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

Underlying

$23.01

DTE

20d

2026-11-20

P/C Vol

1.30

P/C OI

0.34

ATM IV

58.3%

IV Skew

-5.2%

25Δ put − call

Max Pain

$23

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
1	—	153.1%	0.92	0.0187	-0.03	0.01	7.90/9.00	8.07	15.00	—	—	—	—	—	—	—	—	—
—	—	—	—	—	—	—	—	—	17.00	0.18	0.00/0.40	0.01	-0.02	0.0256	-0.07	93.8%	1	1
—	—	—	—	—	—	—	—	—	18.00	0.18	0.00/0.45	0.01	-0.02	0.0346	-0.08	82.6%	1	5
3	1	82.4%	0.86	0.0490	-0.03	0.01	4.00/4.80	3.91	19.00	0.26	0.05/0.25	0.01	-0.01	0.0438	-0.08	61.1%	1	32
2	1	73.9%	0.82	0.0662	-0.03	0.01	3.10/3.90	3.08	20.00	0.39	0.15/0.45	0.01	-0.02	0.0685	-0.14	60.9%	2	38
1	1	62.1%	0.76	0.0921	-0.03	0.02	2.35/2.80	2.58	21.00	0.45	0.30/0.60	0.02	-0.02	0.0978	-0.22	55.6%	1	43
20	4	65.3%	0.65	0.1052	-0.03	0.02	1.70/2.30	1.80	22.00	0.55	0.60/1.00	0.02	-0.03	0.1201	-0.34	56.3%	—	1
7	1	62.0%	0.54	0.1190	-0.03	0.02	1.25/1.55	1.45	23.00	1.47	1.00/1.45	0.02	-0.03	0.1350	-0.47	54.6%	1	5
51	2	61.5%	0.42	0.1179	-0.03	0.02	0.85/1.10	0.87	24.00	1.81	1.50/2.00	0.02	-0.02	0.1381	-0.61	51.8%	2	2
276	2	55.9%	0.29	0.1140	-0.03	0.02	0.40/0.70	0.53	25.00	2.32	2.10/2.70	0.02	-0.03	0.1042	-0.68	63.9%	1	1
36	1	56.3%	0.20	0.0923	-0.02	0.02	0.15/0.55	0.40	26.00	—	—	—	—	—	—	—	—	—
26	2	59.4%	0.14	0.0709	-0.02	0.01	0.05/0.45	0.40	27.00	—	—	—	—	—	—	—	—	—
7	6	61.5%	0.10	0.0535	-0.01	0.01	0.05/0.30	0.17	28.00	—	—	—	—	—	—	—	—	—
5	1	71.7%	0.10	0.0455	-0.02	0.01	0.00/0.40	0.18	29.00	—	—	—	—	—	—	—	—	—
3	1	81.4%	0.10	0.0399	-0.02	0.01	0.00/0.45	0.10	30.00	6.21	6.20/7.60	0.01	-0.04	0.0452	-0.81	110.2%	20	20

Greeks Profile

2026-11-20 · 20d · σ = 58.3%

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).