Options · 15-min delayed
Underlying
$8.33
DTE
20d
2026-11-20
P/C Vol
0.75
P/C OI
0.38
ATM IV
109.4%
IV Skew
-17.6%
25Δ put − call
Max Pain
$8
| CALLS | Strike | PUTS | ||||||||||||||||
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| OI | Vol | IV | Δ | Γ | Θ | V | Bid/Ask | Last | Strike | Last | Bid/Ask | V | Θ | Γ | Δ | IV | Vol | OI |
| 4 | 3 | 155.1% | 0.86 | 0.0727 | -0.02 | 0.00 | 0.30/4.90 | 2.00 | 6.00 | — | — | — | — | — | — | — | — | — |
| 384 | 1 | 109.0% | 0.62 | 0.1797 | -0.02 | 0.01 | 0.20/1.85 | 1.10 | 8.00 | 0.70 | 0.40/1.00 | 0.01 | -0.02 | 0.1784 | -0.38 | 109.8% | 20 | 422 |
| 668 | 21 | 127.3% | 0.46 | 0.1598 | -0.03 | 0.01 | 0.00/1.50 | 0.75 | 9.00 | 1.40 | 0.10/4.90 | 0.01 | -0.05 | 0.0762 | -0.43 | 263.7% | 100 | 114 |
| 152 | 12 | 367.6% | 0.59 | 0.0543 | -0.07 | 0.01 | 0.00/4.70 | 0.40 | 10.00 | 1.20 | 0.10/4.30 | 0.01 | -0.02 | 0.1387 | -0.66 | 135.7% | 12 | 112 |
| 77 | 102 | 194.9% | 0.35 | 0.0978 | -0.04 | 0.01 | 0.00/1.50 | 0.15 | 11.00 | 1.65 | 0.50/5.30 | 0.01 | -0.01 | 0.1198 | -0.81 | 117.6% | — | 1 |
| 84 | 9 | 133.2% | 0.16 | 0.0925 | -0.02 | 0.00 | 0.00/0.40 | 0.10 | 12.00 | — | — | — | — | — | — | — | — | — |
| 103 | 1 | 460.2% | 0.55 | 0.0441 | -0.09 | 0.01 | 0.00/4.90 | 0.90 | 13.00 | — | — | — | — | — | — | — | — | — |
| 6 | — | 480.5% | 0.54 | 0.0424 | -0.09 | 0.01 | 0.00/4.90 | 0.87 | 14.00 | — | — | — | — | — | — | — | — | — |
| 188 | 27 | 146.1% | 0.06 | 0.0427 | -0.01 | 0.00 | 0.00/0.15 | 0.07 | 15.00 | — | — | — | — | — | — | — | — | — |
| 56 | 1 | 131.3% | 0.02 | 0.0227 | -0.00 | 0.00 | 0.00/0.05 | 0.10 | 16.00 | — | — | — | — | — | — | — | — | — |
2026-11-20 · 20d · σ = 109.4%
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).