ARE Options Chain — IV, Greeks, Max Pain | Bossblog

Underlying

$40.60

DTE

21d

2026-11-20

P/C Vol

0.68

P/C OI

2.67

ATM IV

47.1%

IV Skew

5.0%

25Δ put − call

Max Pain

$45

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
—	—	—	—	—	—	—	—	—	30.00	0.09	0.00/0.20	0.01	-0.01	0.0098	-0.03	70.7%	24	46
—	—	—	—	—	—	—	—	—	32.50	0.05	0.00/2.20	0.02	-0.06	0.0230	-0.16	109.0%	1	111
14	20	85.0%	0.80	0.0338	-0.06	0.03	5.00/6.70	8.00	35.00	0.20	0.05/1.00	0.02	-0.03	0.0365	-0.14	63.1%	11	825
93	4	54.8%	0.75	0.0589	-0.04	0.03	3.40/4.00	3.65	37.50	0.65	0.40/0.80	0.03	-0.04	0.0610	-0.23	51.7%	51	584
65	23	46.5%	0.58	0.0862	-0.04	0.04	1.85/2.15	1.69	40.00	1.45	1.20/1.60	0.04	-0.04	0.0838	-0.42	47.8%	45	1.8k
358	59	46.7%	0.37	0.0831	-0.04	0.04	0.85/1.10	0.80	42.50	3.25	2.60/3.10	0.04	-0.04	0.0791	-0.62	49.4%	4	1.1k
539	43	52.1%	0.23	0.0598	-0.04	0.03	0.30/0.65	0.35	45.00	5.02	4.00/5.60	0.03	-0.05	0.0518	-0.70	68.9%	1	973
279	4	51.0%	0.11	0.0391	-0.02	0.02	0.10/0.45	0.18	47.50	7.28	6.60/7.90	0.02	-0.02	0.0404	-0.87	54.6%	4	134
213	36	54.1%	0.06	0.0239	-0.02	0.01	0.05/0.15	0.09	50.00	10.94	8.70/10.40	0.01	-0.01	0.0239	-0.94	54.1%	1	259
172	2	52.3%	0.02	0.0114	-0.01	0.01	0.00/0.10	0.10	52.50	12.15	10.10/14.10	0.01	-0.01	0.0200	-0.93	67.6%	2	16
214	13	60.2%	0.02	0.0090	-0.01	0.01	0.00/0.10	0.05	55.00	13.19	12.60/16.50	0.01	-0.01	0.0146	-0.95	72.5%	2	1
74	1	97.6%	0.09	0.0167	-0.04	0.02	0.00/0.75	0.05	57.50	10.06	15.10/19.10	0.01	-0.02	0.0136	-0.94	85.2%	3	—
66	15	73.8%	0.02	0.0061	-0.01	0.00	0.00/0.10	0.05	60.00	15.12	17.50/21.60	0.01	-0.01	0.0105	-0.96	88.3%	2	—

Greeks Profile

2026-11-20 · 21d · σ = 47.1%

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).