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

Underlying

$33.11

DTE

22d

2026-11-20

P/C Vol

0.77

P/C OI

0.85

ATM IV

35.8%

IV Skew

-1.4%

25Δ put − call

Max Pain

$35

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
4	1	163.3%	0.93	0.0103	-0.04	0.01	12.80/14.60	14.90	20.00	0.03	0.00/0.05	0.00	-0.00	0.0027	-0.01	87.5%	—	2
4	1	139.5%	0.90	0.0150	-0.05	0.01	10.50/12.10	11.43	22.50	—	—	—	—	—	—	—	—	—
20	18	110.7%	0.88	0.0221	-0.04	0.02	8.00/9.60	8.70	25.00	0.03	0.00/0.05	0.00	-0.00	0.0071	-0.01	52.3%	2	34
15	1	58.9%	0.92	0.0324	-0.02	0.01	5.40/6.30	5.50	27.50	0.05	0.00/0.05	0.01	-0.00	0.0189	-0.03	41.0%	23	333
633	1	49.1%	0.82	0.0666	-0.03	0.02	3.30/3.60	3.40	30.00	0.15	0.15/0.20	0.02	-0.01	0.0667	-0.11	35.4%	22	2.7k
1.3k	3	37.9%	0.61	0.1247	-0.03	0.03	1.45/1.60	1.53	32.50	0.78	0.70/0.85	0.03	-0.02	0.1395	-0.38	33.6%	47	2.0k
4.7k	39	35.0%	0.28	0.1191	-0.02	0.03	0.45/0.50	0.50	35.00	2.34	2.15/2.30	0.03	-0.02	0.1259	-0.74	31.8%	2	4.6k
2.8k	14	37.1%	0.10	0.0575	-0.01	0.01	0.10/0.15	0.15	37.50	4.44	4.30/4.70	0.02	-0.02	0.0633	-0.85	46.0%	7	212
1.5k	26	40.2%	0.03	0.0226	-0.01	0.01	0.00/0.05	0.01	40.00	5.10	6.50/7.40	0.02	-0.03	0.0427	-0.84	70.9%	1	3
462	24	50.4%	0.03	0.0150	-0.01	0.00	0.00/0.05	0.03	42.50	9.19	8.70/10.60	0.01	-0.02	0.0284	-0.91	70.6%	3	—
190	1	53.9%	0.01	0.0075	-0.00	0.00	0.00/0.05	0.02	45.00	11.90	11.50/12.10	0.01	-0.01	0.0207	-0.93	78.1%	3	—
17	16	61.7%	0.01	0.0058	-0.00	0.00	0.00/0.05	0.06	47.50	14.42	13.90/14.70	0.01	-0.02	0.0192	-0.92	96.2%	1	—
2	2	69.5%	0.01	0.0049	-0.00	0.00	0.00/0.05	0.07	50.00	16.92	16.10/17.20	0.01	-0.02	0.0164	-0.93	106.1%	2	—

Greeks Profile

2026-11-20 · 22d · σ = 35.8%

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).