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

Underlying

$58.51

DTE

19d

2026-11-20

P/C Vol

0.14

P/C OI

0.28

ATM IV

55.4%

IV Skew

6.2%

25Δ put − call

Max Pain

$55

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
1	1	65.6%	0.97	0.0083	-0.02	0.01	11.60/15.70	10.10	45.00	0.10	0.00/0.85	0.02	-0.04	0.0119	-0.07	84.0%	2	19
—	—	—	—	—	—	—	—	—	47.50	0.15	0.00/0.50	0.02	-0.02	0.0141	-0.06	61.5%	36	39
—	—	—	—	—	—	—	—	—	50.00	0.70	0.10/0.80	0.02	-0.04	0.0230	-0.10	58.1%	2	107
—	—	—	—	—	—	—	—	—	52.50	0.95	0.50/1.10	0.03	-0.05	0.0347	-0.17	55.1%	10	49
1.1k	375	59.3%	0.71	0.0435	-0.08	0.05	4.20/5.20	4.70	55.00	1.55	0.95/2.30	0.05	-0.07	0.0443	-0.29	57.9%	3	234
303	27	51.1%	0.59	0.0570	-0.07	0.05	3.10/3.30	3.10	57.50	3.35	1.70/3.80	0.05	-0.08	0.0490	-0.42	59.7%	4	37
580	32	50.3%	0.44	0.0588	-0.07	0.05	1.90/2.30	1.75	60.00	3.50	2.20/4.00	0.05	-0.08	0.0514	-0.54	57.9%	1	393
678	9	51.8%	0.32	0.0515	-0.07	0.05	0.80/1.35	1.01	62.50	6.00	3.40/5.70	0.05	-0.07	0.0466	-0.66	59.0%	1	50
188	99	50.6%	0.20	0.0417	-0.05	0.04	0.50/0.75	0.60	65.00	5.40	7.30/11.30	0.05	-0.12	0.0295	-0.64	94.8%	21	21
59	10	52.8%	0.13	0.0307	-0.04	0.03	0.20/0.75	0.30	67.50	—	—	—	—	—	—	—	—	—
424	25	54.7%	0.09	0.0218	-0.03	0.02	0.10/0.30	0.15	70.00	7.50	12.20/16.10	0.05	-0.13	0.0223	-0.70	116.4%	—	—
10	4	69.9%	0.11	0.0196	-0.05	0.02	0.00/0.95	0.08	72.50	—	—	—	—	—	—	—	—	—
16	2	56.3%	0.03	0.0096	-0.01	0.01	0.05/0.15	0.10	75.00	—	—	—	—	—	—	—	—	—
27	1	93.0%	0.09	0.0128	-0.05	0.02	0.00/1.00	0.05	80.00	—	—	—	—	—	—	—	—	—

Greeks Profile

2026-11-20 · 19d · σ = 55.4%

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).