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

Underlying

$110.11

DTE

20d

2026-11-20

P/C Vol

0.64

P/C OI

0.35

ATM IV

33.7%

IV Skew

-32.0%

25Δ put − call

Max Pain

$105

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
—	—	—	—	—	—	—	—	—	75.00	0.05	0.00/4.90	0.05	-0.17	0.0046	-0.10	151.7%	6	2
1	—	0.0%	1.00	—	-0.01	—	25.50/29.80	19.80	80.00	0.40	0.00/2.15	0.04	-0.09	0.0052	-0.07	103.2%	—	1
—	—	—	—	—	—	—	—	—	85.00	0.37	0.00/2.15	0.04	-0.09	0.0069	-0.08	87.8%	5	49
2	1	91.2%	0.86	0.0096	-0.14	0.06	18.00/22.20	11.70	90.00	0.12	0.00/0.40	0.03	-0.04	0.0075	-0.05	56.3%	1	81
34	1	74.5%	0.83	0.0133	-0.13	0.07	13.20/17.20	15.50	95.00	0.50	0.00/0.75	0.04	-0.06	0.0129	-0.10	52.2%	3	151
462	22	51.2%	0.81	0.0205	-0.10	0.07	8.50/11.70	10.40	100.00	0.50	0.50/1.05	0.06	-0.06	0.0211	-0.15	43.5%	14	608
157	1	44.7%	0.70	0.0301	-0.11	0.09	4.10/7.60	6.35	105.00	1.25	0.95/1.50	0.08	-0.07	0.0366	-0.25	33.8%	97	774
3.7k	130	32.7%	0.53	0.0471	-0.09	0.10	2.20/3.50	2.80	110.00	3.06	2.50/3.60	0.10	-0.08	0.0444	-0.47	34.7%	40	198
521	5	65.8%	0.43	0.0231	-0.17	0.10	0.20/4.90	1.15	115.00	6.20	5.00/8.40	0.10	-0.12	0.0285	-0.61	52.2%	5	20
276	32	28.7%	0.11	0.0259	-0.04	0.05	0.00/0.40	0.35	120.00	9.40	12.80/16.40	0.10	-0.18	0.0182	-0.64	80.0%	1	3
158	68	68.8%	0.24	0.0177	-0.14	0.08	0.00/4.90	0.05	125.00	—	—	—	—	—	—	—	—	—
30	11	50.7%	0.09	0.0128	-0.06	0.04	0.00/1.15	1.75	130.00	—	—	—	—	—	—	—	—	—
1	1	67.6%	0.05	0.0059	-0.05	0.03	0.00/0.75	0.40	145.00	—	—	—	—	—	—	—	—	—
1	—	103.1%	0.10	0.0066	-0.12	0.04	0.00/2.45	0.45	155.00	—	—	—	—	—	—	—	—	—

Greeks Profile

2026-11-20 · 20d · σ = 33.7%

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).