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

Underlying

$95.86

DTE

20d

2026-11-20

P/C Vol

0.45

P/C OI

0.73

ATM IV

40.5%

IV Skew

2.6%

25Δ put − call

Max Pain

$105

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
—	—	—	—	—	—	—	—	—	75.00	0.10	0.00/1.75	0.03	-0.07	0.0082	-0.08	80.9%	—	1
—	—	—	—	—	—	—	—	—	80.00	0.23	0.00/1.75	0.04	-0.06	0.0120	-0.10	64.6%	1	4
—	—	—	—	—	—	—	—	—	85.00	0.40	0.40/0.70	0.04	-0.05	0.0188	-0.11	45.0%	2	69
2	1	41.4%	0.77	0.0330	-0.08	0.07	6.50/7.40	8.45	90.00	1.35	1.10/1.40	0.07	-0.06	0.0338	-0.23	39.5%	10	103
6	61	38.0%	0.57	0.0460	-0.09	0.09	3.00/4.00	3.50	95.00	3.00	2.85/3.60	0.09	-0.09	0.0408	-0.43	43.0%	14	254
—	—	—	—	—	—	—	—	—	97.50	4.70	4.00/5.00	0.09	-0.09	0.0406	-0.54	43.6%	9	46
93	4	36.9%	0.34	0.0441	-0.08	0.08	1.15/1.85	1.45	100.00	6.22	5.80/6.70	0.08	-0.09	0.0374	-0.63	45.0%	13	935
661	30	35.2%	0.15	0.0296	-0.05	0.05	0.30/0.65	0.60	105.00	5.50	8.70/11.10	0.07	-0.09	0.0268	-0.74	54.2%	1	373
349	5	36.5%	0.06	0.0149	-0.03	0.03	0.10/0.25	0.15	110.00	13.40	13.70/15.80	0.06	-0.09	0.0198	-0.80	63.6%	2	133
434	6	41.1%	0.03	0.0083	-0.02	0.02	0.05/0.15	0.10	115.00	12.50	18.60/20.80	0.04	-0.04	0.0132	-0.91	54.5%	1	12
393	186	71.1%	0.11	0.0114	-0.07	0.04	0.00/1.75	0.25	120.00	13.51	23.40/26.00	0.03	-0.04	0.0102	-0.92	63.5%	92	113
156	2	54.2%	0.02	0.0044	-0.02	0.01	0.00/0.25	0.10	125.00	28.73	28.50/30.80	0.03	-0.04	0.0080	-0.93	70.4%	1	1
50	30	53.5%	0.01	0.0021	-0.01	0.01	0.00/0.05	0.35	130.00	26.89	33.30/36.40	0.03	-0.05	0.0075	-0.92	84.1%	7	50
1	—	80.4%	0.04	0.0051	-0.04	0.02	0.00/0.75	1.25	135.00	—	—	—	—	—	—	—	—	—

Greeks Profile

2026-11-20 · 20d · σ = 40.5%

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).