Options · 15-min delayed
Underlying
$278.38
DTE
22d
2026-11-20
P/C Vol
0.26
P/C OI
0.44
ATM IV
53.8%
IV Skew
-9.3%
25Δ put − call
Max Pain
$350
| 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 | 3 | 64.1% | 0.61 | 0.0087 | -0.40 | 0.26 | 20.30/24.60 | 29.00 | 270.00 | 8.00 | 7.30/10.20 | 0.26 | -0.28 | 0.0111 | -0.37 | 49.9% | 3 | 203 |
| 33 | 17 | 61.5% | 0.52 | 0.0095 | -0.40 | 0.27 | 14.60/18.90 | 20.50 | 280.00 | 11.64 | 11.40/14.00 | 0.27 | -0.27 | 0.0126 | -0.49 | 46.1% | 5 | 15 |
| 202 | 12 | 59.2% | 0.42 | 0.0097 | -0.37 | 0.27 | 10.10/13.90 | 13.04 | 290.00 | 21.40 | 15.10/23.90 | 0.27 | -0.34 | 0.0095 | -0.57 | 60.2% | 7 | 23 |
| 40 | 11 | 57.8% | 0.33 | 0.0092 | -0.34 | 0.25 | 6.70/10.10 | 7.70 | 300.00 | 21.84 | 21.40/30.00 | 0.25 | -0.30 | 0.0092 | -0.67 | 57.7% | 13 | 20 |
| 167 | 9 | 56.1% | 0.24 | 0.0082 | -0.28 | 0.21 | 4.00/7.10 | 4.60 | 310.00 | 32.20 | 28.10/34.80 | 0.18 | -0.15 | 0.0087 | -0.82 | 44.9% | 2 | 86 |
| 6 | 2 | 54.8% | 0.17 | 0.0068 | -0.22 | 0.17 | 2.70/4.40 | 3.52 | 320.00 | 39.70 | 37.40/46.00 | 0.19 | -0.22 | 0.0068 | -0.81 | 59.1% | 3 | 8 |
| 15 | 1 | 54.9% | 0.12 | 0.0053 | -0.17 | 0.14 | 1.20/3.50 | 2.45 | 330.00 | 51.47 | 45.40/52.60 | 0.09 | -0.05 | 0.0043 | -0.93 | 43.9% | 1 | 14 |
| 6 | 1 | 78.3% | 0.18 | 0.0048 | -0.32 | 0.18 | 0.35/10.00 | 1.35 | 340.00 | 60.47 | 55.00/64.00 | 0.13 | -0.14 | 0.0045 | -0.89 | 61.6% | 4 | 107 |
| 27 | 4 | 61.5% | 0.08 | 0.0034 | -0.14 | 0.10 | 0.00/3.20 | 1.00 | 350.00 | 69.90 | 65.60/74.00 | 0.12 | -0.15 | 0.0038 | -0.90 | 67.8% | 2 | 391 |
2026-11-20 · 22d · σ = 53.8%
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).