Options · 15-min delayed
Underlying
$86.50
DTE
22d
2026-11-20
P/C Vol
1.30
P/C OI
0.53
ATM IV
50.2%
IV Skew
0.5%
25Δ put − call
Max Pain
$85
| CALLS | Strike | PUTS | ||||||||||||||||
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| OI | Vol | IV | Δ | Γ | Θ | V | Bid/Ask | Last | Strike | Last | Bid/Ask | V | Θ | Γ | Δ | IV | Vol | OI |
| 24 | 1 | 0.0% | 1.00 | — | -0.01 | — | 30.60/34.50 | 36.50 | 50.00 | 1.20 | 0.00/1.00 | 0.02 | -0.05 | 0.0026 | -0.03 | 135.4% | 14 | 17 |
| — | — | — | — | — | — | — | — | — | 55.00 | 0.10 | 0.00/0.05 | 0.00 | -0.00 | 0.0007 | -0.00 | 71.9% | 3 | 102 |
| 4 | 2 | 117.8% | 0.92 | 0.0058 | -0.09 | 0.03 | 24.80/27.60 | 25.97 | 60.00 | 0.07 | 0.00/0.10 | 0.00 | -0.01 | 0.0016 | -0.01 | 64.8% | 1 | 370 |
| 2 | 2 | 97.7% | 0.91 | 0.0080 | -0.09 | 0.04 | 19.90/22.60 | 23.53 | 65.00 | 0.15 | 0.00/0.25 | 0.01 | -0.01 | 0.0040 | -0.02 | 60.0% | 10 | 303 |
| 66 | 60 | 87.1% | 0.87 | 0.0117 | -0.10 | 0.05 | 15.10/18.00 | 13.71 | 70.00 | 0.58 | 0.05/1.00 | 0.03 | -0.04 | 0.0103 | -0.07 | 63.3% | 8 | 713 |
| 43 | 1 | 56.7% | 0.87 | 0.0178 | -0.07 | 0.05 | 11.20/13.70 | 9.05 | 75.00 | 0.75 | 0.50/0.95 | 0.04 | -0.05 | 0.0175 | -0.11 | 51.9% | 8 | 500 |
| 220 | 1 | 57.2% | 0.74 | 0.0267 | -0.10 | 0.07 | 7.10/8.70 | 7.05 | 80.00 | 1.87 | 1.50/1.70 | 0.07 | -0.07 | 0.0290 | -0.24 | 50.0% | 16 | 441 |
| 1.5k | 3 | 51.4% | 0.59 | 0.0357 | -0.10 | 0.08 | 4.80/5.20 | 4.89 | 85.00 | 3.70 | 3.10/3.50 | 0.08 | -0.09 | 0.0373 | -0.41 | 49.0% | 8 | 718 |
| 738 | 14 | 49.6% | 0.40 | 0.0368 | -0.10 | 0.08 | 2.60/2.85 | 2.39 | 90.00 | 7.23 | 5.70/6.20 | 0.08 | -0.08 | 0.0380 | -0.60 | 47.8% | 1 | 453 |
| 913 | 81 | 47.8% | 0.24 | 0.0304 | -0.07 | 0.07 | 0.80/1.35 | 1.15 | 95.00 | 9.30 | 8.50/10.70 | 0.07 | -0.09 | 0.0271 | -0.71 | 59.8% | 1 | 317 |
| 2.2k | 21 | 48.6% | 0.13 | 0.0203 | -0.05 | 0.04 | 0.40/0.65 | 0.45 | 100.00 | 17.10 | 13.50/15.80 | 0.06 | -0.06 | 0.0211 | -0.82 | 58.3% | 2 | 16 |
| 187 | 5 | 51.1% | 0.07 | 0.0127 | -0.03 | 0.03 | 0.00/0.70 | 0.15 | 105.00 | 21.20 | 20.80/24.10 | 0.07 | -0.18 | 0.0143 | -0.71 | 113.0% | 2 | 2 |
| 652 | 1 | 65.1% | 0.08 | 0.0107 | -0.05 | 0.03 | 0.00/1.00 | 0.20 | 110.00 | 23.30 | 0.00/0.00 | — | 0.01 | — | -1.00 | 0.0% | 1 | — |
| 797 | 2 | 58.8% | 0.03 | 0.0054 | -0.02 | 0.01 | 0.00/0.30 | 0.06 | 115.00 | 31.29 | 0.00/0.00 | — | 0.01 | — | -1.00 | 0.0% | 105 | — |
| 66 | 8 | 64.0% | 0.02 | 0.0041 | -0.02 | 0.01 | 0.00/0.25 | 0.05 | 120.00 | 22.75 | 27.00/29.30 | — | 0.01 | — | -1.00 | 0.0% | 1 | 1 |
| — | 2 | 25.0% | 0.00 | 0.0000 | -0.00 | 0.00 | 0.00/0.00 | 0.10 | 125.00 | — | — | — | — | — | — | — | — | — |
| — | — | — | — | — | — | — | — | — | 130.00 | 42.30 | 0.00/0.00 | — | 0.02 | — | -1.00 | 0.0% | 50 | — |
2026-11-20 · 22d · σ = 50.2%
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).