Options · 15-min delayed
Underlying
$113.33
DTE
2d
2026-09-11
P/C Vol
0.85
P/C OI
0.22
ATM IV
61.0%
IV Skew
-2.2%
25Δ put − call
Max Pain
$115
| 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 | 95.5% | 0.95 | 0.0124 | -0.21 | 0.01 | 11.00/14.45 | 11.33 | 101.00 | — | — | — | — | — | — | — | — | — |
| 2 | 2 | 86.1% | 0.95 | 0.0133 | -0.19 | 0.01 | 10.05/13.30 | 14.76 | 102.00 | — | — | — | — | — | — | — | — | — |
| 1 | 1 | 64.9% | 0.95 | 0.0198 | -0.16 | 0.01 | 7.05/10.20 | 6.32 | 105.00 | — | — | — | — | — | — | — | — | — |
| 12 | 1 | 64.1% | 0.92 | 0.0264 | -0.20 | 0.01 | 6.40/9.05 | 11.40 | 106.00 | 0.22 | 0.00/0.68 | 0.01 | -0.17 | 0.0251 | -0.07 | 61.3% | 29 | 7 |
| — | — | — | — | — | — | — | — | — | 107.00 | 0.26 | 0.05/0.41 | 0.01 | -0.19 | 0.0324 | -0.09 | 58.3% | 112 | 24 |
| — | — | — | — | — | — | — | — | — | 108.00 | 0.41 | 0.09/0.85 | 0.02 | -0.21 | 0.0413 | -0.11 | 54.2% | 30 | 132 |
| — | — | — | — | — | — | — | — | — | 109.00 | 0.53 | 0.00/2.38 | 0.02 | -0.44 | 0.0498 | -0.22 | 70.8% | 6 | 50 |
| 78 | 3 | 53.6% | 0.78 | 0.0656 | -0.34 | 0.02 | 2.90/5.55 | 4.25 | 110.00 | 0.77 | 0.00/0.90 | 0.02 | -0.33 | 0.0655 | -0.22 | 53.8% | 24 | 143 |
| 5 | 9 | 50.6% | 0.72 | 0.0795 | -0.37 | 0.03 | 1.90/4.95 | 2.30 | 111.00 | 1.01 | 0.00/1.94 | 0.03 | -0.56 | 0.0597 | -0.34 | 73.0% | 9 | 36 |
| 7 | 22 | 61.3% | 0.61 | 0.0744 | -0.50 | 0.03 | 1.59/4.85 | 3.10 | 112.00 | 1.45 | 0.52/2.93 | 0.03 | -0.45 | 0.0794 | -0.38 | 57.2% | 16 | 91 |
| 55 | 12 | 63.8% | 0.54 | 0.0742 | -0.54 | 0.03 | 0.42/2.78 | 1.80 | 113.00 | 1.86 | 1.10/2.22 | 0.03 | -0.48 | 0.0813 | -0.46 | 58.2% | 6 | 33 |
| 8 | 54 | 68.3% | 0.47 | 0.0694 | -0.58 | 0.03 | 1.27/3.70 | 1.41 | 114.00 | 2.40 | 1.30/4.10 | 0.03 | -0.47 | 0.0826 | -0.54 | 57.2% | 10 | 34 |
| 216 | 45 | 50.3% | 0.36 | 0.0883 | -0.40 | 0.03 | 0.70/2.00 | 1.15 | 115.00 | 2.96 | 2.15/4.05 | 0.03 | -0.40 | 0.0853 | -0.64 | 52.4% | 5 | 181 |
| 75 | 33 | 54.1% | 0.29 | 0.0754 | -0.39 | 0.03 | 0.81/1.50 | 0.89 | 116.00 | 3.96 | 2.07/5.00 | 0.03 | -0.66 | 0.0532 | -0.63 | 84.5% | 1 | 6 |
| 27 | 21 | 63.4% | 0.26 | 0.0607 | -0.43 | 0.03 | 0.12/1.20 | 0.73 | 117.00 | 5.90 | 3.45/5.20 | 0.03 | -0.51 | 0.0560 | -0.71 | 72.5% | 3 | 45 |
| 25 | 18 | 51.4% | 0.15 | 0.0541 | -0.25 | 0.02 | 0.18/0.97 | 0.51 | 118.00 | 6.41 | 4.35/6.15 | 0.02 | -0.24 | 0.0541 | -0.85 | 51.6% | 4 | 9 |
| 106 | 7 | 56.4% | 0.13 | 0.0439 | -0.25 | 0.02 | 0.24/0.84 | 0.38 | 119.00 | 7.26 | 5.15/6.95 | 0.01 | -0.17 | 0.0412 | -0.90 | 50.1% | 10 | 5 |
| 3.9k | 94 | 51.5% | 0.07 | 0.0311 | -0.15 | 0.01 | 0.18/0.40 | 0.23 | 120.00 | 8.55 | 5.75/8.25 | 0.01 | -0.15 | 0.0325 | -0.92 | 53.4% | 16 | 150 |
| 61 | 20 | 56.0% | 0.06 | 0.0254 | -0.14 | 0.01 | 0.00/0.55 | 0.30 | 121.00 | 4.40 | 6.55/9.20 | 0.01 | -0.09 | 0.0223 | -0.95 | 51.9% | 1 | 2 |
2026-09-11 · 2d · σ = 61.0%
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).