Options · 15-min delayed
Underlying
$29.07
DTE
21d
2026-11-20
P/C Vol
1.33
P/C OI
0.22
ATM IV
12.0%
IV Skew
-9.4%
25Δ put − call
Max Pain
$28
| CALLS | Strike | PUTS | ||||||||||||||||
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| OI | Vol | IV | Δ | Γ | Θ | V | Bid/Ask | Last | Strike | Last | Bid/Ask | V | Θ | Γ | Δ | IV | Vol | OI |
| 3 | 3 | 29.6% | 0.87 | 0.1038 | -0.01 | 0.01 | 0.40/2.25 | 2.10 | 27.00 | — | — | — | — | — | — | — | — | — |
| 449 | 10 | 30.0% | 0.72 | 0.1598 | -0.02 | 0.02 | 1.00/1.50 | 1.00 | 28.00 | 0.05 | 0.00/0.10 | 0.02 | -0.01 | 0.2015 | -0.14 | 15.6% | 49 | 102 |
| 1.4k | 30 | 10.7% | 0.58 | 0.5227 | -0.01 | 0.03 | 0.20/0.35 | 0.26 | 29.00 | 0.19 | 0.10/0.35 | 0.03 | -0.01 | 0.4239 | -0.43 | 13.3% | 113 | 393 |
| 262 | 21 | 18.3% | 0.26 | 0.2562 | -0.01 | 0.02 | 0.05/0.20 | 0.10 | 30.00 | — | — | — | — | — | — | — | — | — |
| 111 | 50 | 25.0% | 0.16 | 0.1393 | -0.01 | 0.02 | 0.00/0.15 | 0.08 | 31.00 | 2.13 | 0.20/4.00 | 0.03 | -0.06 | 0.0578 | -0.56 | 97.9% | — | — |
| 12 | 11 | 50.4% | 0.24 | 0.0881 | -0.03 | 0.02 | 0.00/1.00 | 0.21 | 32.00 | 3.18 | 1.10/4.60 | 0.03 | -0.06 | 0.0575 | -0.62 | 95.3% | — | — |
| 1 | — | 57.9% | 0.21 | 0.0704 | -0.03 | 0.02 | 0.00/0.95 | 0.04 | 33.00 | 3.82 | 2.10/5.60 | 0.03 | -0.06 | 0.0507 | -0.64 | 105.7% | 1 | 2 |
| — | — | — | — | — | — | — | — | — | 34.00 | 5.14 | 3.10/6.60 | 0.03 | -0.07 | 0.0455 | -0.66 | 115.1% | 1 | — |
| — | — | — | — | — | — | — | — | — | 35.00 | 6.13 | 4.10/7.60 | 0.02 | -0.07 | 0.0414 | -0.68 | 124.0% | 1 | — |
| — | — | — | — | — | — | — | — | — | 36.00 | 6.94 | 5.10/8.60 | 0.02 | -0.07 | 0.0380 | -0.69 | 132.3% | 1 | — |
2026-11-20 · 21d · σ = 12.0%
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).