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

Underlying

$46.92

DTE

22d

2026-11-20

P/C Vol

0.05

P/C OI

0.76

ATM IV

39.6%

IV Skew

-1.4%

25Δ put − call

Max Pain

$50

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
—	—	—	—	—	—	—	—	—	25.00	0.22	0.00/0.00	0.00	-0.00	0.0000	-0.00	50.0%	—	—
—	—	0.0%	1.00	—	-0.00	—	0.00/0.00	15.10	32.50	0.05	0.00/0.10	0.00	-0.01	0.0039	-0.01	69.5%	1	1
—	—	0.0%	1.00	—	-0.00	—	0.00/0.00	12.65	35.00	0.08	0.00/0.15	0.01	-0.01	0.0069	-0.02	60.9%	1	14
104	2	72.5%	0.91	0.0189	-0.03	0.02	9.00/10.70	7.75	37.50	0.13	0.05/0.15	0.01	-0.01	0.0119	-0.03	51.4%	4	147
52	1	62.4%	0.87	0.0291	-0.04	0.02	6.70/8.30	5.00	40.00	0.20	0.10/0.25	0.02	-0.02	0.0259	-0.08	48.3%	6	489
9	1	50.2%	0.81	0.0466	-0.04	0.03	4.70/5.60	3.70	42.50	0.30	0.25/0.40	0.03	-0.02	0.0481	-0.14	39.7%	2	638
190	13	49.3%	0.67	0.0641	-0.05	0.04	2.75/3.40	3.10	45.00	0.85	0.70/0.95	0.04	-0.03	0.0809	-0.30	37.1%	26	496
371	8	45.1%	0.49	0.0767	-0.05	0.05	1.25/1.90	1.40	47.50	1.85	1.50/1.95	0.05	-0.03	0.1015	-0.53	34.0%	4	222
2.1k	971	38.5%	0.28	0.0753	-0.04	0.04	0.35/0.75	0.65	50.00	3.30	2.90/3.80	0.04	-0.03	0.0762	-0.73	37.7%	2	442
768	4	36.1%	0.12	0.0471	-0.02	0.02	0.10/0.25	0.25	52.50	5.62	5.20/6.00	0.03	-0.02	0.0495	-0.84	42.4%	1	426
42	21	54.4%	0.14	0.0347	-0.03	0.03	0.05/0.45	0.15	55.00	—	—	—	—	—	—	—	—	—
102	1	55.3%	0.08	0.0232	-0.02	0.02	0.00/0.50	0.01	57.50	—	—	—	—	—	—	—	—	—
30	—	63.7%	0.07	0.0183	-0.02	0.02	0.00/0.50	0.05	60.00	—	—	—	—	—	—	—	—	—
1	1	74.2%	0.01	0.0022	-0.00	0.00	0.00/0.05	0.04	75.00	—	—	—	—	—	—	—	—	—

Greeks Profile

2026-11-20 · 22d · σ = 39.6%

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).