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

Underlying

$40.57

DTE

21d

2026-11-20

P/C Vol

0.39

P/C OI

2.42

ATM IV

49.0%

IV Skew

-5.7%

25Δ put − call

Max Pain

$38

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
—	—	—	—	—	—	—	—	—	25.00	0.10	0.00/0.55	0.01	-0.02	0.0069	-0.04	126.2%	1	16
1	—	142.4%	0.91	0.0121	-0.06	0.02	12.10/13.90	8.60	27.50	0.10	0.00/0.50	0.01	-0.02	0.0093	-0.04	103.1%	13	31
1	—	113.3%	0.90	0.0164	-0.05	0.02	9.40/11.30	6.60	30.00	0.12	0.00/0.60	0.01	-0.02	0.0140	-0.06	87.8%	4	168
31	5	76.7%	0.91	0.0226	-0.03	0.02	7.10/8.50	4.60	32.50	0.15	0.05/0.15	0.01	-0.01	0.0148	-0.03	53.5%	20	3.5k
184	2	61.7%	0.86	0.0367	-0.04	0.02	5.20/6.10	5.75	35.00	0.40	0.10/0.40	0.02	-0.03	0.0362	-0.12	56.1%	27	7.1k
585	13	54.3%	0.75	0.0595	-0.04	0.03	3.40/4.00	3.80	37.50	1.00	0.65/1.05	0.03	-0.04	0.0612	-0.24	51.9%	25	3.6k
1.4k	213	47.2%	0.58	0.0851	-0.05	0.04	2.00/2.20	2.09	40.00	1.91	1.35/2.20	0.04	-0.04	0.0792	-0.42	50.8%	47	414
1.7k	3	57.6%	0.40	0.0690	-0.05	0.04	0.90/1.55	0.90	42.50	5.01	3.00/3.80	0.04	-0.05	0.0713	-0.60	55.5%	10	47
1.4k	134	46.1%	0.20	0.0615	-0.03	0.03	0.35/0.50	0.38	45.00	7.30	4.80/6.00	0.03	-0.04	0.0555	-0.73	61.0%	10	13
189	29	51.3%	0.12	0.0389	-0.02	0.02	0.05/0.30	0.20	47.50	7.35	8.00/10.20	0.04	-0.09	0.0334	-0.67	111.0%	—	3
619	1	51.2%	0.05	0.0216	-0.01	0.01	0.00/0.25	0.10	50.00	11.77	8.80/11.10	0.02	-0.03	0.0310	-0.86	72.9%	—	3
6	1	65.8%	0.03	0.0116	-0.01	0.01	0.00/0.20	0.02	55.00	—	—	—	—	—	—	—	—	—
11	—	95.3%	0.06	0.0122	-0.03	0.01	0.00/0.50	0.05	60.00	—	—	—	—	—	—	—	—	—

Greeks Profile

2026-11-20 · 21d · σ = 49.0%

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).