Options · 15-min delayed
Underlying
$77.41
DTE
22d
2026-11-20
P/C Vol
0.13
P/C OI
0.04
ATM IV
1.6%
IV Skew
0.0%
25Δ put − call
Max Pain
$45
| CALLS | Strike | PUTS | ||||||||||||||||
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| OI | Vol | IV | Δ | Γ | Θ | V | Bid/Ask | Last | Strike | Last | Bid/Ask | V | Θ | Γ | Δ | IV | Vol | OI |
| 17 | 1 | 199.3% | 0.95 | 0.0029 | -0.10 | 0.02 | 34.80/38.60 | 47.50 | 40.00 | — | — | — | — | — | — | — | — | — |
| — | 2 | 0.0% | 1.00 | — | -0.01 | — | 0.00/0.00 | 23.10 | 45.00 | 1.70 | 0.00/2.40 | 0.02 | -0.09 | 0.0039 | -0.06 | 170.0% | — | 10 |
| 13 | 3 | 98.7% | 0.97 | 0.0033 | -0.03 | 0.01 | 26.00/29.30 | 39.51 | 50.00 | 1.15 | 0.00/2.90 | 0.03 | -0.10 | 0.0054 | -0.09 | 151.4% | 1 | 16 |
| — | 1 | 0.0% | 1.00 | — | -0.01 | — | 0.00/0.00 | 16.84 | 55.00 | 0.65 | 0.00/0.00 | 0.00 | -0.00 | 0.0000 | -0.00 | 25.0% | 1 | — |
| — | 10 | 0.0% | 1.00 | — | -0.01 | — | 0.00/0.00 | 17.45 | 60.00 | 0.85 | 0.00/0.00 | 0.00 | -0.00 | 0.0000 | -0.00 | 25.0% | 1 | — |
| — | 2 | 0.0% | 1.00 | — | -0.01 | — | 0.00/0.00 | 19.90 | 65.00 | 0.75 | 0.00/0.00 | 0.00 | -0.00 | 0.0000 | -0.00 | 12.5% | 1 | — |
| — | 1 | 0.0% | 1.00 | — | -0.01 | — | 0.00/0.00 | 5.40 | 70.00 | 3.29 | 0.00/0.00 | 0.00 | -0.00 | 0.0006 | -0.00 | 12.5% | 1 | — |
| — | 1 | 0.0% | 1.00 | — | -0.01 | — | 0.00/0.00 | 4.50 | 75.00 | 3.30 | 0.00/0.00 | 0.00 | -0.00 | 0.0000 | -0.00 | 3.1% | 1 | — |
| — | 5 | 3.1% | 0.00 | 0.0003 | -0.00 | 0.00 | 0.00/0.00 | 2.30 | 80.00 | 10.71 | 0.00/0.00 | — | 0.01 | — | -1.00 | 0.0% | 2 | — |
| — | 10 | 6.3% | 0.00 | 0.0000 | -0.00 | 0.00 | 0.00/0.00 | 2.60 | 85.00 | 9.83 | 0.00/0.00 | — | 0.01 | — | -1.00 | 0.0% | 1 | — |
| 40 | 5 | 73.2% | 0.23 | 0.0219 | -0.10 | 0.06 | 0.15/3.40 | 5.40 | 90.00 | — | — | — | — | — | — | — | — | — |
| 14 | 1 | 79.0% | 0.17 | 0.0170 | -0.09 | 0.05 | 0.00/2.65 | 0.75 | 95.00 | — | — | — | — | — | — | — | — | — |
| — | 25 | 25.0% | 0.00 | 0.0000 | -0.00 | 0.00 | 0.00/0.00 | 2.62 | 100.00 | — | — | — | — | — | — | — | — | — |
| — | 1 | 25.0% | 0.00 | 0.0000 | -0.00 | 0.00 | 0.00/0.00 | 2.65 | 105.00 | — | — | — | — | — | — | — | — | — |
| — | 1 | 25.0% | 0.00 | 0.0000 | -0.00 | 0.00 | 0.00/0.00 | 1.85 | 110.00 | — | — | — | — | — | — | — | — | — |
| — | 1 | 25.0% | 0.00 | 0.0000 | -0.00 | 0.00 | 0.00/0.00 | 1.25 | 115.00 | — | — | — | — | — | — | — | — | — |
2026-11-20 · 22d · σ = 1.6%
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).