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

Underlying

$20.02

DTE

22d

2026-11-20

P/C Vol

2.49

P/C OI

13.43

ATM IV

43.7%

IV Skew

2.6%

25Δ put − call

Max Pain

$20

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
2	—	102.3%	0.97	0.0142	-0.01	0.00	5.00/9.20	5.90	13.00	—	—	—	—	—	—	—	—	—
1	—	87.5%	0.96	0.0189	-0.01	0.00	4.00/8.20	6.00	14.00	—	—	—	—	—	—	—	—	—
—	—	—	—	—	—	—	—	—	17.00	0.05	0.00/0.75	0.01	-0.02	0.0659	-0.16	75.6%	70	70
5	4	89.7%	0.73	0.0753	-0.03	0.02	1.65/2.90	2.48	18.00	0.10	0.00/0.20	0.01	-0.01	0.1047	-0.15	45.1%	21	39
31	20	53.1%	0.69	0.1357	-0.02	0.02	0.05/3.20	1.30	19.00	0.20	0.05/0.35	0.02	-0.01	0.1727	-0.26	38.6%	32	2.6k
120	11	54.4%	0.54	0.1486	-0.03	0.02	0.20/1.10	0.77	20.00	0.55	0.35/0.65	0.02	-0.01	0.2457	-0.47	32.9%	3	4.8k
102	4	35.9%	0.32	0.2025	-0.02	0.02	0.20/0.35	0.33	21.00	1.10	0.65/1.45	0.02	-0.02	0.1774	-0.65	42.6%	5	60
99	10	43.8%	0.21	0.1348	-0.01	0.01	0.00/0.25	0.15	22.00	2.30	1.60/2.50	0.02	-0.02	0.1158	-0.71	60.5%	1	9
94	2	51.5%	0.16	0.0944	-0.01	0.01	0.00/0.20	0.15	23.00	1.93	0.60/4.60	0.02	-0.06	0.0587	-0.60	134.0%	5	5
103	1	43.8%	0.05	0.0508	-0.01	0.01	0.00/0.05	0.05	24.00	1.00	1.60/4.90	0.02	-0.04	0.0643	-0.70	109.8%	—	—
6	2	51.6%	0.05	0.0390	-0.01	0.00	0.00/0.05	0.08	25.00	—	—	—	—	—	—	—	—	—
—	—	—	—	—	—	—	—	—	26.00	6.54	3.80/8.10	0.02	-0.08	0.0393	-0.61	198.0%	—	—
1	—	103.7%	0.15	0.0457	-0.03	0.01	0.00/0.75	0.95	27.00	—	—	—	—	—	—	—	—	—
1	1	111.9%	0.14	0.0408	-0.03	0.01	0.00/0.75	0.07	28.00	—	—	—	—	—	—	—	—	—

Greeks Profile

2026-11-20 · 22d · σ = 43.7%

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).