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

Underlying

$37.54

DTE

21d

2026-11-20

P/C Vol

4.03

P/C OI

0.20

ATM IV

51.1%

IV Skew

0.9%

25Δ put − call

Max Pain

$38

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
—	—	—	—	—	—	—	—	—	25.00	0.38	0.00/1.25	0.01	-0.05	0.0122	-0.08	141.3%	8	8
—	—	—	—	—	—	—	—	—	27.50	0.36	0.00/2.20	0.02	-0.06	0.0172	-0.14	140.6%	101	104
—	—	76.7%	0.91	0.0240	-0.03	0.01	4.00/7.90	8.40	30.00	0.21	0.00/2.25	0.02	-0.06	0.0244	-0.17	114.2%	100	108
2	—	50.4%	0.90	0.0390	-0.02	0.02	3.40/7.20	3.61	32.50	0.27	0.05/0.75	0.02	-0.03	0.0406	-0.13	57.8%	7	25
103	1	69.0%	0.70	0.0560	-0.05	0.03	2.65/5.20	3.00	35.00	0.80	0.05/1.35	0.03	-0.05	0.0567	-0.30	68.0%	2	55
120	5	52.5%	0.54	0.0840	-0.05	0.04	1.50/1.95	1.52	37.50	1.75	0.75/1.80	0.04	-0.04	0.0890	-0.46	49.6%	1	74
1.8k	32	67.1%	0.38	0.0632	-0.06	0.03	0.25/1.50	0.90	40.00	3.70	1.85/4.30	0.03	-0.06	0.0562	-0.59	76.7%	10	99
166	7	50.0%	0.17	0.0563	-0.03	0.02	0.10/0.70	0.43	42.50	7.24	3.50/7.30	0.02	-0.02	0.0562	-0.82	51.7%	5	5
30	1	78.1%	0.19	0.0392	-0.05	0.02	0.05/1.40	0.10	45.00	0.75	7.70/11.70	0.03	-0.10	0.0316	-0.67	127.8%	—	1
6	10	109.1%	0.22	0.0305	-0.07	0.03	0.00/2.35	0.45	47.50	1.10	10.20/14.10	0.03	-0.10	0.0273	-0.70	142.5%	—	1
52	1	119.5%	0.20	0.0259	-0.07	0.03	0.00/2.20	0.05	50.00	—	—	—	—	—	—	—	—	—
70	—	178.7%	0.14	0.0141	-0.09	0.02	0.00/2.15	1.55	65.00	—	—	—	—	—	—	—	—	—
1	—	194.2%	0.14	0.0125	-0.09	0.02	0.00/2.15	0.80	70.00	—	—	—	—	—	—	—	—	—
1	1	232.7%	0.12	0.0095	-0.10	0.02	0.00/2.15	0.95	85.00	—	—	—	—	—	—	—	—	—

Greeks Profile

2026-11-20 · 21d · σ = 51.1%

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).