Options · 15-min delayed
Underlying
$7.26
DTE
21d
2026-11-20
P/C Vol
0.03
P/C OI
0.03
ATM IV
28.1%
IV Skew
43.7%
25Δ put − call
Max Pain
$5
| 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 | 5 | 0.0% | 1.00 | — | -0.00 | — | 0.00/0.00 | 1.79 | 5.00 | 0.04 | 0.00/0.00 | 0.00 | -0.00 | 0.0028 | -0.00 | 50.0% | 2 | 6 |
| 199 | 90 | 6.3% | 0.02 | 0.5070 | -0.00 | 0.00 | 0.00/0.00 | 0.45 | 7.50 | — | — | — | — | — | — | — | — | — |
| 5 | 12 | 25.0% | 0.00 | 0.0000 | -0.00 | 0.00 | 0.00/0.00 | 0.19 | 10.00 | — | — | — | — | — | — | — | — | — |
| — | — | — | — | — | — | — | — | — | 12.50 | 6.43 | 4.80/6.00 | 0.00 | -0.01 | 0.0704 | -0.88 | 165.6% | 1 | — |
2026-11-20 · 21d · σ = 28.1%
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).