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

Underlying

$58.77

DTE

22d

2026-11-20

P/C Vol

0.66

P/C OI

0.69

ATM IV

50.4%

IV Skew

-0.9%

25Δ put − call

Max Pain

$53

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	—	162.9%	0.88	0.0086	-0.11	0.03	16.80/20.70	15.83	40.00	0.36	0.00/2.15	0.02	-0.07	0.0084	-0.09	133.5%	1	3
—	—	56.3%	0.99	0.0025	-0.01	0.00	14.40/18.20	11.60	42.50	0.05	0.00/0.25	0.01	-0.01	0.0055	-0.02	69.9%	2	232
4	3	121.6%	0.85	0.0131	-0.10	0.03	12.00/15.50	11.20	45.00	0.10	0.05/0.20	0.01	-0.01	0.0073	-0.03	59.4%	26	1.4k
23	1	99.9%	0.84	0.0168	-0.08	0.03	9.70/12.80	11.00	47.50	0.11	0.10/0.30	0.01	-0.02	0.0123	-0.05	54.2%	6	784
284	3	71.5%	0.85	0.0229	-0.06	0.03	7.70/9.80	8.60	50.00	0.30	0.20/0.30	0.02	-0.02	0.0201	-0.07	48.2%	42	2.6k
5.2k	1	57.1%	0.81	0.0325	-0.06	0.04	6.20/7.30	6.55	52.50	0.40	0.40/0.60	0.03	-0.03	0.0336	-0.14	46.2%	4	4.2k
2.3k	22	50.5%	0.73	0.0452	-0.06	0.05	4.20/5.20	4.70	55.00	0.95	0.85/1.05	0.04	-0.04	0.0502	-0.24	42.9%	42	2.3k
3.0k	12	47.4%	0.61	0.0562	-0.06	0.06	2.80/3.50	3.10	57.50	1.75	1.60/2.35	0.06	-0.06	0.0539	-0.40	49.5%	51	406
3.2k	202	38.9%	0.44	0.0703	-0.05	0.06	1.65/1.80	1.65	60.00	3.00	2.80/4.40	0.06	-0.08	0.0447	-0.52	61.8%	12	178
1.7k	32	43.8%	0.31	0.0559	-0.05	0.05	0.85/1.25	1.05	62.50	6.40	2.65/6.60	0.06	-0.09	0.0370	-0.60	72.5%	3	18
2.1k	17	42.6%	0.19	0.0439	-0.04	0.04	0.30/0.65	0.50	65.00	7.69	5.70/8.70	0.05	-0.09	0.0323	-0.66	78.8%	7	112
79	1	46.9%	0.08	0.0210	-0.02	0.02	0.00/0.25	0.19	70.00	16.69	9.50/13.40	0.05	-0.10	0.0240	-0.73	95.3%	1	1
9	2	50.6%	0.03	0.0093	-0.01	0.01	0.05/0.15	0.07	75.00	—	—	—	—	—	—	—	—	—

Greeks Profile

2026-11-20 · 22d · σ = 50.4%

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).