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

Underlying

$20.06

DTE

21d

2026-11-20

P/C Vol

0.01

P/C OI

13.34

ATM IV

31.2%

IV Skew

-1.5%

25Δ put − call

Max Pain

$20

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
2	—	291.0%	0.84	0.0177	-0.08	0.01	4.90/9.00	5.90	13.00	—	—	—	—	—	—	—	—	—
1	—	260.0%	0.81	0.0214	-0.08	0.01	3.90/8.00	6.00	14.00	—	—	—	—	—	—	—	—	—
—	—	—	—	—	—	—	—	—	17.00	0.05	0.00/0.95	0.01	-0.02	0.0638	-0.17	83.7%	70	70
5	4	88.0%	0.74	0.0772	-0.03	0.02	1.35/2.90	2.48	18.00	0.10	0.00/0.50	0.01	-0.02	0.0920	-0.22	67.0%	21	39
31	20	64.0%	0.67	0.1173	-0.03	0.02	0.75/1.85	1.30	19.00	0.20	0.05/0.35	0.02	-0.01	0.1709	-0.26	39.3%	32	2.6k
120	21k	33.4%	0.54	0.2468	-0.02	0.02	0.50/0.70	0.65	20.00	0.50	0.40/0.55	0.02	-0.01	0.2849	-0.45	28.9%	10	4.8k
106	4	40.7%	0.35	0.1884	-0.02	0.02	0.10/0.45	0.33	21.00	1.10	0.70/1.45	0.02	-0.02	0.1770	-0.64	43.9%	5	60
99	10	43.2%	0.21	0.1378	-0.01	0.01	0.00/0.25	0.15	22.00	2.30	0.95/2.50	0.02	-0.02	0.1160	-0.70	62.2%	1	9
94	2	51.0%	0.15	0.0951	-0.01	0.01	0.00/0.20	0.15	23.00	1.93	0.60/4.60	0.02	-0.06	0.0594	-0.60	135.2%	5	5
103	1	50.8%	0.08	0.0621	-0.01	0.01	0.00/0.10	0.05	24.00	1.00	1.60/4.90	0.02	-0.04	0.0648	-0.70	111.3%	—	—
6	2	51.2%	0.04	0.0375	-0.01	0.00	0.00/0.05	0.08	25.00	—	—	—	—	—	—	—	—	—
—	—	—	—	—	—	—	—	—	26.00	6.54	4.10/8.10	0.01	-0.01	0.0448	-0.91	74.4%	—	—
1	—	103.2%	0.14	0.0455	-0.03	0.01	0.00/0.75	0.95	27.00	—	—	—	—	—	—	—	—	—
1	1	111.3%	0.13	0.0404	-0.03	0.01	0.00/0.75	0.07	28.00	—	—	—	—	—	—	—	—	—

Greeks Profile

2026-11-20 · 21d · σ = 31.2%

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).