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

Underlying

$96.64

DTE

20d

2026-11-20

P/C Vol

0.42

P/C OI

0.73

ATM IV

39.4%

IV Skew

8.4%

25Δ put − call

Max Pain

$105

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
—	—	—	—	—	—	—	—	—	75.00	0.10	0.00/1.75	0.03	-0.07	0.0079	-0.08	84.7%	—	1
—	—	—	—	—	—	—	—	—	80.00	0.23	0.00/1.75	0.04	-0.07	0.0114	-0.10	68.0%	1	4
—	—	—	—	—	—	—	—	—	85.00	0.40	0.10/0.70	0.04	-0.05	0.0175	-0.11	48.1%	2	69
2	1	42.5%	0.79	0.0304	-0.08	0.07	6.50/8.00	8.45	90.00	1.35	0.90/1.40	0.07	-0.07	0.0302	-0.22	43.1%	10	103
6	81	36.2%	0.61	0.0470	-0.09	0.09	3.90/4.20	3.90	95.00	3.00	2.45/3.10	0.09	-0.09	0.0406	-0.40	42.2%	14	254
—	—	—	—	—	—	—	—	—	97.50	4.70	3.80/4.40	0.09	-0.09	0.0414	-0.51	42.6%	9	46
93	11	34.6%	0.36	0.0479	-0.08	0.08	1.15/1.85	1.40	100.00	6.22	5.30/6.70	0.09	-0.11	0.0336	-0.58	51.4%	13	935
661	30	37.1%	0.19	0.0322	-0.06	0.06	0.30/0.85	0.60	105.00	5.50	8.80/11.00	0.08	-0.11	0.0255	-0.69	61.3%	1	373
349	5	35.6%	0.07	0.0165	-0.03	0.03	0.00/0.25	0.15	110.00	13.40	13.70/15.70	0.06	-0.08	0.0209	-0.81	57.7%	2	133
434	6	40.5%	0.04	0.0092	-0.02	0.02	0.05/0.15	0.10	115.00	12.50	18.60/20.80	0.06	-0.09	0.0158	-0.83	69.4%	1	12
393	186	70.8%	0.11	0.0120	-0.08	0.04	0.00/1.75	0.25	120.00	13.51	23.40/26.00	0.05	-0.09	0.0127	-0.85	80.1%	92	113
156	2	54.0%	0.03	0.0049	-0.02	0.01	0.00/0.25	0.10	125.00	28.73	28.50/30.50	0.05	-0.08	0.0104	-0.88	85.8%	1	1
50	30	53.3%	0.01	0.0024	-0.01	0.01	0.00/0.05	0.35	130.00	26.89	33.10/35.30	0.04	-0.07	0.0083	-0.91	87.6%	7	50
1	—	80.6%	0.05	0.0055	-0.05	0.02	0.00/0.75	1.25	135.00	—	—	—	—	—	—	—	—	—

Greeks Profile

2026-11-20 · 20d · σ = 39.4%

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).