Delayed derived options structure
TAPE·PIN
Not a scanner · Not max pain from volume
tape 2026-09-18 · published 2026-09-20T14:49:11.657872-04:00

SPY implied volatility from the delayed gamma snapshot: ATM 11.51%.

This is snapshot IV, not a full surface and not historical IV rank from a long window.

fieldvalue
ATM IV11.51
25-delta put IV14.27
25-delta call IV10.22
25-delta skew4.05
snapshot date2026-09-19