Options · 15-min delayed

XNCR

Options · 15-min delayed

XNCR

Underlying

$29.82

DTE

20d

2026-11-20

P/C Vol

0.20

P/C OI

0.43

ATM IV

99.2%

IV Skew

2.4%

25Δ put − call

Max Pain

$25

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
—	—	—	—	—	—	—	—	—	7.50	0.05	0.05/0.60	0.00	-0.03	0.0019	-0.02	363.3%	3	91
6	10	439.3%	0.94	0.0037	-0.09	0.01	17.50/21.20	15.59	10.00	0.10	0.00/0.60	0.00	-0.03	0.0029	-0.02	286.3%	1	10
36	3	340.8%	0.93	0.0055	-0.08	0.01	15.00/18.50	12.30	12.50	1.00	0.60/5.00	0.01	-0.14	0.0048	-0.09	483.2%	2	2
7	1	320.9%	0.90	0.0077	-0.10	0.01	12.50/16.50	11.10	15.00	—	—	—	—	—	—	—	—	—
4	1	265.4%	0.88	0.0108	-0.09	0.01	10.20/14.00	8.00	17.50	0.15	0.00/0.20	0.00	-0.01	0.0061	-0.02	121.5%	19	15
—	1	0.0%	1.00	—	-0.00	—	0.00/0.00	6.21	20.00	0.25	0.20/1.30	0.01	-0.05	0.0161	-0.10	159.0%	28	54
18	20	67.8%	0.97	0.0147	-0.01	0.00	5.80/9.00	7.00	22.50	0.50	0.20/1.00	0.01	-0.04	0.0245	-0.12	114.5%	1	165
6.3k	487	82.2%	0.85	0.0411	-0.04	0.02	3.50/7.30	5.20	25.00	1.10	0.00/1.95	0.02	-0.05	0.0384	-0.19	102.4%	53	5.6k
6.0k	5	98.0%	0.54	0.0580	-0.07	0.03	1.65/3.90	2.60	30.00	3.10	1.65/4.40	0.03	-0.07	0.0566	-0.46	100.4%	1	127
259	3	103.0%	0.30	0.0481	-0.06	0.02	0.05/2.55	1.24	35.00	—	—	—	—	—	—	—	—	—
1.4k	11	108.5%	0.15	0.0313	-0.05	0.02	0.05/1.20	0.50	40.00	—	—	—	—	—	—	—	—	—

Greeks Profile

2026-11-20 · 20d · σ = 99.2%

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).