Options · 15-min delayed

JEF

Options · 15-min delayed

JEF

Underlying

$47.28

DTE

22d

2026-11-20

P/C Vol

0.52

P/C OI

1.18

ATM IV

49.0%

IV Skew

9.5%

25Δ put − call

Max Pain

$45

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
—	—	138.0%	0.90	0.0109	-0.07	0.02	13.50/15.80	14.70	32.50	0.17	0.00/0.60	0.01	-0.03	0.0085	-0.05	98.6%	27	176
—	—	—	—	—	—	—	—	—	35.00	0.05	0.00/0.10	0.00	-0.01	0.0053	-0.01	58.2%	3	34
6	—	73.6%	0.92	0.0178	-0.03	0.02	9.40/10.20	7.42	37.50	0.10	0.05/0.15	0.01	-0.01	0.0112	-0.03	52.7%	1	318
1	—	62.0%	0.88	0.0272	-0.04	0.02	6.30/7.80	6.80	40.00	0.27	0.10/0.25	0.02	-0.02	0.0241	-0.07	49.9%	1	804
24	31	55.0%	0.81	0.0425	-0.04	0.03	4.20/5.60	4.30	42.50	0.45	0.35/0.55	0.03	-0.03	0.0442	-0.16	46.8%	3	290
106	17	41.4%	0.71	0.0709	-0.04	0.04	2.90/3.30	2.85	45.00	1.00	0.90/1.35	0.04	-0.04	0.0620	-0.31	49.1%	12	742
364	1	39.4%	0.51	0.0873	-0.04	0.05	1.15/1.80	1.50	47.50	2.75	1.60/2.95	0.05	-0.06	0.0586	-0.48	58.6%	1	28
735	21	39.6%	0.31	0.0766	-0.04	0.04	0.50/0.90	0.70	50.00	5.82	3.30/4.80	0.04	-0.06	0.0508	-0.60	65.6%	1	15
107	30	41.4%	0.17	0.0527	-0.03	0.03	0.15/0.45	0.15	52.50	6.68	5.30/7.00	0.04	-0.04	0.0493	-0.75	54.9%	1	3
645	1	44.4%	0.10	0.0329	-0.02	0.02	0.10/0.25	0.14	55.00	10.65	7.70/9.40	0.03	-0.04	0.0368	-0.80	64.7%	3	30
94	1	51.6%	0.04	0.0133	-0.01	0.01	0.00/0.10	0.32	60.00	12.38	14.30/16.90	0.04	-0.12	0.0215	-0.70	140.0%	1	11
1	1	67.6%	0.03	0.0097	-0.01	0.01	0.00/0.25	0.10	65.00	—	—	—	—	—	—	—	—	—

Greeks Profile

2026-11-20 · 22d · σ = 49.0%

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).