Options · 15-min delayed
Underlying
$10.59
DTE
20d
2026-11-20
P/C Vol
2.28
P/C OI
0.33
ATM IV
54.6%
IV Skew
-1.0%
25Δ put − call
Max Pain
$13
| CALLS | Strike | PUTS | ||||||||||||||||
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| OI | Vol | IV | Δ | Γ | Θ | V | Bid/Ask | Last | Strike | Last | Bid/Ask | V | Θ | Γ | Δ | IV | Vol | OI |
| 1 | 2 | 602.3% | 0.96 | 0.0060 | -0.03 | 0.00 | 6.80/10.50 | 8.80 | 2.50 | — | — | — | — | — | — | — | — | — |
| — | 1 | 0.0% | 1.00 | — | -0.00 | — | 0.00/0.00 | 8.02 | 5.00 | — | — | — | — | — | — | — | — | — |
| 80 | 1 | 93.8% | 0.95 | 0.0409 | -0.01 | 0.00 | 2.60/3.70 | 3.20 | 7.50 | 0.61 | 0.00/0.95 | 0.01 | -0.03 | 0.0524 | -0.15 | 178.9% | 60 | 20 |
| 289 | 130 | 55.1% | 0.70 | 0.2541 | -0.01 | 0.01 | 0.70/1.10 | 1.10 | 10.00 | 0.30 | 0.00/0.60 | 0.01 | -0.01 | 0.2577 | -0.30 | 54.1% | 2 | 493 |
| 3.0k | 1 | 48.4% | 0.08 | 0.1275 | -0.00 | 0.00 | 0.00/0.05 | 0.03 | 12.50 | 2.47 | 1.90/2.55 | 0.01 | -0.02 | 0.1442 | -0.76 | 87.9% | 3 | 315 |
| 681 | 20 | 74.2% | 0.03 | 0.0355 | -0.00 | 0.00 | 0.00/0.05 | 0.04 | 15.00 | 4.91 | 4.00/5.10 | 0.00 | -0.01 | 0.0682 | -0.90 | 106.6% | 44 | 59 |
| 78 | 7 | 150.8% | 0.11 | 0.0495 | -0.02 | 0.00 | 0.00/0.40 | 0.99 | 17.50 | 7.50 | 5.50/7.80 | 0.01 | -0.05 | 0.0554 | -0.72 | 243.9% | 48 | 30 |
| — | — | — | — | — | — | — | — | — | 20.00 | 10.00 | 8.00/10.10 | 0.01 | -0.04 | 0.0472 | -0.78 | 252.0% | 180 | 130 |
| — | — | — | — | — | — | — | — | — | 22.50 | 12.34 | 10.50/12.60 | 0.01 | -0.05 | 0.0411 | -0.80 | 277.9% | 30 | 208 |
| — | — | — | — | — | — | — | — | — | 25.00 | 14.86 | 13.00/15.10 | 0.01 | -0.05 | 0.0368 | -0.81 | 300.2% | 2 | 88 |
2026-11-20 · 20d · σ = 54.6%
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).