Options · 15-min delayed
Underlying
$65.88
DTE
22d
2026-11-20
P/C Vol
0.08
P/C OI
0.12
ATM IV
37.0%
IV Skew
4.0%
25Δ put − call
Max Pain
$55
| CALLS | Strike | PUTS | ||||||||||||||||
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| OI | Vol | IV | Δ | Γ | Θ | V | Bid/Ask | Last | Strike | Last | Bid/Ask | V | Θ | Γ | Δ | IV | Vol | OI |
| 11 | — | 96.9% | 1.00 | 0.0005 | -0.01 | 0.00 | 28.80/33.00 | 28.38 | 35.00 | — | — | — | — | — | — | — | — | — |
| 10 | — | 77.3% | 1.00 | 0.0008 | -0.01 | 0.00 | 23.80/28.00 | 23.62 | 40.00 | — | — | — | — | — | — | — | — | — |
| 1 | — | 71.9% | 0.99 | 0.0026 | -0.01 | 0.00 | 18.90/23.00 | 18.64 | 45.00 | — | — | — | — | — | — | — | — | — |
| 7 | 7 | 59.2% | 0.98 | 0.0058 | -0.02 | 0.01 | 13.90/18.10 | 12.10 | 50.00 | 0.05 | 0.00/1.05 | 0.02 | -0.04 | 0.0100 | -0.07 | 81.6% | 3 | 5 |
| 1.7k | 393 | 76.0% | 0.86 | 0.0182 | -0.07 | 0.04 | 9.70/12.00 | 8.95 | 55.00 | 0.12 | 0.00/0.50 | 0.03 | -0.03 | 0.0170 | -0.09 | 58.4% | 3 | 79 |
| 5 | 1 | 56.4% | 0.78 | 0.0327 | -0.07 | 0.05 | 5.00/7.30 | 11.20 | 60.00 | 0.40 | 0.25/1.20 | 0.05 | -0.05 | 0.0339 | -0.21 | 52.1% | 12 | 27 |
| 145 | 3 | 37.9% | 0.59 | 0.0635 | -0.06 | 0.06 | 2.00/3.00 | 2.00 | 65.00 | 1.62 | 0.65/2.00 | 0.06 | -0.05 | 0.0666 | -0.41 | 36.1% | 5 | 51 |
| 1.2k | 15 | 32.1% | 0.24 | 0.0603 | -0.04 | 0.05 | 0.25/0.75 | 0.60 | 70.00 | 4.49 | 4.00/6.20 | 0.06 | -0.07 | 0.0423 | -0.64 | 54.6% | 10 | 297 |
| 721 | 6 | 55.3% | 0.19 | 0.0306 | -0.06 | 0.04 | 0.05/1.90 | 0.22 | 75.00 | — | — | — | — | — | — | — | — | — |
| 39 | 1 | 73.5% | 0.17 | 0.0209 | -0.07 | 0.04 | 0.00/2.15 | 0.05 | 80.00 | — | — | — | — | — | — | — | — | — |
2026-11-20 · 22d · σ = 37.0%
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).