Options · 15-min delayed
Underlying
$46.58
DTE
24d
2026-11-20
P/C Vol
0.72
P/C OI
0.42
ATM IV
46.4%
IV Skew
2.3%
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 | 0.12 | 0.00/0.75 | 0.01 | -0.03 | 0.0098 | -0.06 | 97.0% | 1 | 3 |
| — | — | — | — | — | — | — | — | — | 35.00 | 0.14 | 0.00/0.75 | 0.02 | -0.03 | 0.0135 | -0.07 | 80.9% | 4 | 84 |
| — | — | — | — | — | — | — | — | — | 37.50 | 0.15 | 0.10/0.30 | 0.01 | -0.01 | 0.0164 | -0.05 | 55.7% | 2 | 13 |
| — | — | — | — | — | — | — | — | — | 40.00 | 0.35 | 0.05/0.65 | 0.03 | -0.03 | 0.0309 | -0.14 | 60.6% | 1 | 21 |
| 7 | 1 | 68.9% | 0.73 | 0.0399 | -0.06 | 0.04 | 4.10/5.70 | 2.70 | 42.50 | 0.47 | 0.30/0.55 | 0.03 | -0.02 | 0.0517 | -0.17 | 41.1% | 10 | 40 |
| 55 | 22 | 56.2% | 0.63 | 0.0562 | -0.06 | 0.05 | 2.35/3.60 | 3.25 | 45.00 | 1.17 | 0.70/1.50 | 0.04 | -0.04 | 0.0688 | -0.35 | 45.2% | 5 | 99 |
| 304 | 1 | 47.6% | 0.47 | 0.0700 | -0.05 | 0.05 | 1.00/1.95 | 1.75 | 47.50 | — | — | — | — | — | — | — | — | — |
| 244 | 8 | 42.8% | 0.29 | 0.0666 | -0.04 | 0.04 | 0.15/0.90 | 0.50 | 50.00 | — | — | — | — | — | — | — | — | — |
| 2 | — | 48.1% | 0.19 | 0.0470 | -0.03 | 0.03 | 0.05/0.60 | 0.30 | 52.50 | — | — | — | — | — | — | — | — | — |
2026-11-20 · 24d · σ = 46.4%
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).