Options · 15-min delayed
Underlying
$94.71
DTE
23d
2026-11-20
P/C Vol
0.32
P/C OI
0.82
ATM IV
36.6%
IV Skew
8.3%
25Δ put − call
Max Pain
$100
| CALLS | Strike | PUTS | ||||||||||||||||
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| OI | Vol | IV | Δ | Γ | Θ | V | Bid/Ask | Last | Strike | Last | Bid/Ask | V | Θ | Γ | Δ | IV | Vol | OI |
| — | — | — | — | — | — | — | — | — | 80.00 | 0.30 | 0.00/2.60 | 0.05 | -0.07 | 0.0136 | -0.14 | 67.3% | — | 7 |
| — | — | — | — | — | — | — | — | — | 85.00 | 0.82 | 0.10/2.05 | 0.07 | -0.09 | 0.0199 | -0.21 | 61.3% | 1 | 38 |
| — | — | — | — | — | — | — | — | — | 90.00 | 1.40 | 0.70/2.50 | 0.08 | -0.08 | 0.0311 | -0.30 | 47.3% | 3 | 61 |
| 10 | 1 | 38.6% | 0.52 | 0.0434 | -0.09 | 0.09 | 2.35/3.60 | 4.90 | 95.00 | 2.71 | 2.70/3.50 | 0.09 | -0.07 | 0.0485 | -0.48 | 34.6% | 6 | 34 |
| 4 | 1 | 39.0% | 0.32 | 0.0384 | -0.08 | 0.08 | 0.10/1.80 | 1.99 | 100.00 | 5.50 | 4.40/7.30 | 0.09 | -0.07 | 0.0367 | -0.67 | 41.5% | — | 11 |
| 140 | 41 | 64.2% | 0.29 | 0.0226 | -0.12 | 0.08 | 0.00/2.65 | 0.85 | 105.00 | — | — | — | — | — | — | — | — | — |
| 30 | 2 | 56.4% | 0.17 | 0.0187 | -0.07 | 0.06 | 0.00/1.15 | 0.10 | 110.00 | 13.40 | 13.90/16.30 | 0.06 | -0.05 | 0.0186 | -0.84 | 54.1% | 5 | 5 |
| 3 | 1 | 52.0% | 0.08 | 0.0121 | -0.04 | 0.04 | 0.00/0.45 | 0.12 | 115.00 | — | — | — | — | — | — | — | — | — |
| 4 | 1 | 54.4% | 0.05 | 0.0080 | -0.03 | 0.02 | 0.00/0.55 | 1.50 | 120.00 | — | — | — | — | — | — | — | — | — |
2026-11-20 · 23d · σ = 36.6%
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).