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

Underlying

$332.64

DTE

22d

2026-11-20

P/C Vol

1.60

P/C OI

2.11

ATM IV

43.8%

IV Skew

-1.6%

25Δ put − call

Max Pain

$380

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
—	—	—	—	—	—	—	—	—	290.00	1.36	0.95/1.80	0.13	-0.12	0.0044	-0.09	43.3%	8	3
—	—	—	—	—	—	—	—	—	300.00	2.44	1.95/3.80	0.20	-0.20	0.0065	-0.16	45.5%	13	8
—	—	—	—	—	—	—	—	—	310.00	4.24	2.30/6.00	0.25	-0.24	0.0084	-0.23	44.5%	3	6
3	3	48.9%	0.66	0.0092	-0.36	0.30	18.80/23.40	62.10	320.00	7.50	6.40/8.60	0.29	-0.27	0.0105	-0.33	42.0%	15	2
—	—	—	—	—	—	—	—	—	330.00	10.63	10.00/13.60	0.32	-0.30	0.0110	-0.44	43.9%	28	31
1	9	43.6%	0.45	0.0111	-0.34	0.32	7.50/11.60	7.70	340.00	12.63	14.80/18.60	0.32	-0.29	0.0114	-0.55	42.5%	6	41
—	—	—	—	—	—	—	—	—	350.00	18.00	21.50/25.10	0.30	-0.26	0.0106	-0.66	42.5%	16	85
20	18	44.5%	0.26	0.0089	-0.28	0.26	2.80/5.70	4.03	360.00	30.96	28.30/32.80	0.26	-0.22	0.0090	-0.75	43.5%	4	17
30	7	50.3%	0.22	0.0072	-0.28	0.24	0.05/5.20	2.00	370.00	25.00	37.00/41.10	0.22	-0.18	0.0074	-0.82	44.3%	6	19
40	5	44.6%	0.13	0.0057	-0.18	0.17	0.60/2.45	2.80	380.00	24.40	45.80/50.00	0.18	-0.14	0.0058	-0.87	45.6%	2	128
16	2	56.1%	0.14	0.0049	-0.24	0.18	0.20/3.50	2.61	390.00	46.30	55.30/60.70	0.18	-0.18	0.0049	-0.86	55.3%	2	2
19	4	52.4%	0.09	0.0038	-0.16	0.13	0.50/1.90	1.00	400.00	42.45	30.90/34.40	—	0.05	—	-1.00	0.0%	1	3
9	3	53.1%	0.06	0.0029	-0.13	0.10	0.00/2.70	7.00	410.00	54.00	36.90/41.90	—	0.05	—	-1.00	0.0%	—	2
15	1	56.2%	0.05	0.0024	-0.12	0.09	0.00/2.40	3.50	420.00	—	—	—	—	—	—	—	—	—

Greeks Profile

2026-11-20 · 22d · σ = 43.8%

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).