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

Underlying

$40.18

DTE

20d

2026-11-20

P/C Vol

2.08

P/C OI

2.35

ATM IV

54.4%

IV Skew

5.3%

25Δ put − call

Max Pain

$38

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
—	—	—	—	—	—	—	—	—	25.00	0.10	0.00/1.00	0.01	-0.04	0.0087	-0.06	150.6%	1	16
1	—	107.8%	0.95	0.0103	-0.03	0.01	11.40/14.50	8.60	27.50	0.10	0.00/0.50	0.01	-0.02	0.0100	-0.05	105.9%	13	31
1	—	148.4%	0.85	0.0170	-0.09	0.02	8.70/11.60	6.60	30.00	0.12	0.00/1.85	0.02	-0.06	0.0174	-0.13	126.1%	4	168
31	5	56.3%	0.96	0.0179	-0.02	0.01	6.50/9.10	4.60	32.50	0.20	0.15/0.20	0.01	-0.02	0.0202	-0.06	61.1%	1	3.5k
184	2	73.6%	0.82	0.0384	-0.05	0.02	5.00/7.00	5.75	35.00	0.45	0.35/0.45	0.02	-0.03	0.0397	-0.13	56.2%	14	7.1k
581	13	51.7%	0.74	0.0664	-0.04	0.03	3.10/4.00	3.80	37.50	1.10	0.90/1.15	0.03	-0.04	0.0624	-0.27	56.5%	254	3.6k
1.6k	40	55.0%	0.55	0.0766	-0.05	0.04	1.55/2.85	1.95	40.00	2.05	1.75/2.20	0.04	-0.05	0.0782	-0.45	53.9%	55	457
1.7k	44	51.3%	0.35	0.0768	-0.05	0.03	0.75/1.40	0.95	42.50	3.35	2.90/4.70	0.04	-0.05	0.0650	-0.62	62.5%	1	47
1.4k	27	52.1%	0.20	0.0568	-0.03	0.03	0.30/0.75	0.40	45.00	7.30	4.10/6.80	0.03	-0.03	0.0559	-0.78	55.9%	10	13
202	29	53.3%	0.10	0.0360	-0.02	0.02	0.10/0.25	0.20	47.50	7.35	8.00/10.20	0.03	-0.08	0.0341	-0.70	108.5%	—	3
619	9	53.1%	0.05	0.0196	-0.01	0.01	0.00/0.10	0.10	50.00	11.77	8.20/12.20	0.02	-0.03	0.0288	-0.88	72.2%	—	3
6	1	76.2%	0.05	0.0141	-0.02	0.01	0.00/0.30	0.02	55.00	—	—	—	—	—	—	—	—	—
11	—	101.8%	0.06	0.0125	-0.03	0.01	0.00/0.50	0.05	60.00	—	—	—	—	—	—	—	—	—

Greeks Profile

2026-11-20 · 20d · σ = 54.4%

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).