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

Underlying

$251.82

DTE

19d

2026-11-20

P/C Vol

0.62

P/C OI

1.41

ATM IV

30.7%

IV Skew

2.0%

25Δ put − call

Max Pain

$240

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
20	2	71.4%	0.97	0.0018	-0.10	0.04	60.80/64.40	61.76	190.00	0.35	0.00/2.00	0.05	-0.10	0.0020	-0.04	75.2%	1	72
6	1	65.0%	0.97	0.0021	-0.10	0.04	55.70/59.40	48.80	195.00	0.27	0.00/0.95	0.03	-0.05	0.0017	-0.03	59.9%	2	85
13	4	61.3%	0.96	0.0025	-0.11	0.05	50.90/54.40	50.30	200.00	0.05	0.00/1.95	0.06	-0.09	0.0027	-0.05	63.6%	2	73
85	1	51.4%	0.95	0.0036	-0.11	0.06	40.90/44.50	23.55	210.00	0.11	0.00/0.25	0.03	-0.03	0.0021	-0.02	40.0%	2	253
60	12	57.3%	0.87	0.0065	-0.21	0.12	31.10/34.60	32.01	220.00	0.23	0.00/0.45	0.05	-0.04	0.0042	-0.04	35.0%	1	1.2k
239	401	47.9%	0.82	0.0096	-0.21	0.15	21.60/25.20	21.72	230.00	0.81	0.05/1.10	0.10	-0.08	0.0092	-0.10	32.2%	1	931
386	2	35.7%	0.75	0.0156	-0.19	0.18	13.20/15.60	14.40	240.00	1.92	0.65/3.70	0.18	-0.16	0.0158	-0.25	35.3%	27	1.1k
678	6	31.5%	0.57	0.0217	-0.20	0.23	7.00/8.50	7.50	250.00	5.79	4.70/6.30	0.23	-0.16	0.0229	-0.43	29.9%	227	346
463	9	33.3%	0.36	0.0196	-0.20	0.22	2.10/4.70	2.85	260.00	—	—	—	—	—	—	—	—	—
711	2	31.2%	0.18	0.0147	-0.13	0.15	0.70/1.85	1.44	270.00	34.20	32.70/36.00	0.22	-0.55	0.0070	-0.58	97.1%	—	72
119	5	34.1%	0.10	0.0088	-0.09	0.10	0.05/1.00	0.55	280.00	—	—	—	—	—	—	—	—	—
190	1	36.7%	0.05	0.0051	-0.06	0.06	0.00/0.55	0.07	290.00	—	—	—	—	—	—	—	—	—
—	1	12.5%	0.00	0.0000	-0.00	0.00	0.00/0.00	0.50	300.00	67.90	46.10/50.20	0.11	-0.14	0.0056	-0.89	59.0%	—	—
—	—	—	—	—	—	—	—	—	310.00	77.90	56.10/60.20	0.10	-0.14	0.0046	-0.90	66.6%	—	—

Greeks Profile

2026-11-20 · 19d · σ = 30.7%

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).