Options · 15-min delayed
Underlying
$100.07
DTE
20d
2026-11-20
P/C Vol
1.10
P/C OI
0.57
ATM IV
85.3%
IV Skew
0.6%
25Δ put − call
Max Pain
$115
| CALLS | Strike | PUTS | ||||||||||||||||
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| OI | Vol | IV | Δ | Γ | Θ | V | Bid/Ask | Last | Strike | Last | Bid/Ask | V | Θ | Γ | Δ | IV | Vol | OI |
| 12 | 1 | 547.7% | 0.84 | 0.0019 | -0.80 | 0.06 | 57.90/61.50 | 80.80 | 65.00 | 0.40 | 0.00/2.55 | 0.03 | -0.11 | 0.0040 | -0.07 | 140.4% | 1 | 14 |
| — | 4 | 0.0% | 1.00 | — | -0.01 | — | 0.00/0.00 | 66.90 | 70.00 | 0.50 | 0.00/1.75 | 0.03 | -0.08 | 0.0048 | -0.06 | 109.6% | 1 | 36 |
| 6 | 2 | 94.1% | 0.92 | 0.0065 | -0.09 | 0.03 | 24.30/27.70 | 40.49 | 75.00 | 0.30 | 0.00/3.20 | 0.04 | -0.12 | 0.0070 | -0.10 | 110.4% | 9 | 65 |
| — | 1 | 0.0% | 1.00 | — | -0.01 | — | 0.00/0.00 | 56.62 | 80.00 | 1.98 | 0.75/2.95 | 0.05 | -0.12 | 0.0095 | -0.13 | 96.9% | 1 | 55 |
| 50 | 1 | 92.3% | 0.81 | 0.0126 | -0.15 | 0.06 | 16.10/19.50 | 29.88 | 85.00 | 3.35 | 1.65/3.70 | 0.06 | -0.14 | 0.0126 | -0.19 | 91.5% | 2 | 54 |
| 11 | 1 | 269.1% | 0.69 | 0.0056 | -0.56 | 0.08 | 27.80/31.00 | 55.43 | 90.00 | 4.50 | 2.70/5.40 | 0.08 | -0.17 | 0.0157 | -0.27 | 89.4% | 3 | 71 |
| 50 | 20 | 84.9% | 0.65 | 0.0187 | -0.19 | 0.09 | 9.20/12.20 | 39.00 | 95.00 | 7.50 | 4.40/7.20 | 0.09 | -0.18 | 0.0183 | -0.36 | 86.8% | 1 | 53 |
| 24 | 3 | 81.8% | 0.54 | 0.0207 | -0.20 | 0.09 | 6.30/9.40 | 6.90 | 100.00 | 9.00 | 6.60/10.30 | 0.09 | -0.20 | 0.0190 | -0.45 | 88.8% | 1 | 70 |
| 7 | 3 | 86.2% | 0.45 | 0.0196 | -0.20 | 0.09 | 4.90/7.50 | 5.15 | 105.00 | 8.00 | 10.50/12.40 | 0.09 | -0.20 | 0.0189 | -0.54 | 89.5% | 37 | 54 |
| 22 | 29 | 84.3% | 0.36 | 0.0189 | -0.19 | 0.09 | 2.60/6.20 | 4.28 | 110.00 | 16.41 | 13.30/16.30 | 0.09 | -0.19 | 0.0180 | -0.63 | 89.5% | 3 | 110 |
| 56 | 1 | 83.3% | 0.27 | 0.0170 | -0.17 | 0.08 | 1.25/4.90 | 8.76 | 115.00 | 20.10 | 17.10/19.70 | 0.08 | -0.17 | 0.0165 | -0.71 | 88.2% | 15 | 27 |
| 213 | 9 | 82.5% | 0.20 | 0.0146 | -0.14 | 0.07 | 1.10/3.10 | 1.88 | 120.00 | 24.30 | 21.20/24.30 | 0.07 | -0.15 | 0.0142 | -0.76 | 92.5% | 2 | 38 |
| 39 | 1 | 88.1% | 0.17 | 0.0122 | -0.13 | 0.06 | 0.65/2.90 | 2.10 | 125.00 | 27.20 | 25.80/28.70 | 0.06 | -0.14 | 0.0122 | -0.80 | 96.6% | 2 | 29 |
| 61 | 2 | 92.0% | 0.14 | 0.0102 | -0.12 | 0.05 | 0.20/2.70 | 1.35 | 130.00 | 19.50 | 29.50/33.20 | 0.05 | -0.10 | 0.0101 | -0.86 | 91.5% | 1 | 7 |
| 196 | 2 | 101.3% | 0.13 | 0.0088 | -0.13 | 0.05 | 0.05/2.90 | 2.40 | 135.00 | 25.36 | 34.40/37.80 | 0.04 | -0.09 | 0.0085 | -0.89 | 95.1% | 1 | 7 |
| 163 | 1 | 103.8% | 0.11 | 0.0075 | -0.11 | 0.04 | 0.00/2.40 | 2.02 | 140.00 | 29.63 | 38.90/42.50 | 0.03 | -0.06 | 0.0067 | -0.92 | 93.3% | 8 | 12 |
2026-11-20 · 20d · σ = 85.3%
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).