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

Underlying

$12.47

DTE

19d

2026-11-20

P/C Vol

1.80

P/C OI

0.59

ATM IV

97.2%

IV Skew

5.9%

25Δ put − call

Max Pain

$12

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
—	—	—	—	—	—	—	—	—	7.00	0.05	0.00/2.15	0.01	-0.05	0.0214	-0.13	347.9%	—	1
5	1	121.1%	0.96	0.0249	-0.01	0.00	2.80/6.30	5.90	8.00	0.15	0.00/2.15	0.01	-0.05	0.0291	-0.16	291.4%	2	21
2	1	126.6%	0.90	0.0487	-0.02	0.00	2.00/5.40	4.01	9.00	0.06	0.00/1.15	0.01	-0.03	0.0472	-0.16	178.5%	5	498
177	1	74.6%	0.92	0.0710	-0.01	0.00	2.20/2.95	2.50	10.00	0.25	0.20/0.30	0.01	-0.02	0.0773	-0.14	98.8%	19	490
280	2	86.3%	0.77	0.1229	-0.02	0.01	1.45/2.30	1.67	11.00	0.48	0.10/0.60	0.01	-0.02	0.1278	-0.22	80.5%	283	437
872	38	98.4%	0.62	0.1364	-0.03	0.01	1.05/1.75	1.19	12.00	0.85	0.70/1.10	0.01	-0.03	0.1400	-0.38	95.9%	104	829
1.8k	63	90.0%	0.46	0.1551	-0.03	0.01	0.70/1.00	0.72	13.00	1.50	1.30/1.90	0.01	-0.03	0.1292	-0.51	108.5%	11	311
659	90	87.1%	0.32	0.1441	-0.02	0.01	0.40/0.60	0.65	14.00	1.30	1.45/2.40	0.01	-0.02	0.1557	-0.71	77.1%	12	414
583	20	87.7%	0.21	0.1150	-0.02	0.01	0.20/0.40	0.26	15.00	4.00	1.60/4.90	0.01	-0.03	0.0969	-0.68	129.7%	1	5
229	6	95.3%	0.15	0.0868	-0.02	0.01	0.10/0.35	0.28	16.00	3.60	2.50/4.90	0.01	-0.01	0.0840	-0.87	87.5%	—	1
417	10	98.0%	0.10	0.0644	-0.01	0.01	0.00/0.30	0.07	17.00	—	—	—	—	—	—	—	—	—
37	5	179.9%	0.25	0.0617	-0.04	0.01	0.00/1.40	0.10	18.00	—	—	—	—	—	—	—	—	—
16	2	111.3%	0.06	0.0396	-0.01	0.00	0.00/0.20	0.14	19.00	—	—	—	—	—	—	—	—	—
25	10	106.3%	0.03	0.0253	-0.01	0.00	0.00/0.10	0.05	20.00	8.60	5.80/9.70	0.01	-0.02	0.0441	-0.89	145.3%	10	—

Greeks Profile

2026-11-20 · 19d · σ = 97.2%

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).