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

Underlying

$75.35

DTE

19d

2026-11-20

P/C Vol

0.09

P/C OI

0.64

ATM IV

37.4%

IV Skew

4.1%

25Δ put − call

Max Pain

$75

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
—	—	—	—	—	—	—	—	—	55.00	0.05	0.00/0.75	0.02	-0.04	0.0065	-0.05	88.7%	5	10
1	1	114.0%	0.84	0.0122	-0.13	0.04	13.30/17.30	13.35	60.00	0.08	0.00/0.15	0.01	-0.02	0.0074	-0.03	56.3%	6	61
—	—	—	—	—	—	—	—	—	62.50	0.10	0.05/0.20	0.02	-0.02	0.0109	-0.05	50.7%	5	552
—	1	65.3%	0.86	0.0198	-0.07	0.04	9.40/11.30	7.60	65.00	0.15	0.05/0.25	0.02	-0.02	0.0161	-0.06	44.2%	9	422
4	4	66.2%	0.79	0.0251	-0.09	0.05	7.10/9.40	6.00	67.50	0.27	0.10/0.45	0.03	-0.03	0.0262	-0.11	41.7%	4	833
2	2	40.3%	0.81	0.0394	-0.06	0.05	5.50/6.20	6.05	70.00	0.42	0.45/0.90	0.05	-0.05	0.0390	-0.20	41.3%	4	955
64	4	38.2%	0.70	0.0533	-0.07	0.06	3.60/4.30	4.09	72.50	0.77	0.80/1.55	0.06	-0.06	0.0516	-0.31	39.7%	1	224
676	2.9k	35.2%	0.55	0.0654	-0.07	0.07	2.40/2.65	2.35	75.00	2.20	2.15/2.60	0.07	-0.07	0.0583	-0.45	39.5%	13	27
905	4	34.0%	0.38	0.0654	-0.06	0.07	1.25/1.50	1.32	77.50	2.65	3.20/4.20	0.07	-0.07	0.0538	-0.59	42.1%	326	323
2.6k	1.3k	35.7%	0.25	0.0521	-0.05	0.05	0.05/0.90	0.71	80.00	6.55	4.90/6.10	0.06	-0.06	0.0453	-0.69	45.0%	—	2
429	2	38.8%	0.17	0.0380	-0.05	0.04	0.25/0.60	0.45	82.50	—	—	—	—	—	—	—	—	—
594	7	36.7%	0.09	0.0248	-0.03	0.03	0.10/0.25	0.17	85.00	—	—	—	—	—	—	—	—	—
22	2	58.0%	0.10	0.0181	-0.05	0.03	0.00/0.50	0.05	90.00	—	—	—	—	—	—	—	—	—
4	3	64.7%	0.07	0.0120	-0.04	0.02	0.00/0.70	0.01	95.00	—	—	—	—	—	—	—	—	—
1	1	74.1%	0.06	0.0091	-0.04	0.02	0.00/0.65	0.05	100.00	—	—	—	—	—	—	—	—	—

Greeks Profile

2026-11-20 · 19d · σ = 37.4%

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).