Options · 15-min delayed
Underlying
$2.23
DTE
20d
2026-11-20
P/C Vol
0.13
P/C OI
6.72
ATM IV
157.4%
IV Skew
30.5%
25Δ put − call
Max Pain
$4
| CALLS | Strike | PUTS | ||||||||||||||||
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| OI | Vol | IV | Δ | Γ | Θ | V | Bid/Ask | Last | Strike | Last | Bid/Ask | V | Θ | Γ | Δ | IV | Vol | OI |
| 59 | 51 | 350.0% | 0.92 | 0.0824 | -0.01 | 0.00 | 0.85/1.85 | 1.40 | 1.00 | — | — | — | — | — | — | — | — | — |
| 337 | 24 | 142.2% | 0.69 | 0.4715 | -0.01 | 0.00 | 0.35/0.50 | 0.55 | 2.00 | 0.20 | 0.20/0.30 | 0.00 | -0.01 | 0.3930 | -0.31 | 172.7% | 7 | 9.2k |
| 316 | 4 | 182.0% | 0.32 | 0.3747 | -0.01 | 0.00 | 0.10/0.25 | 0.15 | 3.00 | 0.79 | 0.50/1.25 | 0.00 | -0.01 | 0.4114 | -0.75 | 148.4% | 1 | 134 |
| 599 | 90 | 210.9% | 0.18 | 0.2353 | -0.01 | 0.00 | 0.05/0.15 | 0.05 | 4.00 | 1.77 | 1.25/2.25 | 0.00 | -0.02 | 0.1857 | -0.55 | 407.0% | 15 | 4.8k |
| 418 | 1 | 217.2% | 0.09 | 0.1460 | -0.00 | 0.00 | 0.00/0.10 | 0.05 | 5.00 | 2.37 | 2.10/3.10 | 0.00 | -0.02 | 0.1787 | -0.66 | 390.6% | 1 | 1 |
| 366 | 1 | 450.0% | 0.34 | 0.1559 | -0.02 | 0.00 | 0.00/0.75 | 0.25 | 6.00 | 2.40 | 1.55/2.55 | — | 0.00 | — | -1.00 | 0.0% | — | 2 |
| — | 2 | 50.0% | — | 0.0000 | -0.00 | 0.00 | 0.00/0.00 | 0.15 | 7.00 | — | — | — | — | — | — | — | — | — |
| — | 10 | 50.0% | — | 0.0000 | -0.00 | 0.00 | 0.00/0.00 | 0.10 | 8.00 | — | — | — | — | — | — | — | — | — |
| 5 | 4 | 552.3% | 0.30 | 0.1212 | -0.03 | 0.00 | 0.00/0.75 | 0.05 | 10.00 | — | — | — | — | — | — | — | — | — |
| 1 | — | 585.9% | 0.30 | 0.1126 | -0.03 | 0.00 | 0.00/0.75 | 0.11 | 12.00 | — | — | — | — | — | — | — | — | — |
2026-11-20 · 20d · σ = 157.4%
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).