Options · 15-min delayed
Underlying
$56.45
DTE
4d
2026-11-06
P/C Vol
0.82
P/C OI
0.72
ATM IV
51.3%
IV Skew
-33.5%
25Δ put − call
Max Pain
$53
| CALLS | Strike | PUTS | ||||||||||||||||
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| OI | Vol | IV | Δ | Γ | Θ | V | Bid/Ask | Last | Strike | Last | Bid/Ask | V | Θ | Γ | Δ | IV | Vol | OI |
| 15 | 8 | 83.5% | 0.94 | 0.0242 | -0.08 | 0.01 | 5.50/9.00 | 4.40 | 49.50 | 1.77 | 0.00/0.15 | 0.00 | -0.02 | 0.0119 | -0.02 | 60.4% | 1 | 21 |
| 32 | 23 | 168.4% | 0.78 | 0.0296 | -0.37 | 0.02 | 4.40/8.50 | 9.00 | 50.00 | 0.05 | 0.00/0.05 | 0.00 | -0.01 | 0.0102 | -0.01 | 52.3% | 2 | 3.8k |
| 171 | 1 | 65.6% | 0.94 | 0.0324 | -0.07 | 0.01 | 3.90/7.50 | 5.50 | 51.00 | 0.20 | 0.00/0.20 | 0.00 | -0.02 | 0.0212 | -0.03 | 52.0% | 7 | 38 |
| 74 | 9 | 140.0% | 0.74 | 0.0394 | -0.34 | 0.02 | 2.70/6.50 | 9.00 | 52.00 | 0.75 | 0.00/0.25 | 0.01 | -0.06 | 0.0431 | -0.08 | 56.3% | 13 | 45 |
| 83 | 4 | 72.4% | 0.81 | 0.0635 | -0.15 | 0.02 | 2.90/5.50 | 4.12 | 53.00 | 0.30 | 0.00/0.45 | 0.01 | -0.10 | 0.0652 | -0.14 | 58.1% | 10 | 59 |
| 2.5k | 8 | 60.3% | 0.77 | 0.0850 | -0.14 | 0.02 | 2.10/4.30 | 2.38 | 54.00 | 0.05 | 0.00/0.05 | 0.00 | -0.01 | 0.0519 | -0.03 | 23.2% | 2 | 27 |
| 392 | 11 | 53.2% | 0.69 | 0.1117 | -0.14 | 0.02 | 0.30/2.35 | 1.79 | 55.00 | 0.15 | 0.10/0.30 | 0.02 | -0.06 | 0.1566 | -0.19 | 29.2% | 23 | 43 |
| 3.0k | 6 | 50.9% | 0.57 | 0.1304 | -0.15 | 0.02 | 0.00/1.70 | 1.35 | 56.00 | 0.60 | 0.00/2.55 | 0.02 | -0.15 | 0.1281 | -0.43 | 51.8% | 41 | 8 |
| 46 | 8 | 36.3% | 0.41 | 0.1815 | -0.11 | 0.02 | 0.00/0.80 | 0.80 | 57.00 | 0.50 | 0.35/2.90 | 0.02 | -0.26 | 0.0747 | -0.52 | 90.2% | — | 10 |
| 145 | 92 | 41.7% | 0.28 | 0.1361 | -0.11 | 0.02 | 0.00/0.60 | 0.11 | 58.00 | 1.67 | 0.20/2.95 | 0.02 | -0.19 | 0.0901 | -0.63 | 71.2% | 20 | 204 |
| 44 | 17 | 56.7% | 0.24 | 0.0927 | -0.13 | 0.02 | 0.00/0.70 | 0.05 | 59.00 | 2.62 | 0.60/4.70 | 0.02 | -0.31 | 0.0579 | -0.63 | 110.8% | 10 | 54 |
| 701 | 27 | 29.5% | 0.03 | 0.0346 | -0.01 | 0.00 | 0.00/0.05 | 0.03 | 60.00 | — | — | — | — | — | — | — | — | — |
| 57 | 1 | 41.4% | 0.04 | 0.0349 | -0.03 | 0.01 | 0.00/0.10 | 0.04 | 61.00 | — | — | — | — | — | — | — | — | — |
| 192 | — | 41.6% | 0.02 | 0.0171 | -0.01 | 0.00 | 0.00/0.05 | 0.05 | 62.00 | 4.40 | 3.40/7.70 | 0.02 | -0.36 | 0.0403 | -0.71 | 144.8% | — | — |
| 587 | — | 47.3% | 0.01 | 0.0132 | -0.01 | 0.00 | 0.00/0.05 | 0.06 | 63.00 | 5.10 | 4.60/8.70 | 0.00 | -0.02 | 0.0205 | -0.97 | 54.1% | — | 3 |
| 12 | — | 124.3% | 0.19 | 0.0364 | -0.25 | 0.02 | 0.00/2.35 | 0.10 | 64.00 | — | — | — | — | — | — | — | — | — |
| — | — | — | — | — | — | — | — | — | 65.00 | 7.20 | 6.40/10.70 | 0.02 | -0.40 | 0.0308 | -0.75 | 173.8% | — | — |
2026-11-06 · 4d · σ = 51.3%
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).