Options · 15-min delayed

TSN

Options · 15-min delayed

TSN

Underlying

$55.66

DTE

22d

2026-11-20

P/C Vol

0.61

P/C OI

0.33

ATM IV

38.2%

IV Skew

11.6%

25Δ put − call

Max Pain

$53

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
—	—	—	—	—	—	—	—	—	37.50	0.05	0.00/0.75	0.01	-0.03	0.0068	-0.05	104.3%	—	91
—	—	—	—	—	—	—	—	—	40.00	0.07	0.00/1.20	0.02	-0.04	0.0099	-0.07	101.9%	5	16
21	20	61.7%	0.97	0.0082	-0.02	0.01	11.30/15.30	8.00	42.50	0.08	0.00/0.15	0.01	-0.01	0.0061	-0.02	55.3%	2	88
10	5	90.9%	0.86	0.0180	-0.07	0.03	9.70/11.80	11.95	45.00	0.02	0.00/0.55	0.02	-0.02	0.0147	-0.06	59.1%	2	109
5	4	77.8%	0.83	0.0241	-0.07	0.04	7.30/9.40	6.68	47.50	0.25	0.05/0.25	0.02	-0.02	0.0211	-0.07	46.0%	2	442
26	1	57.0%	0.80	0.0355	-0.05	0.04	5.00/6.70	6.81	50.00	0.37	0.25/0.60	0.03	-0.03	0.0374	-0.15	45.6%	3	349
248	8	45.4%	0.73	0.0536	-0.05	0.05	3.30/4.40	4.15	52.50	0.69	0.55/1.40	0.05	-0.05	0.0509	-0.28	48.7%	1	160
429	12	38.1%	0.58	0.0751	-0.05	0.05	2.10/2.50	2.20	55.00	1.40	1.25/1.85	0.05	-0.04	0.0748	-0.42	38.3%	13	82
760	2	37.1%	0.39	0.0757	-0.05	0.05	1.10/1.35	1.00	57.50	2.42	2.55/3.70	0.05	-0.05	0.0617	-0.58	46.3%	24	8
2.4k	44	38.9%	0.24	0.0583	-0.04	0.04	0.20/0.75	0.40	60.00	—	—	—	—	—	—	—	—	—
186	2	38.7%	0.13	0.0392	-0.03	0.03	0.05/0.35	0.26	62.50	—	—	—	—	—	—	—	—	—
29	1	45.5%	0.10	0.0273	-0.02	0.02	0.00/0.30	0.20	65.00	12.56	7.90/11.40	0.05	-0.09	0.0275	-0.72	89.8%	3	—

Greeks Profile

2026-11-20 · 22d · σ = 38.2%

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).