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

Underlying

$96.62

DTE

19d

2026-11-20

P/C Vol

0.58

P/C OI

0.59

ATM IV

58.8%

IV Skew

-1.2%

25Δ put − call

Max Pain

$85

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
4	1	170.9%	0.98	0.0010	-0.04	0.01	50.00/53.80	48.85	45.00	—	—	—	—	—	—	—	—	—
21	1	116.1%	0.97	0.0024	-0.05	0.01	35.10/38.80	30.65	60.00	0.10	0.00/0.55	0.01	-0.04	0.0022	-0.02	112.3%	10	43
—	—	—	—	—	—	—	—	—	65.00	0.09	0.00/0.20	0.01	-0.01	0.0018	-0.01	81.1%	3	42
7	1	85.8%	0.96	0.0045	-0.05	0.02	25.50/28.50	23.50	70.00	0.25	0.00/0.30	0.01	-0.02	0.0030	-0.02	72.2%	2	172
9	1	76.2%	0.94	0.0071	-0.06	0.03	20.60/23.70	21.09	75.00	0.32	0.10/0.45	0.02	-0.03	0.0057	-0.04	65.9%	20	167
73	2	74.4%	0.89	0.0117	-0.09	0.04	16.40/19.00	16.47	80.00	0.75	0.35/0.95	0.03	-0.06	0.0109	-0.08	64.0%	52	283
552	6	70.7%	0.81	0.0172	-0.12	0.06	12.20/14.80	12.18	85.00	1.78	0.85/1.75	0.05	-0.08	0.0179	-0.16	60.9%	25	133
133	47	66.0%	0.71	0.0234	-0.14	0.08	8.40/10.90	8.77	90.00	3.00	1.55/3.60	0.07	-0.11	0.0251	-0.27	60.1%	5	75
201	32	61.5%	0.58	0.0288	-0.15	0.09	5.50/7.20	6.13	95.00	5.35	2.80/5.70	0.09	-0.12	0.0315	-0.42	56.1%	11	103
651	79	61.4%	0.44	0.0291	-0.14	0.09	3.50/4.70	4.25	100.00	8.95	6.60/8.70	0.09	-0.14	0.0283	-0.56	63.3%	4	251
273	60	54.0%	0.28	0.0281	-0.11	0.07	0.95/2.95	2.28	105.00	—	—	—	—	—	—	—	—	—
242	27	62.5%	0.21	0.0207	-0.11	0.06	1.00/2.10	1.31	110.00	—	—	—	—	—	—	—	—	—
17	2	57.4%	0.11	0.0145	-0.06	0.04	0.25/1.05	0.81	115.00	25.10	17.60/20.10	0.03	-0.04	0.0135	-0.91	52.9%	17	17
50	2	63.1%	0.08	0.0105	-0.05	0.03	0.25/0.75	0.46	120.00	—	—	—	—	—	—	—	—	—

Greeks Profile

2026-11-20 · 19d · σ = 58.8%

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).