Options · 15-min delayed
Underlying
$91.41
DTE
22d
2026-11-20
P/C Vol
3.80
P/C OI
1.03
ATM IV
0.4%
IV Skew
3.1%
25Δ put − call
Max Pain
$90
| CALLS | Strike | PUTS | ||||||||||||||||
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| OI | Vol | IV | Δ | Γ | Θ | V | Bid/Ask | Last | Strike | Last | Bid/Ask | V | Θ | Γ | Δ | IV | Vol | OI |
| — | — | — | — | — | — | — | — | — | 83.00 | 0.05 | 0.00/0.00 | 0.00 | -0.00 | 0.0007 | -0.00 | 12.5% | 1 | 1 |
| — | — | — | — | — | — | — | — | — | 85.00 | 0.07 | 0.00/0.00 | 0.00 | -0.00 | 0.0000 | -0.00 | 6.3% | — | 2 |
| — | — | — | — | — | — | — | — | — | 86.00 | 0.08 | 0.00/0.00 | 0.00 | -0.00 | 0.0000 | -0.00 | 6.3% | 1 | 12 |
| — | — | — | — | — | — | — | — | — | 88.00 | 0.20 | 0.00/0.00 | 0.00 | -0.00 | 0.0000 | -0.00 | 3.1% | 2 | 84 |
| 49 | — | 0.0% | 1.00 | — | -0.01 | — | 0.00/0.00 | 1.35 | 89.00 | 0.10 | 0.00/0.00 | 0.00 | -0.00 | 0.0004 | -0.00 | 3.1% | 74 | 347 |
| 137 | 16 | 0.0% | 1.00 | — | -0.01 | — | 0.00/0.00 | 1.55 | 90.00 | 0.20 | 0.00/0.00 | 0.00 | -0.00 | 0.0000 | -0.00 | 1.6% | 73 | 243 |
| 229 | 15 | 0.0% | 1.00 | — | -0.01 | — | 0.00/0.00 | 0.90 | 91.00 | 0.45 | 0.00/0.00 | 0.00 | -0.00 | 0.0020 | -0.00 | 0.8% | 73 | 151 |
| 336 | 16 | 0.8% | 0.03 | 0.3483 | -0.00 | 0.01 | 0.00/0.00 | 0.35 | 92.00 | — | — | — | — | — | — | — | — | — |
| 46 | 10 | 1.6% | 0.00 | 0.0009 | -0.00 | 0.00 | 0.00/0.00 | 0.10 | 93.00 | — | — | — | — | — | — | — | — | — |
| 1 | — | 3.1% | 0.00 | 0.0026 | -0.00 | 0.00 | 0.00/0.00 | 0.06 | 94.00 | — | — | — | — | — | — | — | — | — |
| 20 | 2 | 3.1% | 0.00 | 0.0000 | -0.00 | 0.00 | 0.00/0.00 | 0.03 | 95.00 | — | — | — | — | — | — | — | — | — |
2026-11-20 · 22d · σ = 0.4%
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).