Options · 15-min delayed
Underlying
$96.94
DTE
21d
2026-11-20
P/C Vol
0.72
P/C OI
0.53
ATM IV
63.1%
IV Skew
-1.2%
25Δ put − call
Max Pain
$95
| CALLS | Strike | PUTS | ||||||||||||||||
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| OI | Vol | IV | Δ | Γ | Θ | V | Bid/Ask | Last | Strike | Last | Bid/Ask | V | Θ | Γ | Δ | IV | Vol | OI |
| — | — | — | — | — | — | — | — | — | 70.00 | 0.45 | 0.05/1.55 | 0.03 | -0.06 | 0.0054 | -0.06 | 95.8% | — | 2 |
| — | — | — | — | — | — | — | — | — | 85.00 | 1.75 | 0.10/2.05 | 0.05 | -0.06 | 0.0174 | -0.14 | 53.8% | 2 | 47 |
| 1 | — | 67.8% | 0.71 | 0.0217 | -0.14 | 0.08 | 7.40/10.40 | 6.20 | 90.00 | 3.30 | 0.65/3.20 | 0.08 | -0.12 | 0.0225 | -0.28 | 64.7% | 1 | 3 |
| 1 | — | 44.4% | 0.70 | 0.0338 | -0.09 | 0.08 | 3.60/6.80 | 10.50 | 92.50 | 4.39 | 1.30/4.00 | 0.09 | -0.12 | 0.0251 | -0.34 | 62.9% | 2 | 3 |
| 10 | 5 | 50.7% | 0.60 | 0.0328 | -0.11 | 0.09 | 4.30/7.50 | 5.50 | 95.00 | 4.80 | 2.30/5.00 | 0.09 | -0.13 | 0.0271 | -0.41 | 61.7% | 5 | 14 |
| 7 | 5 | 64.5% | 0.52 | 0.0265 | -0.15 | 0.09 | 3.10/6.00 | 4.11 | 97.50 | — | — | — | — | — | — | — | — | — |
| 15 | 5 | 64.1% | 0.46 | 0.0266 | -0.15 | 0.09 | 2.10/4.90 | 3.00 | 100.00 | 8.82 | 5.10/7.80 | 0.09 | -0.13 | 0.0273 | -0.55 | 62.4% | 3 | 2 |
| 24 | 1 | 59.3% | 0.32 | 0.0259 | -0.12 | 0.08 | 0.25/2.80 | 1.49 | 105.00 | — | — | — | — | — | — | — | — | — |
| 34 | 1 | 60.1% | 0.22 | 0.0209 | -0.10 | 0.07 | 0.05/1.75 | 0.40 | 110.00 | — | — | — | — | — | — | — | — | — |
| 35 | 1 | 59.7% | 0.13 | 0.0156 | -0.07 | 0.05 | 0.05/1.00 | 0.20 | 115.00 | — | — | — | — | — | — | — | — | — |
| 6 | — | 62.5% | 0.09 | 0.0113 | -0.06 | 0.04 | 0.00/1.35 | 0.75 | 120.00 | — | — | — | — | — | — | — | — | — |
2026-11-20 · 21d · σ = 63.1%
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).