Options · 15-min delayed

CRS

Options · 15-min delayed

CRS

Underlying

$283.08

DTE

20d

2026-11-20

P/C Vol

0.23

P/C OI

0.41

ATM IV

56.2%

IV Skew

-2.5%

25Δ put − call

Max Pain

$340

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
5	3	59.8%	0.66	0.0092	-0.38	0.24	20.40/26.00	29.00	270.00	8.50	8.20/10.30	0.24	-0.32	0.0097	-0.33	56.3%	6	200
32	5	61.2%	0.57	0.0097	-0.42	0.26	16.10/20.00	32.00	280.00	10.64	9.60/15.00	0.26	-0.32	0.0116	-0.43	51.2%	4	31
205	14	56.6%	0.46	0.0106	-0.39	0.26	10.30/14.30	12.16	290.00	17.20	16.30/21.40	0.26	-0.34	0.0108	-0.54	55.3%	7	21
47	5	58.8%	0.37	0.0097	-0.38	0.25	6.60/12.00	10.27	300.00	12.10	23.70/27.90	0.25	-0.33	0.0099	-0.64	57.2%	2	20
173	2	56.6%	0.27	0.0089	-0.32	0.22	3.50/8.60	9.43	310.00	32.20	30.10/35.20	0.22	-0.27	0.0090	-0.73	55.2%	2	86
10	3	59.4%	0.21	0.0074	-0.29	0.19	1.15/8.10	7.30	320.00	39.70	37.80/44.00	0.18	-0.23	0.0075	-0.80	56.1%	3	8
27	4	58.8%	0.15	0.0060	-0.23	0.16	1.85/4.20	2.05	330.00	51.47	45.90/53.00	0.15	-0.17	0.0060	-0.86	55.6%	1	14
11	4	58.9%	0.11	0.0047	-0.18	0.12	0.40/3.60	1.50	340.00	37.00	56.60/61.80	0.13	-0.16	0.0048	-0.88	61.0%	10	104
63	30	63.0%	0.09	0.0039	-0.17	0.11	0.55/2.90	0.82	350.00	71.30	64.90/71.30	0.09	-0.09	0.0035	-0.93	57.7%	3	388
11	2	69.8%	0.08	0.0034	-0.18	0.10	0.00/3.60	0.49	360.00	80.06	75.10/81.00	0.08	-0.08	0.0029	-0.94	62.9%	1	52

Greeks Profile

2026-11-20 · 20d · σ = 56.2%

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).

選擇權

Greeks Profile

Greeks Profile