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

Underlying

$49.10

DTE

21d

2026-11-20

P/C Vol

0.15

P/C OI

0.24

ATM IV

25.7%

IV Skew

5.0%

25Δ put − call

Max Pain

$48

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
9	5	108.6%	0.98	0.0040	-0.02	0.01	18.30/20.20	18.75	30.00	—	—	—	—	—	—	—	—	—
7	5	93.2%	0.98	0.0052	-0.02	0.01	15.80/17.70	16.25	32.50	—	—	—	—	—	—	—	—	—
16	2	72.9%	0.98	0.0058	-0.01	0.01	13.20/15.20	12.65	35.00	—	—	—	—	—	—	—	—	—
9	5	65.1%	0.97	0.0099	-0.02	0.01	10.80/12.70	11.20	37.50	0.13	0.00/0.10	0.00	-0.01	0.0060	-0.02	53.9%	2	6
30	3	55.7%	0.95	0.0163	-0.02	0.01	8.40/10.20	8.75	40.00	0.10	0.00/0.10	0.01	-0.01	0.0126	-0.03	48.2%	1	29
14	3	42.4%	0.93	0.0261	-0.02	0.02	5.80/6.80	6.20	42.50	0.02	0.00/0.05	0.01	-0.00	0.0152	-0.02	31.6%	6	125
266	1	36.6%	0.86	0.0523	-0.03	0.03	3.90/4.50	4.21	45.00	0.15	0.10/0.20	0.02	-0.01	0.0487	-0.09	29.3%	6	1.2k
1.2k	3	23.1%	0.75	0.1167	-0.02	0.04	1.95/2.10	1.96	47.50	0.65	0.55/0.65	0.04	-0.02	0.1061	-0.28	26.9%	10	968
4.7k	80	20.9%	0.39	0.1557	-0.02	0.05	0.55/0.65	0.59	50.00	2.00	1.80/2.00	0.05	-0.03	0.1095	-0.57	30.5%	3	420
5.1k	99	21.9%	0.12	0.0755	-0.01	0.02	0.10/0.15	0.15	52.50	3.80	3.90/4.20	0.04	-0.03	0.0690	-0.73	40.8%	1	39
408	2	29.2%	0.06	0.0351	-0.01	0.01	0.00/0.10	0.01	55.00	7.75	5.50/7.70	0.03	-0.04	0.0464	-0.80	51.6%	4	18
189	1	33.2%	0.03	0.0165	-0.01	0.01	0.00/0.05	0.03	57.50	6.81	0.00/0.00	—	0.01	—	-1.00	0.0%	—	—
—	5	25.0%	0.00	0.0006	-0.00	0.00	0.00/0.00	0.05	60.00	10.10	0.00/0.00	—	0.01	—	-1.00	0.0%	—	—

Greeks Profile

2026-11-20 · 21d · σ = 25.7%

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).