Options · 15-min delayed

VOR

Options · 15-min delayed

VOR

Underlying

$20.65

DTE

22d

2026-11-20

P/C Vol

0.74

P/C OI

0.47

ATM IV

113.4%

IV Skew

89.3%

25Δ put − call

Max Pain

$18

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
183	43	216.8%	0.95	0.0096	-0.03	0.01	10.50/11.50	10.81	10.00	—	—	—	—	—	—	—	—	—
—	35	0.0%	1.00	—	-0.00	—	0.00/0.00	12.89	12.50	—	—	—	—	—	—	—	—	—
1	—	392.3%	0.79	0.0144	-0.13	0.01	7.50/12.50	6.70	15.00	0.35	0.00/1.60	0.01	-0.04	0.0298	-0.15	153.1%	—	—
263	260	92.9%	0.80	0.0589	-0.03	0.01	2.10/5.50	2.15	17.50	1.71	0.00/1.95	0.02	-0.04	0.0526	-0.23	113.5%	41	130
40	30	125.0%	0.61	0.0608	-0.06	0.02	0.95/4.90	1.10	20.00	3.48	0.60/3.00	0.02	-0.04	0.0747	-0.40	101.8%	11	16
—	1	12.5%	0.00	0.0168	-0.00	0.00	0.00/0.00	3.40	22.50	5.50	2.00/4.40	0.02	-0.04	0.0785	-0.59	97.8%	12	35
9	1	84.0%	0.21	0.0674	-0.03	0.01	0.00/1.00	1.05	25.00	6.80	4.00/6.90	0.02	-0.05	0.0586	-0.69	118.4%	211	90
98	5	134.3%	0.17	0.0370	-0.04	0.01	0.05/1.15	0.58	30.00	8.60	9.50/13.60	0.02	-0.09	0.0323	-0.65	225.5%	2	10
9	1	200.7%	0.21	0.0280	-0.07	0.01	0.00/2.15	0.30	35.00	12.70	14.50/18.70	0.02	-0.11	0.0264	-0.68	267.0%	—	5

Greeks Profile

2026-11-20 · 22d · σ = 113.4%

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).