Options · 15-min delayed
Underlying
$71.57
DTE
21d
2026-11-20
P/C Vol
1.04
P/C OI
0.14
ATM IV
44.5%
IV Skew
0.0%
25Δ put − call
Max Pain
$65
| 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 | 205.5% | 0.92 | 0.0041 | -0.12 | 0.02 | 29.70/33.20 | 31.75 | 40.00 | — | — | — | — | — | — | — | — | — |
| — | — | — | — | — | — | — | — | — | 50.00 | 0.11 | 0.00/0.75 | 0.02 | -0.04 | 0.0058 | -0.04 | 95.1% | 1 | 83 |
| 4 | 1 | 108.9% | 0.87 | 0.0110 | -0.10 | 0.04 | 15.10/18.00 | 9.15 | 55.00 | 0.10 | 0.00/0.75 | 0.02 | -0.03 | 0.0089 | -0.06 | 74.1% | 3 | 173 |
| 45 | 1 | 80.8% | 0.85 | 0.0171 | -0.08 | 0.04 | 10.50/12.90 | 10.60 | 60.00 | 0.60 | 0.10/0.80 | 0.03 | -0.04 | 0.0158 | -0.08 | 56.9% | 2 | 91 |
| 186 | 2 | 52.0% | 0.80 | 0.0310 | -0.06 | 0.05 | 6.30/7.70 | 7.13 | 65.00 | 0.75 | 0.60/0.85 | 0.04 | -0.05 | 0.0321 | -0.17 | 46.2% | 9 | 270 |
| 1.6k | 17 | 44.0% | 0.61 | 0.0507 | -0.07 | 0.07 | 3.40/3.90 | 3.40 | 70.00 | 2.30 | 1.95/2.40 | 0.07 | -0.07 | 0.0495 | -0.39 | 45.1% | 42 | 53 |
| 2.6k | 31 | 45.0% | 0.36 | 0.0485 | -0.07 | 0.06 | 1.15/1.80 | 1.30 | 75.00 | — | — | — | — | — | — | — | — | — |
| 309 | 1 | 49.6% | 0.20 | 0.0325 | -0.06 | 0.05 | 0.25/0.90 | 0.66 | 80.00 | — | — | — | — | — | — | — | — | — |
| 6 | — | 50.9% | 0.09 | 0.0189 | -0.04 | 0.03 | 0.05/0.70 | 0.25 | 85.00 | — | — | — | — | — | — | — | — | — |
| 2 | 1 | 62.9% | 0.08 | 0.0134 | -0.04 | 0.02 | 0.00/0.75 | 0.16 | 90.00 | — | — | — | — | — | — | — | — | — |
2026-11-20 · 21d · σ = 44.5%
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).