Options · 15-min delayed
Underlying
$100.02
DTE
20d
2026-11-20
P/C Vol
0.49
P/C OI
0.87
ATM IV
35.5%
IV Skew
7.6%
25Δ put − call
Max Pain
$95
| CALLS | Strike | PUTS | ||||||||||||||||
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| OI | Vol | IV | Δ | Γ | Θ | V | Bid/Ask | Last | Strike | Last | Bid/Ask | V | Θ | Γ | Δ | IV | Vol | OI |
| 2 | 1 | 59.8% | 0.95 | 0.0069 | -0.04 | 0.02 | 19.10/21.60 | 21.10 | 80.00 | 0.65 | 0.05/0.15 | 0.01 | -0.02 | 0.0050 | -0.03 | 51.3% | 1 | 14 |
| 9 | 4 | 72.1% | 0.86 | 0.0134 | -0.10 | 0.05 | 14.10/16.50 | 14.90 | 85.00 | 0.20 | 0.00/0.30 | 0.03 | -0.03 | 0.0103 | -0.05 | 45.5% | 1 | 59 |
| 44 | 44 | 61.7% | 0.84 | 0.0165 | -0.09 | 0.06 | 11.70/13.90 | 10.90 | 87.50 | 0.62 | 0.25/0.65 | 0.04 | -0.05 | 0.0159 | -0.10 | 47.9% | 3 | 386 |
| 54 | 1 | 56.2% | 0.81 | 0.0205 | -0.10 | 0.06 | 9.40/11.60 | 10.58 | 90.00 | 0.57 | 0.25/1.05 | 0.06 | -0.06 | 0.0212 | -0.15 | 47.8% | 1 | 1.2k |
| 514 | 141 | 45.8% | 0.79 | 0.0269 | -0.09 | 0.07 | 7.70/9.00 | 7.82 | 92.50 | 0.85 | 0.75/1.05 | 0.06 | -0.06 | 0.0283 | -0.18 | 39.6% | 16 | 595 |
| 592 | 12 | 39.2% | 0.74 | 0.0356 | -0.08 | 0.08 | 5.90/6.70 | 6.24 | 95.00 | 1.12 | 1.15/2.25 | 0.08 | -0.09 | 0.0317 | -0.29 | 46.1% | 6 | 129 |
| 50 | 1 | 35.9% | 0.65 | 0.0442 | -0.09 | 0.09 | 4.10/4.80 | 5.20 | 97.50 | 2.20 | 1.80/2.45 | 0.09 | -0.08 | 0.0422 | -0.36 | 37.8% | 71 | 287 |
| 1.3k | 5 | 34.4% | 0.53 | 0.0494 | -0.09 | 0.09 | 2.90/3.30 | 2.97 | 100.00 | 3.31 | 3.00/3.50 | 0.09 | -0.08 | 0.0463 | -0.47 | 36.7% | 12 | 305 |
| 1.4k | 15 | 38.6% | 0.32 | 0.0397 | -0.08 | 0.08 | 0.95/1.80 | 1.19 | 105.00 | 6.40 | 5.10/6.90 | 0.08 | -0.08 | 0.0386 | -0.67 | 40.0% | 1 | 23 |
| 482 | 5 | 39.2% | 0.17 | 0.0273 | -0.06 | 0.06 | 0.20/0.80 | 0.42 | 110.00 | 10.74 | 10.30/11.30 | 0.07 | -0.07 | 0.0266 | -0.78 | 47.1% | 3 | 3 |
| 69 | 27 | 35.7% | 0.06 | 0.0133 | -0.02 | 0.03 | 0.00/0.20 | 0.15 | 115.00 | — | — | — | — | — | — | — | — | — |
| 5 | 1 | 50.2% | 0.07 | 0.0115 | -0.04 | 0.03 | 0.00/0.75 | 0.05 | 120.00 | 20.00 | 18.30/21.80 | 0.06 | -0.11 | 0.0147 | -0.81 | 78.5% | 1 | 1 |
| 18 | 5 | 86.9% | 0.04 | 0.0045 | -0.05 | 0.02 | 0.00/0.75 | 0.03 | 145.00 | — | — | — | — | — | — | — | — | — |
2026-11-20 · 20d · σ = 35.5%
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).