Options · 15-min delayed
Underlying
$39.50
DTE
5d
2026-11-06
P/C Vol
0.84
P/C OI
1.66
ATM IV
78.5%
IV Skew
-2.6%
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 |
| — | — | — | — | — | — | — | — | — | 32.50 | 0.05 | 0.00/0.55 | 0.01 | -0.06 | 0.0229 | -0.06 | 111.9% | 10 | 11 |
| — | — | — | — | — | — | — | — | — | 34.50 | 0.23 | 0.00/0.45 | 0.01 | -0.05 | 0.0354 | -0.07 | 80.7% | 44 | 15 |
| — | — | — | — | — | — | — | — | — | 35.00 | 0.30 | 0.00/0.55 | 0.01 | -0.06 | 0.0432 | -0.09 | 78.9% | 44 | 242 |
| — | — | — | — | — | — | — | — | — | 36.00 | 0.53 | 0.10/0.65 | 0.01 | -0.07 | 0.0621 | -0.13 | 73.3% | 160 | 209 |
| — | — | — | — | — | — | — | — | — | 36.50 | 0.63 | 0.05/0.75 | 0.01 | -0.07 | 0.0739 | -0.15 | 68.0% | 14 | 6 |
| — | — | — | — | — | — | — | — | — | 37.00 | 0.79 | 0.50/1.00 | 0.01 | -0.11 | 0.0806 | -0.23 | 81.4% | 51 | 82 |
| — | — | — | — | — | — | — | — | — | 38.00 | 1.09 | 0.85/1.05 | 0.02 | -0.12 | 0.1028 | -0.31 | 74.2% | 18 | 47 |
| 66 | 6 | 80.3% | 0.63 | 0.1019 | -0.14 | 0.02 | 1.05/3.50 | 2.01 | 38.50 | — | — | — | — | — | — | — | — | — |
| 9 | 7 | 82.5% | 0.57 | 0.1028 | -0.15 | 0.02 | 1.40/2.70 | 1.55 | 39.00 | 1.30 | 0.80/1.50 | 0.02 | -0.11 | 0.1318 | -0.41 | 64.0% | 16 | 48 |
| 58 | 18 | 80.3% | 0.52 | 0.1073 | -0.15 | 0.02 | 1.45/2.05 | 1.75 | 39.50 | 1.87 | 1.25/2.10 | 0.02 | -0.14 | 0.1123 | -0.48 | 76.8% | 65 | 29 |
| 133 | 118 | 78.0% | 0.47 | 0.1102 | -0.15 | 0.02 | 1.30/1.65 | 1.45 | 40.00 | 1.99 | 0.70/2.75 | 0.02 | -0.12 | 0.1287 | -0.55 | 66.6% | 29 | 375 |
| 15 | 17 | 84.1% | 0.42 | 0.1006 | -0.15 | 0.02 | 1.00/1.80 | 0.99 | 40.50 | 1.50 | 1.10/2.65 | 0.02 | -0.10 | 0.1379 | -0.62 | 59.6% | 1 | 17 |
| 30 | 44 | 55.5% | 0.30 | 0.1350 | -0.09 | 0.02 | 0.15/1.10 | 1.00 | 41.00 | 2.43 | 2.05/3.30 | 0.02 | -0.14 | 0.0993 | -0.63 | 82.2% | 43 | 75 |
| 25 | 159 | 76.9% | 0.31 | 0.0992 | -0.13 | 0.02 | 0.00/1.80 | 0.65 | 41.50 | 3.28 | 1.80/4.10 | 0.02 | -0.13 | 0.0970 | -0.68 | 79.3% | 14 | 11 |
| 47 | 41 | 62.7% | 0.21 | 0.1006 | -0.09 | 0.01 | 0.20/0.80 | 0.60 | 42.00 | 2.38 | 1.50/4.50 | 0.01 | -0.08 | 0.1006 | -0.79 | 62.7% | 2 | 68 |
| 67 | 27 | 74.8% | 0.22 | 0.0847 | -0.10 | 0.01 | 0.45/0.75 | 0.63 | 42.50 | — | — | — | — | — | — | — | — | — |
| 27 | 8 | 86.8% | 0.22 | 0.0734 | -0.12 | 0.01 | 0.20/1.20 | 0.49 | 43.00 | 4.16 | 3.40/5.00 | 0.01 | -0.11 | 0.0734 | -0.78 | 86.8% | 8 | 197 |
| — | — | — | — | — | — | — | — | — | 43.50 | 4.00 | 2.80/6.40 | 0.01 | -0.10 | 0.0667 | -0.81 | 87.1% | — | 2 |
2026-11-06 · 5d · σ = 78.5%
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).