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

Underlying

$59.35

DTE

21d

2026-11-20

P/C Vol

1.32

P/C OI

0.68

ATM IV

45.4%

IV Skew

-1.8%

25Δ put − call

Max Pain

$53

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	—	87.1%	0.98	0.0043	-0.02	0.01	17.80/21.20	15.83	40.00	0.36	0.00/0.20	0.01	-0.01	0.0035	-0.02	81.3%	1	3
—	—	95.7%	0.94	0.0084	-0.04	0.02	16.00/18.60	11.60	42.50	0.05	0.00/0.20	0.01	-0.01	0.0046	-0.02	70.3%	2	232
4	3	64.6%	0.97	0.0074	-0.02	0.01	12.70/16.30	11.20	45.00	0.10	0.00/0.10	0.00	-0.01	0.0043	-0.01	53.5%	26	1.4k
23	1	73.9%	0.91	0.0150	-0.04	0.02	11.40/13.40	11.00	47.50	0.10	0.05/0.15	0.01	-0.01	0.0102	-0.04	53.9%	108	789
284	3	67.5%	0.88	0.0213	-0.05	0.03	9.10/10.10	8.60	50.00	0.20	0.10/0.15	0.01	-0.01	0.0147	-0.04	43.6%	4	2.6k
5.2k	1	66.5%	0.81	0.0290	-0.07	0.04	6.80/8.10	7.23	52.50	0.35	0.20/0.35	0.02	-0.02	0.0288	-0.10	41.8%	13	4.2k
2.3k	1	59.3%	0.73	0.0389	-0.07	0.05	4.70/6.00	5.25	55.00	0.80	0.60/0.75	0.04	-0.04	0.0480	-0.19	40.2%	14	2.3k
3.0k	1	49.3%	0.64	0.0535	-0.07	0.05	3.00/3.90	3.50	57.50	1.40	1.25/1.45	0.05	-0.05	0.0666	-0.34	38.6%	27	437
3.3k	32	39.5%	0.48	0.0709	-0.06	0.06	1.80/2.05	1.94	60.00	3.17	2.30/3.40	0.06	-0.07	0.0546	-0.50	51.3%	1	183
1.7k	32	40.4%	0.32	0.0625	-0.05	0.05	0.90/1.20	1.05	62.50	6.40	2.55/5.70	0.06	-0.08	0.0423	-0.60	64.4%	3	18
2.1k	73	38.3%	0.18	0.0481	-0.04	0.04	0.40/0.55	0.46	65.00	7.69	5.40/6.60	0.04	-0.04	0.0456	-0.76	47.5%	7	112
76	7	43.5%	0.07	0.0207	-0.02	0.02	0.00/0.20	0.15	70.00	16.69	9.70/11.50	0.04	-0.05	0.0271	-0.83	64.9%	1	1
11	2	55.3%	0.05	0.0124	-0.02	0.01	0.05/0.30	0.07	75.00	—	—	—	—	—	—	—	—	—

Greeks Profile

2026-11-20 · 21d · σ = 45.4%

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).