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

Underlying

$131.18

DTE

21d

2026-11-20

P/C Vol

0.32

P/C OI

0.13

ATM IV

58.6%

IV Skew

3.2%

25Δ put − call

Max Pain

$110

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
—	—	—	—	—	—	—	—	—	70.00	0.08	0.00/2.15	0.03	-0.10	0.0016	-0.04	167.7%	—	5
—	—	—	—	—	—	—	—	—	85.00	1.12	0.00/2.20	0.03	-0.10	0.0028	-0.05	123.9%	—	1
—	—	—	—	—	—	—	—	—	90.00	0.23	0.00/1.35	0.03	-0.07	0.0029	-0.04	98.6%	1	1
1	—	76.7%	0.97	0.0029	-0.05	0.02	34.50/38.60	14.95	95.00	1.65	0.00/1.35	0.03	-0.06	0.0037	-0.05	86.9%	6	9
15	4	64.5%	0.97	0.0036	-0.05	0.02	29.60/33.40	14.25	100.00	1.02	0.00/2.00	0.04	-0.08	0.0052	-0.07	83.3%	9	24
15	1	60.7%	0.95	0.0056	-0.06	0.03	24.70/28.70	17.95	105.00	1.23	0.00/0.75	0.03	-0.04	0.0050	-0.04	56.5%	3	64
791	25	57.7%	0.91	0.0087	-0.08	0.05	20.50/23.60	22.06	110.00	0.71	0.30/1.25	0.05	-0.06	0.0085	-0.08	55.9%	1	55
58	7	50.4%	0.88	0.0127	-0.09	0.06	15.50/19.10	16.95	115.00	—	—	—	—	—	—	—	—	—
148	2	50.7%	0.79	0.0179	-0.12	0.09	11.30/15.40	11.80	120.00	—	—	—	—	—	—	—	—	—
209	6	62.4%	0.66	0.0186	-0.18	0.12	8.20/11.30	9.89	125.00	—	—	—	—	—	—	—	—	—
104	14	60.2%	0.56	0.0208	-0.19	0.12	5.10/8.30	6.88	130.00	—	—	—	—	—	—	—	—	—
1.0k	33	54.1%	0.45	0.0232	-0.17	0.12	2.80/5.30	4.26	135.00	—	—	—	—	—	—	—	—	—
67	48	55.7%	0.34	0.0210	-0.16	0.12	1.10/3.80	2.50	140.00	—	—	—	—	—	—	—	—	—
3	1	58.1%	0.26	0.0179	-0.15	0.10	0.25/2.80	1.37	145.00	—	—	—	—	—	—	—	—	—
3	14	50.7%	0.15	0.0149	-0.09	0.07	0.35/1.25	0.80	150.00	—	—	—	—	—	—	—	—	—

Greeks Profile

2026-11-20 · 21d · σ = 58.6%

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).