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

Underlying

$59.55

DTE

18d

2026-11-20

P/C Vol

0.88

P/C OI

0.17

ATM IV

42.4%

IV Skew

6.8%

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
3	1	215.7%	0.91	0.0056	-0.13	0.02	24.00/28.50	21.00	35.00	0.50	0.00/1.15	0.01	-0.06	0.0046	-0.05	158.8%	1	2
—	—	0.0%	1.00	—	-0.00	—	0.00/0.00	12.40	40.00	0.85	0.00/0.00	0.00	-0.00	0.0001	-0.00	50.0%	1	—
—	—	—	—	—	—	—	—	—	45.00	0.46	0.00/1.95	0.02	-0.07	0.0122	-0.10	111.6%	5	243
51	1	58.2%	0.92	0.0185	-0.04	0.02	8.30/11.50	11.02	50.00	0.07	0.00/0.65	0.02	-0.03	0.0182	-0.07	57.0%	1	820
156	1	66.9%	0.73	0.0371	-0.09	0.04	3.60/6.30	5.35	55.00	0.44	0.15/0.75	0.04	-0.04	0.0463	-0.19	44.1%	1	143
1.4k	20	38.8%	0.49	0.0777	-0.06	0.05	0.25/1.95	1.85	60.00	1.80	1.00/2.80	0.05	-0.06	0.0655	-0.50	46.0%	3	33
1.4k	11	37.3%	0.16	0.0496	-0.03	0.03	0.20/0.45	0.35	65.00	4.30	5.30/6.30	0.04	-0.05	0.0477	-0.78	47.5%	1	41
653	250	65.7%	0.15	0.0273	-0.06	0.03	0.00/1.50	0.20	70.00	4.00	0.00/0.00	—	0.01	—	-1.00	0.0%	6	—
249	1	55.0%	0.04	0.0107	-0.02	0.01	0.00/0.25	0.10	75.00	20.54	0.00/0.00	—	0.01	—	-1.00	0.0%	10	—
3.5k	6	83.0%	0.07	0.0118	-0.04	0.02	0.00/0.75	0.11	80.00	26.09	0.00/0.00	—	0.01	—	-1.00	0.0%	232	—
91	1	105.1%	0.08	0.0108	-0.06	0.02	0.00/1.15	0.05	85.00	—	—	—	—	—	—	—	—	—
56	1	71.1%	0.01	0.0018	-0.00	0.00	0.00/0.05	0.05	90.00	—	—	—	—	—	—	—	—	—
10	1	78.9%	0.01	0.0014	-0.00	0.00	0.00/0.05	0.05	95.00	40.50	0.00/0.00	—	0.01	—	-1.00	0.0%	—	—

Greeks Profile

2026-11-20 · 18d · σ = 42.4%

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).