Options · 15-min delayed
Underlying
$18.13
DTE
21d
2026-11-20
P/C Vol
0.22
P/C OI
0.14
ATM IV
49.5%
IV Skew
-20.3%
25Δ put − call
Max Pain
$18
| 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 | 1 | 1251.6% | 0.98 | 0.0007 | -0.05 | 0.00 | 13.50/17.40 | 14.75 | 2.50 | — | — | — | — | — | — | — | — | — |
| — | 16 | 0.0% | 1.00 | — | -0.00 | — | 0.00/0.00 | 14.50 | 5.00 | — | — | — | — | — | — | — | — | — |
| — | 1 | 0.0% | 1.00 | — | -0.00 | — | 0.00/0.00 | 12.34 | 7.50 | — | — | — | — | — | — | — | — | — |
| — | 1 | 384.4% | 0.87 | 0.0129 | -0.09 | 0.01 | 8.70/11.40 | 10.49 | 10.00 | — | — | — | — | — | — | — | — | — |
| — | — | 375.1% | 0.81 | 0.0168 | -0.11 | 0.01 | 7.10/10.20 | 8.38 | 12.50 | — | — | — | — | — | — | — | — | — |
| — | 1 | 192.6% | 0.74 | 0.0386 | -0.07 | 0.01 | 1.10/4.90 | 2.88 | 15.00 | 0.31 | 0.00/0.00 | 0.00 | -0.00 | 0.0020 | -0.00 | 25.0% | 5 | — |
| 129 | 61 | 57.6% | 0.63 | 0.1501 | -0.02 | 0.02 | 0.10/2.60 | 0.85 | 17.50 | 0.36 | 0.00/0.45 | 0.02 | -0.01 | 0.2018 | -0.33 | 41.4% | 10 | 61 |
| 171 | 1 | 61.7% | 0.28 | 0.1262 | -0.02 | 0.01 | 0.00/0.45 | 0.05 | 20.00 | 1.00 | 0.90/1.65 | — | 0.00 | — | -1.00 | 0.0% | 4 | 5 |
| 163 | 5 | 125.0% | 0.29 | 0.0627 | -0.04 | 0.01 | 0.00/1.75 | 0.05 | 22.50 | 1.85 | 2.60/3.80 | — | 0.00 | — | -1.00 | 0.0% | — | 1 |
| — | 1 | 25.0% | 0.00 | 0.0000 | -0.00 | 0.00 | 0.00/0.00 | 0.10 | 25.00 | — | — | — | — | — | — | — | — | — |
2026-11-20 · 21d · σ = 49.5%
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).