Options · 15-min delayed
Underlying
$2.34
DTE
19d
2026-11-20
P/C Vol
0.16
P/C OI
6.72
ATM IV
221.9%
IV Skew
-84.4%
25Δ put − call
Max Pain
$4
| CALLS | Strike | PUTS | ||||||||||||||||
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| OI | Vol | IV | Δ | Γ | Θ | V | Bid/Ask | Last | Strike | Last | Bid/Ask | V | Θ | Γ | Δ | IV | Vol | OI |
| 59 | 51 | 193.8% | 0.98 | 0.0383 | -0.00 | 0.00 | 0.85/1.85 | 1.40 | 1.00 | — | — | — | — | — | — | — | — | — |
| 337 | 1 | 264.1% | 0.71 | 0.2411 | -0.01 | 0.00 | 0.45/1.00 | 0.50 | 2.00 | 0.30 | 0.15/0.30 | 0.00 | -0.01 | 0.3487 | -0.28 | 179.7% | 10 | 9.2k |
| 316 | 4 | 168.8% | 0.33 | 0.4008 | -0.01 | 0.00 | 0.10/0.25 | 0.15 | 3.00 | 0.79 | 0.50/1.25 | 0.00 | -0.01 | 0.3733 | -0.64 | 187.5% | 1 | 134 |
| 599 | 90 | 203.1% | 0.18 | 0.2409 | -0.01 | 0.00 | 0.05/0.15 | 0.05 | 4.00 | 1.77 | 1.25/2.25 | 0.00 | -0.01 | 0.2385 | -0.83 | 196.9% | 15 | 4.8k |
| 418 | 1 | 210.9% | 0.09 | 0.1459 | -0.00 | 0.00 | 0.00/0.10 | 0.05 | 5.00 | 2.37 | 2.10/3.10 | 0.00 | -0.02 | 0.1669 | -0.61 | 430.5% | 1 | 1 |
| 366 | 1 | 442.2% | 0.33 | 0.1543 | -0.02 | 0.00 | 0.00/0.75 | 0.25 | 6.00 | 2.40 | 1.55/2.55 | — | 0.00 | — | -1.00 | 0.0% | — | 2 |
| — | 2 | 50.0% | — | 0.0000 | -0.00 | 0.00 | 0.00/0.00 | 0.15 | 7.00 | — | — | — | — | — | — | — | — | — |
| — | 10 | 50.0% | — | 0.0000 | -0.00 | 0.00 | 0.00/0.00 | 0.10 | 8.00 | — | — | — | — | — | — | — | — | — |
| 5 | 4 | 547.7% | 0.30 | 0.1182 | -0.03 | 0.00 | 0.00/0.75 | 0.05 | 10.00 | — | — | — | — | — | — | — | — | — |
| 1 | — | 582.0% | 0.29 | 0.1094 | -0.03 | 0.00 | 0.00/0.75 | 0.11 | 12.00 | — | — | — | — | — | — | — | — | — |
2026-11-20 · 19d · σ = 221.9%
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).