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

Underlying

$13.40

DTE

27d

2026-11-20

P/C Vol

1.58

P/C OI

0.32

ATM IV

64.0%

IV Skew

-18.6%

25Δ put − call

Max Pain

$20

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	0.15	0.00/2.25	0.01	-0.04	0.0407	-0.20	190.6%	—	2
—	—	—	—	—	—	—	—	—	11.00	0.25	0.20/0.50	0.01	-0.01	0.0789	-0.17	86.7%	1	220
—	—	—	—	—	—	—	—	—	12.00	0.53	0.45/0.85	0.01	-0.02	0.1060	-0.27	86.1%	26	34
69	2	71.7%	0.61	0.1472	-0.02	0.01	1.05/1.50	1.32	13.00	1.00	0.30/1.00	0.01	-0.01	0.1862	-0.38	56.3%	53	20
20	2	74.8%	0.46	0.1456	-0.02	0.01	0.75/1.00	1.09	14.00	—	—	—	—	—	—	—	—	—
53	10	57.0%	0.26	0.1576	-0.01	0.01	0.00/0.65	0.50	15.00	2.24	0.10/2.25	0.01	-0.02	0.1249	-0.65	81.4%	1	11
—	—	—	—	—	—	—	—	—	16.00	3.00	1.00/4.90	0.01	-0.01	0.1099	-0.77	75.4%	6	34
271	4	82.2%	0.17	0.0858	-0.01	0.01	0.15/0.40	0.20	17.00	3.73	1.85/5.90	0.01	-0.01	0.0858	-0.83	82.2%	5	63
57	10	115.6%	0.22	0.0704	-0.02	0.01	0.10/0.90	0.20	18.00	4.61	4.00/6.80	0.01	-0.03	0.0662	-0.72	140.2%	10	27
84	2	125.3%	0.20	0.0612	-0.02	0.01	0.05/0.90	0.10	19.00	5.65	3.70/7.70	0.01	-0.01	0.0468	-0.93	81.3%	50	670
413	1	136.1%	0.19	0.0542	-0.02	0.01	0.05/0.90	0.14	20.00	3.75	4.70/8.70	0.00	-0.01	0.0394	-0.93	89.8%	372	307
104	8	150.8%	0.19	0.0492	-0.03	0.01	0.05/1.00	0.10	21.00	—	—	—	—	—	—	—	—	—
1.0k	2	178.5%	0.22	0.0455	-0.04	0.01	0.05/1.40	0.11	22.00	—	—	—	—	—	—	—	—	—
—	—	—	—	—	—	—	—	—	24.00	6.50	2.70/5.80	—	0.00	—	-1.00	0.0%	—	300
—	—	—	—	—	—	—	—	—	35.00	21.40	19.50/23.70	0.00	0.00	0.0000	-1.00	50.0%	1	—

Greeks Profile

2026-11-20 · 27d · σ = 64.0%

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).