Options · 15-min delayed
Underlying
$96.94
DTE
4d
2026-11-06
P/C Vol
0.98
P/C OI
0.16
ATM IV
81.7%
IV Skew
6.1%
25Δ put − call
Max Pain
$93
| CALLS | Strike | PUTS | ||||||||||||||||
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| OI | Vol | IV | Δ | Γ | Θ | V | Bid/Ask | Last | Strike | Last | Bid/Ask | V | Θ | Γ | Δ | IV | Vol | OI |
| 4 | 3 | 93.7% | 0.82 | 0.0273 | -0.32 | 0.03 | 8.10/10.90 | 7.40 | 89.00 | 1.05 | 0.10/2.30 | 0.02 | -0.25 | 0.0278 | -0.15 | 83.5% | 24 | 31 |
| 7 | 1 | 84.0% | 0.81 | 0.0314 | -0.29 | 0.03 | 7.00/9.80 | 8.40 | 90.00 | 1.30 | 0.35/3.10 | 0.03 | -0.32 | 0.0306 | -0.20 | 90.9% | 1 | 96 |
| 21 | 1 | 90.6% | 0.76 | 0.0335 | -0.36 | 0.03 | 6.50/9.40 | 7.03 | 91.00 | 2.45 | 0.35/3.10 | 0.03 | -0.31 | 0.0349 | -0.22 | 83.6% | 1 | 107 |
| 9 | 2 | 87.6% | 0.73 | 0.0370 | -0.37 | 0.03 | 5.80/8.50 | 7.38 | 92.00 | 1.75 | 1.30/3.70 | 0.03 | -0.40 | 0.0352 | -0.28 | 94.2% | 16 | 3 |
| 595 | 2 | 89.6% | 0.69 | 0.0388 | -0.41 | 0.04 | 5.20/8.00 | 5.20 | 93.00 | 2.41 | 0.90/3.90 | 0.04 | -0.37 | 0.0409 | -0.30 | 83.8% | 3 | 23 |
| 21 | 14 | 89.6% | 0.65 | 0.0408 | -0.43 | 0.04 | 4.60/7.40 | 5.23 | 94.00 | 2.58 | 1.25/4.20 | 0.04 | -0.38 | 0.0439 | -0.34 | 82.5% | 24 | 36 |
| 139 | 59 | 85.8% | 0.61 | 0.0441 | -0.42 | 0.04 | 3.90/6.60 | 4.70 | 95.00 | 3.10 | 1.70/4.60 | 0.04 | -0.40 | 0.0458 | -0.39 | 82.5% | 9 | 8 |
| 117 | 97 | 94.6% | 0.56 | 0.0411 | -0.48 | 0.04 | 3.90/6.40 | 5.17 | 96.00 | 4.10 | 2.15/5.10 | 0.04 | -0.41 | 0.0469 | -0.44 | 82.7% | 202 | — |
| 181 | 49 | 81.3% | 0.52 | 0.0483 | -0.42 | 0.04 | 2.90/5.10 | 4.20 | 97.00 | 4.62 | 2.60/5.60 | 0.04 | -0.41 | 0.0479 | -0.48 | 82.1% | 33 | 12 |
| 623 | 105 | 88.5% | 0.47 | 0.0443 | -0.45 | 0.04 | 2.40/5.40 | 3.90 | 98.00 | 4.40 | 3.10/6.40 | 0.04 | -0.42 | 0.0465 | -0.53 | 84.3% | 31 | 42 |
| 38 | 110 | 96.0% | 0.44 | 0.0404 | -0.49 | 0.04 | 2.80/4.90 | 3.50 | 99.00 | 7.40 | 3.70/6.20 | 0.04 | -0.37 | 0.0502 | -0.59 | 76.5% | 11 | 14 |
| 186 | 37 | 97.4% | 0.40 | 0.0391 | -0.48 | 0.04 | 2.45/4.60 | 2.98 | 100.00 | 6.00 | 4.40/7.70 | 0.04 | -0.41 | 0.0436 | -0.62 | 86.4% | 11 | 66 |
| 15 | 13 | 88.8% | 0.35 | 0.0410 | -0.42 | 0.04 | 1.30/4.20 | 2.25 | 101.00 | — | — | — | — | — | — | — | — | — |
| 126 | 12 | 88.2% | 0.31 | 0.0393 | -0.40 | 0.04 | 1.00/3.80 | 2.66 | 102.00 | — | — | — | — | — | — | — | — | — |
| 802 | 4 | 91.9% | 0.28 | 0.0362 | -0.40 | 0.03 | 0.75/3.80 | 1.93 | 103.00 | — | — | — | — | — | — | — | — | — |
| 15 | 1 | 88.3% | 0.24 | 0.0346 | -0.35 | 0.03 | 0.50/3.20 | 1.65 | 104.00 | 9.30 | 7.20/10.10 | 0.03 | -0.30 | 0.0356 | -0.78 | 82.0% | 15 | — |
2026-11-06 · 4d · σ = 81.7%
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).