Options · 15-min delayed

IDYA

Options · 15-min delayed

IDYA

Underlying

$31.96

DTE

20d

2026-11-20

P/C Vol

1.80

P/C OI

0.54

ATM IV

82.7%

IV Skew

-23.7%

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
9	6	93.3%	0.66	0.0525	-0.07	0.03	2.70/5.00	5.67	30.00	0.90	0.45/1.20	0.03	-0.03	0.0825	-0.28	54.7%	100	14
—	—	—	—	—	—	—	—	—	32.50	1.80	0.65/2.50	0.03	-0.05	0.0740	-0.50	72.1%	50	100
66	2	78.4%	0.35	0.0630	-0.06	0.03	0.05/2.50	1.75	35.00	2.80	1.25/5.10	0.03	-0.07	0.0492	-0.59	105.4%	2	3
61	54	128.9%	0.36	0.0386	-0.09	0.03	0.00/4.10	1.37	37.50	3.80	3.50/7.90	0.03	-0.10	0.0363	-0.62	139.6%	4	4
43	6	163.5%	0.35	0.0302	-0.11	0.03	0.00/4.90	0.20	40.00	6.80	5.50/10.30	0.03	-0.10	0.0311	-0.66	156.8%	1	4
12	10	92.0%	0.11	0.0281	-0.03	0.01	0.00/0.75	0.64	42.50	—	—	—	—	—	—	—	—	—
19	3	150.7%	0.22	0.0260	-0.08	0.02	0.00/2.50	0.45	45.00	—	—	—	—	—	—	—	—	—
12	3	116.0%	0.09	0.0194	-0.04	0.01	0.00/0.75	0.30	47.50	—	—	—	—	—	—	—	—	—
2	1	226.6%	0.28	0.0200	-0.14	0.03	0.00/4.90	0.50	50.00	—	—	—	—	—	—	—	—	—
6	2	250.7%	0.27	0.0175	-0.15	0.02	0.00/4.90	0.55	55.00	—	—	—	—	—	—	—	—	—

Greeks Profile

2026-11-20 · 20d · σ = 82.7%

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).