Options · 15-min delayed
Underlying
$18.49
DTE
13d
2026-09-18
P/C Vol
2.69
P/C OI
0.40
ATM IV
52.2%
IV Skew
-16.1%
25Δ put − call
Max Pain
$18
| CALLS | Strike | PUTS | ||||||||||||||||
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| OI | Vol | IV | Δ | Γ | Θ | V | Bid/Ask | Last | Strike | Last | Bid/Ask | V | Θ | Γ | Δ | IV | Vol | OI |
| — | — | 960.2% | 0.98 | 0.0016 | -0.07 | 0.00 | 13.60/16.70 | 14.00 | 2.50 | — | — | — | — | — | — | — | — | — |
| — | 1 | 0.0% | 1.00 | — | -0.00 | — | 0.00/0.00 | 11.10 | 5.00 | — | — | — | — | — | — | — | — | — |
| — | — | 292.2% | 0.97 | 0.0063 | -0.03 | 0.00 | 10.30/12.00 | 10.60 | 7.50 | — | — | — | — | — | — | — | — | — |
| 3 | 5 | 202.7% | 0.89 | 0.0268 | -0.05 | 0.01 | 5.00/6.50 | 5.30 | 12.50 | 0.10 | 0.00/0.00 | 0.00 | -0.00 | 0.0000 | -0.00 | 50.0% | — | — |
| 8 | 2 | 103.1% | 0.88 | 0.0552 | -0.03 | 0.01 | 3.00/4.50 | 2.76 | 15.00 | 0.05 | 0.00/1.00 | 0.01 | -0.04 | 0.0542 | -0.16 | 131.3% | 54 | 118 |
| 745 | 1 | 53.7% | 0.73 | 0.1768 | -0.03 | 0.01 | 0.70/2.00 | 0.75 | 17.50 | 0.40 | 0.00/0.65 | 0.01 | -0.02 | 0.1836 | -0.26 | 50.8% | 50 | 252 |
| 166 | 30 | 66.9% | 0.29 | 0.1472 | -0.03 | 0.01 | 0.00/0.85 | 0.56 | 20.00 | — | — | — | — | — | — | — | — | — |
| — | — | — | — | — | — | — | — | — | 22.50 | 4.50 | 3.40/5.50 | 0.01 | -0.04 | 0.0733 | -0.80 | 110.9% | 1 | — |
| — | — | — | — | — | — | — | — | — | 25.00 | 6.90 | 5.90/7.70 | 0.01 | -0.03 | 0.0474 | -0.87 | 127.0% | — | — |
| — | — | — | — | — | — | — | — | — | 30.00 | 12.40 | 0.00/0.00 | — | 0.00 | — | -1.00 | 0.0% | — | — |
2026-09-18 · 13d · σ = 52.2%
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).