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

Underlying

$16.88

DTE

19d

2026-11-20

P/C Vol

1.00

P/C OI

0.15

ATM IV

64.8%

IV Skew

10.2%

25Δ put − call

Max Pain

$17

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
—	—	—	—	—	—	—	—	—	11.00	0.12	0.00/0.05	0.00	-0.00	0.0111	-0.02	92.2%	2	2
—	—	—	—	—	—	—	—	—	12.00	0.06	0.00/0.20	0.00	-0.01	0.0273	-0.05	98.4%	3	106
111	13	73.0%	0.95	0.0355	-0.01	0.00	3.40/4.50	3.02	13.00	0.25	0.00/0.30	0.01	-0.01	0.0435	-0.08	88.3%	9	752
13	1	60.5%	0.93	0.0606	-0.01	0.01	2.55/3.40	3.30	14.00	0.06	0.05/0.30	0.01	-0.01	0.0672	-0.11	72.3%	52	265
4	4	52.0%	0.86	0.1119	-0.01	0.01	1.80/2.30	2.25	15.00	0.24	0.30/0.45	0.01	-0.02	0.1036	-0.21	71.4%	24	662
75	1	61.7%	0.68	0.1505	-0.02	0.01	1.20/1.70	1.65	16.00	0.57	0.60/0.85	0.01	-0.03	0.1308	-0.34	72.5%	1	4.0k
22k	3	59.1%	0.51	0.1752	-0.02	0.02	0.70/1.05	0.80	17.00	1.00	0.95/1.40	0.02	-0.03	0.1467	-0.48	70.5%	8	570
709	19	62.3%	0.36	0.1556	-0.02	0.01	0.40/0.70	0.83	18.00	1.32	1.50/2.10	0.01	-0.03	0.1394	-0.62	71.0%	3	117
2.2k	2	63.8%	0.23	0.1250	-0.02	0.01	0.20/0.45	0.63	19.00	2.60	2.30/2.75	0.01	-0.02	0.1200	-0.74	70.1%	5	36
20k	25	66.4%	0.15	0.0919	-0.02	0.01	0.10/0.30	0.15	20.00	3.69	3.00/3.80	0.01	-0.02	0.0928	-0.82	74.4%	6	39
108	4	75.8%	0.12	0.0695	-0.02	0.01	0.05/0.30	0.22	21.00	3.30	3.90/5.10	0.01	-0.02	0.0734	-0.81	96.9%	—	11
152	1	83.2%	0.10	0.0543	-0.01	0.01	0.00/0.30	0.13	22.00	—	—	—	—	—	—	—	—	—
16	1	93.0%	0.09	0.0453	-0.02	0.01	0.00/0.30	0.20	23.00	—	—	—	—	—	—	—	—	—
33	1	102.3%	0.08	0.0390	-0.02	0.01	0.00/0.30	0.05	24.00	—	—	—	—	—	—	—	—	—

Greeks Profile

2026-11-20 · 19d · σ = 64.8%

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).