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

Underlying

$77.04

DTE

17d

2026-11-20

P/C Vol

9.62

P/C OI

0.32

ATM IV

64.0%

IV Skew

23.9%

25Δ put − call

Max Pain

$75

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
—	—	—	—	—	—	—	—	—	55.00	0.29	0.00/2.15	0.03	-0.09	0.0073	-0.08	125.0%	90	91
—	—	—	—	—	—	—	—	—	60.00	0.69	0.00/0.75	0.02	-0.04	0.0084	-0.05	75.2%	2	1
5	5	93.1%	0.88	0.0133	-0.10	0.03	12.70/15.80	8.31	62.50	0.40	0.00/0.75	0.02	-0.04	0.0107	-0.06	65.3%	1	11
11	1	80.9%	0.86	0.0167	-0.10	0.04	10.20/13.30	6.50	65.00	0.13	0.05/0.25	0.02	-0.03	0.0125	-0.05	50.4%	2	85
1	—	70.9%	0.83	0.0215	-0.09	0.04	8.60/10.90	5.00	67.50	0.55	0.00/0.75	0.03	-0.06	0.0216	-0.12	56.8%	1	368
46	2	52.6%	0.82	0.0299	-0.07	0.04	6.80/8.10	7.50	70.00	0.87	0.00/0.90	0.04	-0.06	0.0303	-0.16	49.2%	10	331
134	5	42.3%	0.77	0.0433	-0.07	0.05	4.50/5.70	5.30	72.50	0.98	0.05/1.85	0.06	-0.09	0.0371	-0.28	54.2%	2	33
817	10	35.4%	0.66	0.0622	-0.07	0.06	2.95/3.60	3.12	75.00	1.25	1.05/1.50	0.06	-0.06	0.0636	-0.33	34.4%	551	700
717	1	34.4%	0.49	0.0696	-0.07	0.07	1.30/2.20	1.84	77.50	5.50	5.90/7.70	0.07	-0.18	0.0256	-0.47	93.6%	3	8
3.1k	35	30.3%	0.30	0.0694	-0.05	0.06	0.80/1.00	0.90	80.00	—	—	—	—	—	—	—	—	—
8	5	36.2%	0.21	0.0477	-0.05	0.05	0.00/0.75	0.30	82.50	8.93	10.30/12.30	0.07	-0.21	0.0207	-0.56	114.5%	2	—
222	4	53.5%	0.22	0.0332	-0.08	0.05	0.00/2.35	0.05	85.00	—	—	—	—	—	—	—	—	—
1	—	96.1%	0.13	0.0130	-0.10	0.03	0.00/2.20	0.05	100.00	—	—	—	—	—	—	—	—	—
1	1	118.2%	0.10	0.0092	-0.11	0.03	0.00/2.15	0.35	110.00	—	—	—	—	—	—	—	—	—

Greeks Profile

2026-11-20 · 17d · σ = 64.0%

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).