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

Underlying

$123.45

DTE

22d

2026-11-20

P/C Vol

1.19

P/C OI

2.36

ATM IV

42.2%

IV Skew

-0.6%

25Δ put − call

Max Pain

$135

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
5	—	66.5%	0.96	0.0046	-0.05	0.03	27.60/30.30	32.31	95.00	0.10	0.05/0.45	0.02	-0.02	0.0035	-0.03	57.9%	3	7
6	—	57.1%	0.94	0.0065	-0.06	0.03	22.90/25.10	34.90	100.00	0.42	0.05/0.65	0.03	-0.03	0.0055	-0.04	51.7%	3	77
—	—	—	—	—	—	—	—	—	105.00	0.40	0.10/0.60	0.04	-0.04	0.0094	-0.07	47.7%	35	327
22	20	64.3%	0.80	0.0145	-0.14	0.09	13.70/16.20	25.00	110.00	0.90	0.40/1.15	0.06	-0.06	0.0156	-0.13	45.4%	5	433
7	1	54.4%	0.73	0.0200	-0.13	0.10	9.60/11.70	9.60	115.00	1.90	1.25/2.00	0.09	-0.08	0.0233	-0.22	42.4%	6	1.9k
3	2	45.9%	0.63	0.0272	-0.13	0.11	6.10/7.60	6.30	120.00	2.82	2.30/3.50	0.11	-0.10	0.0304	-0.36	40.5%	3	1.1k
7	8	42.8%	0.48	0.0307	-0.12	0.12	3.40/4.70	3.80	125.00	5.00	4.40/6.10	0.12	-0.11	0.0316	-0.52	41.7%	2	95
91	2	43.0%	0.34	0.0281	-0.11	0.11	1.45/2.90	1.95	130.00	7.90	7.20/9.10	0.11	-0.09	0.0297	-0.67	40.0%	25	219
497	8	40.0%	0.20	0.0232	-0.08	0.09	0.50/1.40	0.92	135.00	11.40	11.00/13.20	0.09	-0.07	0.0228	-0.78	42.8%	289	275
490	30	38.1%	0.10	0.0154	-0.05	0.05	0.05/0.60	0.45	140.00	11.26	15.30/17.70	0.07	-0.06	0.0168	-0.85	46.3%	2	9
348	9	48.2%	0.10	0.0121	-0.06	0.05	0.10/0.75	0.20	145.00	11.83	19.90/24.00	0.09	-0.12	0.0133	-0.80	70.4%	1	8
30	1	55.3%	0.09	0.0096	-0.06	0.05	0.00/0.75	0.14	150.00	24.23	24.80/29.00	0.08	-0.13	0.0112	-0.81	78.9%	—	—
86	1	53.3%	0.05	0.0063	-0.04	0.03	0.00/0.75	0.09	155.00	—	—	—	—	—	—	—	—	—
241	167	52.7%	0.03	0.0040	-0.02	0.02	0.00/0.40	0.34	160.00	—	—	—	—	—	—	—	—	—

Greeks Profile

2026-11-20 · 22d · σ = 42.2%

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).