Options · 15-min delayed

PENN

Options · 15-min delayed

PENN

Underlying

$15.89

DTE

18d

2026-11-20

P/C Vol

0.15

P/C OI

0.35

ATM IV

64.6%

IV Skew

4.1%

25Δ put − call

Max Pain

$15

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
—	—	—	—	—	—	—	—	—	10.00	0.34	0.00/0.75	0.01	-0.03	0.0250	-0.09	187.1%	—	6
—	—	—	—	—	—	—	—	—	11.00	0.05	0.00/0.75	0.01	-0.03	0.0336	-0.11	157.6%	1	6
10	—	146.3%	0.85	0.0453	-0.03	0.01	2.70/4.40	4.00	12.00	0.10	0.00/0.25	0.00	-0.01	0.0409	-0.07	92.6%	4	53
16	16	80.9%	0.89	0.0664	-0.02	0.01	2.45/3.70	2.36	13.00	0.19	0.05/0.20	0.01	-0.01	0.0631	-0.09	71.9%	55	190
693	644	67.0%	0.83	0.1084	-0.02	0.01	2.05/2.25	2.14	14.00	0.30	0.05/0.55	0.01	-0.02	0.1065	-0.19	71.1%	162	385
110	20	59.2%	0.70	0.1668	-0.02	0.01	1.15/1.55	1.26	15.00	0.62	0.30/0.75	0.01	-0.02	0.1562	-0.31	64.2%	3	673
1.4k	668	62.3%	0.51	0.1813	-0.03	0.01	0.75/0.95	0.90	16.00	1.13	0.70/1.35	0.01	-0.03	0.1691	-0.48	66.8%	3	119
1.4k	146	60.1%	0.34	0.1721	-0.02	0.01	0.35/0.55	0.47	17.00	2.35	1.20/2.45	0.01	-0.03	0.1367	-0.61	79.5%	1	45
392	34	64.5%	0.22	0.1290	-0.02	0.01	0.25/0.30	0.25	18.00	3.55	1.80/3.50	0.01	-0.03	0.1124	-0.70	87.1%	1	6
163	7	66.0%	0.13	0.0904	-0.01	0.01	0.05/0.25	0.14	19.00	3.56	2.45/4.80	0.01	-0.03	0.0887	-0.75	102.3%	4	4
28	6	70.7%	0.08	0.0623	-0.01	0.01	0.05/0.15	0.05	20.00	—	—	—	—	—	—	—	—	—
89	1	136.7%	0.22	0.0620	-0.04	0.01	0.00/1.15	0.03	21.00	—	—	—	—	—	—	—	—	—
2	—	129.5%	0.16	0.0540	-0.03	0.01	0.00/0.75	0.06	22.00	—	—	—	—	—	—	—	—	—

Greeks Profile

2026-11-20 · 18d · σ = 64.6%

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).