Options · 15-min delayed
Underlying
$11.96
DTE
19d
2026-11-20
P/C Vol
0.19
P/C OI
0.03
ATM IV
63.6%
IV Skew
-8.0%
25Δ put − call
Max Pain
$8
| 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 | — | 587.5% | 0.97 | 0.0046 | -0.03 | 0.00 | 7.90/9.90 | 7.13 | 2.50 | — | — | — | — | — | — | — | — | — |
| 5 | 3 | 192.2% | 0.99 | 0.0066 | -0.01 | 0.00 | 5.00/9.00 | 4.75 | 5.00 | 0.05 | 0.00/0.05 | 0.00 | -0.00 | 0.0051 | -0.01 | 178.1% | 2 | 300 |
| 3.1k | 10 | 131.3% | 0.96 | 0.0256 | -0.01 | 0.00 | 3.50/5.60 | 3.40 | 7.50 | 0.15 | 0.00/0.20 | 0.00 | -0.01 | 0.0264 | -0.05 | 134.4% | 1 | 142 |
| 2.3k | 72 | 105.7% | 0.81 | 0.0945 | -0.02 | 0.01 | 1.95/2.75 | 2.15 | 10.00 | 0.20 | 0.10/0.35 | 0.01 | -0.01 | 0.1011 | -0.15 | 84.0% | 100 | 588 |
| 14k | 575 | 67.6% | 0.42 | 0.2123 | -0.02 | 0.01 | 0.45/0.65 | 0.55 | 12.50 | 1.10 | 0.60/1.40 | 0.01 | -0.02 | 0.2385 | -0.59 | 59.6% | 31 | 60 |
| 11k | 15 | 71.5% | 0.10 | 0.0887 | -0.01 | 0.00 | 0.05/0.15 | 0.20 | 15.00 | 5.28 | 0.00/0.00 | — | 0.00 | — | -1.00 | 0.0% | 1 | — |
| 420 | 30 | 104.3% | 0.07 | 0.0475 | -0.01 | 0.00 | 0.00/0.20 | 0.10 | 17.50 | — | — | — | — | — | — | — | — | — |
| 1.9k | 2 | 114.1% | 0.03 | 0.0237 | -0.01 | 0.00 | 0.00/0.10 | 0.08 | 20.00 | — | — | — | — | — | — | — | — | — |
| 8 | 3 | 144.5% | 0.04 | 0.0221 | -0.01 | 0.00 | 0.00/0.15 | 0.30 | 22.50 | — | — | — | — | — | — | — | — | — |
| — | 1 | 50.0% | 0.00 | 0.0000 | -0.00 | 0.00 | 0.00/0.00 | 0.14 | 25.00 | — | — | — | — | — | — | — | — | — |
2026-11-20 · 19d · σ = 63.6%
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).