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

Underlying

$47.41

DTE

21d

2026-11-20

P/C Vol

0.31

P/C OI

0.39

ATM IV

18.7%

IV Skew

6.4%

25Δ put − call

Max Pain

$48

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
—	—	—	—	—	—	—	—	—	40.00	0.13	0.00/1.15	0.02	-0.04	0.0269	-0.12	66.2%	—	10
—	—	—	—	—	—	—	—	—	41.00	0.20	0.00/0.25	0.02	-0.02	0.0288	-0.08	45.9%	—	5
—	—	—	—	—	—	—	—	—	42.00	0.05	0.00/0.15	0.01	-0.01	0.0317	-0.06	35.0%	2	32
14	—	68.8%	0.75	0.0402	-0.06	0.04	3.20/5.80	4.60	43.00	0.05	0.05/0.10	0.01	-0.01	0.0370	-0.06	26.9%	3	67
—	—	—	—	—	—	—	—	—	44.00	0.05	0.05/0.15	0.02	-0.01	0.0577	-0.09	24.3%	5	177
7	5	56.7%	0.68	0.0554	-0.06	0.04	1.35/4.00	3.10	45.00	0.15	0.10/0.40	0.03	-0.02	0.0883	-0.19	27.1%	28	630
112	33	24.9%	0.72	0.1193	-0.03	0.04	1.65/2.00	1.75	46.00	0.30	0.25/0.40	0.04	-0.02	0.1362	-0.24	20.1%	32	336
423	36	19.7%	0.60	0.1722	-0.02	0.04	1.00/1.15	1.00	47.00	0.58	0.50/0.65	0.04	-0.02	0.1895	-0.39	17.8%	23	327
2.0k	93	18.1%	0.42	0.1902	-0.02	0.04	0.50/0.60	0.55	48.00	1.09	1.00/1.15	0.04	-0.01	0.1994	-0.59	17.2%	3	680
1.9k	141	18.1%	0.25	0.1539	-0.02	0.04	0.20/0.30	0.20	49.00	1.80	1.60/1.90	0.04	-0.01	0.1526	-0.75	18.4%	1	78
1.4k	10	20.7%	0.16	0.1034	-0.01	0.03	0.05/0.20	0.07	50.00	2.70	1.45/4.10	0.04	-0.05	0.0622	-0.63	53.4%	10	22
123	11	18.0%	0.05	0.0533	-0.01	0.01	0.00/0.05	0.05	51.00	—	—	—	—	—	—	—	—	—
43	10	50.4%	0.25	0.0551	-0.04	0.04	0.00/0.85	0.03	52.00	5.07	3.30/6.00	0.04	-0.06	0.0480	-0.69	64.3%	—	—
1	2	36.5%	0.12	0.0468	-0.02	0.02	0.00/0.25	0.03	53.00	—	—	—	—	—	—	—	—	—

Greeks Profile

2026-11-20 · 21d · σ = 18.7%

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).