004 | -0.00 | 12.5% | 11 | — |
| — | 3 | 1.6% | 0.05 | 0.5720 | -0.00 | 0.01 | 0.00/0.00 | 0.95 | 50.00 | 0.86 | 0.00/0.00 | — | 0.01 | — | -1.00 | 0.0% | 18 | — |
| — | 3 | 12.5% | 0.00 | 0.0004 | -0.00 | 0.00 | 0.00/0.00 | 0.02 | 55.00 | 4.35 | 0.00/0.00 | — | 0.01 | — | -1.00 | 0.0% | 1 | — |
| — | 5 | 25.0% | 0.00 | 0.0005 | -0.00 | 0.00 | 0.00/0.00 | 0.05 | 60.00 | — | — | — | — | — | — | — | — | — |
| — | 10 | 25.0% | 0.00 | 0.0000 | -0.00 | 0.00 | 0.00/0.00 | 0.47 | 65.00 | 14.96 | 9.80/13.30 | — | 0.01 | — | -1.00 | 0.0% | — | 14 |
| 11 | 1 | 115.8% | 0.11 | 0.0152 | -0.07 | 0.02 | 0.00/1.40 | 0.07 | 70.00 | 19.90 | 14.50/18.20 | — | 0.01 | — | -1.00 | 0.0% | — | — |
2026-09-18 · 18d · σ = 0.8%
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).