SPY···QQQ···IWM···DIA···AAPL···MSFT···NVDA···GOOGL···AMZN···META···TSLA···BRK.B···JPM···GLD···TLT···BTC···ETH···VIXY···UUP···USO···SPY···QQQ···IWM···DIA···AAPL···MSFT···NVDA···GOOGL···AMZN···META···TSLA···BRK.B···JPM···GLD···TLT···BTC···ETH···VIXY···UUP···USO···

Options · 15-min delayed

WEN

Options · 15-min delayed

WEN

Underlying

$8.27

DTE

2026-09-04

P/C Vol

0.38

P/C OI

0.44

ATM IV

59.0%

IV Skew

12.9%

25Δ put − call

Max Pain

Expiry

CALLS									Strike	PUTS
OI	Vol	IV	Δ	Γ	Θ	V	Bid/Ask	Last	Strike	Last	Bid/Ask	V	Θ	Γ	Δ	IV	Vol	OI
5	3	440.6%	0.94	0.0314	-0.06	0.00	3.50/4.40	3.76	4.50	0.03	0.00/0.05	0.00	-0.01	0.0141	-0.01	281.3%	3	6
15	10	303.1%	0.96	0.0331	-0.03	0.00	3.00/3.70	3.11	5.00	0.05	0.00/0.10	0.00	-0.02	0.0272	-0.03	271.9%	6	1
4	2	322.7%	0.92	0.0553	-0.05	0.00	2.50/3.40	2.65	5.50	0.05	0.00/0.05	0.00	-0.01	0.0273	-0.02	198.4%	2	1
7	2	192.2%	0.96	0.0567	-0.02	0.00	1.90/2.75	2.17	6.00	0.17	0.00/0.05	0.00	-0.01	0.0404	-0.02	162.5%	1	6
36	1	184.4%	0.91	0.1009	-0.03	0.00	1.40/2.35	1.65	6.50	0.13	0.00/0.05	0.00	-0.01	0.0630	-0.03	128.1%	1	42
52	4	246.1%	0.78	0.1384	-0.08	0.00	0.70/1.65	1.20	7.00	0.03	0.00/0.25	0.00	-0.03	0.1600	-0.13	151.6%	2	289
113	53	65.6%	0.93	0.2404	-0.01	0.00	0.65/0.95	0.75	7.50	0.05	0.00/0.10	0.00	-0.01	0.2702	-0.10	76.6%	19	875
918	653	48.4%	0.75	0.7500	-0.02	0.00	0.30/0.35	0.30	8.00	0.15	0.10/0.15	0.00	-0.02	0.6376	-0.29	62.1%	442	1.4k
1.8k	434	49.2%	0.31	0.8274	-0.02	0.00	0.05/0.10	0.10	8.50	0.39	0.35/0.45	0.00	-0.03	0.6330	-0.63	68.8%	9	555
2.9k	151	54.7%	0.07	0.2986	-0.01	0.00	0.00/0.05	0.05	9.00	0.90	0.70/1.15	0.00	-0.04	0.3230	-0.73	117.6%	82	523
849	8	79.7%	0.05	0.1571	-0.01	0.00	0.00/0.05	0.04	9.50	—	—	—	—	—	—	—	—	—
966	1	101.6%	0.04	0.1018	-0.01	0.00	0.00/0.05	0.05	10.00	1.93	1.50/2.45	0.00	-0.06	0.1675	-0.79	198.4%	3	26
19	4	140.6%	0.06	0.0994	-0.02	0.00	0.00/0.10	0.02	10.50	—	—	—	—	—	—	—	—	—
246	110	160.9%	0.05	0.0788	-0.02	0.00	0.00/0.10	0.04	11.00	—	—	—	—	—	—	—	—	—
140	37	223.4%	0.10	0.0897	-0.04	0.00	0.00/0.25	0.05	11.50	—	—	—	—	—	—	—	—	—
123	12	214.1%	0.06	0.0651	-0.03	0.00	0.00/0.15	0.05	12.00	—	—	—	—	—	—	—	—	—

Greeks Profile

2026-09-04 · 4d · σ = 59.0%

Side

Greek

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).

Underlying

$8.27

DTE

2026-09-04

P/C Vol

0.38

P/C OI

0.44

ATM IV

59.0%

IV Skew

12.9%

25Δ put − call

Max Pain

Expiry

CALLS									Strike	PUTS
OI	Vol	IV	Δ	Γ	Θ	V	Bid/Ask	Last	Strike	Last	Bid/Ask	V	Θ	Γ	Δ	IV	Vol	OI
5	3	440.6%	0.94	0.0314	-0.06	0.00	3.50/4.40	3.76	4.50	0.03	0.00/0.05	0.00	-0.01	0.0141	-0.01	281.3%	3	6
15	10	303.1%	0.96	0.0331	-0.03	0.00	3.00/3.70	3.11	5.00	0.05	0.00/0.10	0.00	-0.02	0.0272	-0.03	271.9%	6	1
4	2	322.7%	0.92	0.0553	-0.05	0.00	2.50/3.40	2.65	5.50	0.05	0.00/0.05	0.00	-0.01	0.0273	-0.02	198.4%	2	1
7	2	192.2%	0.96	0.0567	-0.02	0.00	1.90/2.75	2.17	6.00	0.17	0.00/0.05	0.00	-0.01	0.0404	-0.02	162.5%	1	6
36	1	184.4%	0.91	0.1009	-0.03	0.00	1.40/2.35	1.65	6.50	0.13	0.00/0.05	0.00	-0.01	0.0630	-0.03	128.1%	1	42
52	4	246.1%	0.78	0.1384	-0.08	0.00	0.70/1.65	1.20	7.00	0.03	0.00/0.25	0.00	-0.03	0.1600	-0.13	151.6%	2	289
113	53	65.6%	0.93	0.2404	-0.01	0.00	0.65/0.95	0.75	7.50	0.05	0.00/0.10	0.00	-0.01	0.2702	-0.10	76.6%	19	875
918	653	48.4%	0.75	0.7500	-0.02	0.00	0.30/0.35	0.30	8.00	0.15	0.10/0.15	0.00	-0.02	0.6376	-0.29	62.1%	442	1.4k
1.8k	434	49.2%	0.31	0.8274	-0.02	0.00	0.05/0.10	0.10	8.50	0.39	0.35/0.45	0.00	-0.03	0.6330	-0.63	68.8%	9	555
2.9k	151	54.7%	0.07	0.2986	-0.01	0.00	0.00/0.05	0.05	9.00	0.90	0.70/1.15	0.00	-0.04	0.3230	-0.73	117.6%	82	523
849	8	79.7%	0.05	0.1571	-0.01	0.00	0.00/0.05	0.04	9.50	—	—	—	—	—	—	—	—	—
966	1	101.6%	0.04	0.1018	-0.01	0.00	0.00/0.05	0.05	10.00	1.93	1.50/2.45	0.00	-0.06	0.1675	-0.79	198.4%	3	26
19	4	140.6%	0.06	0.0994	-0.02	0.00	0.00/0.10	0.02	10.50	—	—	—	—	—	—	—	—	—
246	110	160.9%	0.05	0.0788	-0.02	0.00	0.00/0.10	0.04	11.00	—	—	—	—	—	—	—	—	—
140	37	223.4%	0.10	0.0897	-0.04	0.00	0.00/0.25	0.05	11.50	—	—	—	—	—	—	—	—	—
123	12	214.1%	0.06	0.0651	-0.03	0.00	0.00/0.15	0.05	12.00	—	—	—	—	—	—	—	—	—

Greeks Profile

2026-09-04 · 4d · σ = 59.0%

Side

Greek

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).