Options · 15-min delayed
Underlying
$96.59
DTE
23d
2026-11-20
P/C Vol
0.10
P/C OI
0.30
ATM IV
18.5%
IV Skew
5.6%
25Δ put − call
Max Pain
$96
| CALLS | Strike | PUTS | ||||||||||||||||
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| OI | Vol | IV | Δ | Γ | Θ | V | Bid/Ask | Last | Strike | Last | Bid/Ask | V | Θ | Γ | Δ | IV | Vol | OI |
| — | — | — | — | — | — | — | — | — | 90.00 | 0.40 | 0.00/0.75 | 0.06 | -0.04 | 0.0328 | -0.16 | 30.2% | — | 1 |
| — | — | — | — | — | — | — | — | — | 91.00 | 0.41 | 0.00/0.65 | 0.06 | -0.03 | 0.0388 | -0.16 | 25.7% | 1 | 6 |
| — | — | — | — | — | — | — | — | — | 92.00 | 0.80 | 0.10/1.05 | 0.07 | -0.04 | 0.0437 | -0.22 | 28.0% | 1 | 1 |
| — | — | — | — | — | — | — | — | — | 93.00 | 0.69 | 0.35/0.80 | 0.07 | -0.03 | 0.0564 | -0.22 | 21.5% | — | 1 |
| — | — | — | — | — | — | — | — | — | 94.00 | 0.85 | 0.40/1.15 | 0.08 | -0.04 | 0.0631 | -0.29 | 22.2% | 4 | 74 |
| 4 | 5 | 19.5% | 0.66 | 0.0771 | -0.05 | 0.09 | 2.10/2.85 | 4.08 | 95.00 | 1.10 | 0.70/1.20 | 0.09 | -0.03 | 0.0793 | -0.33 | 18.9% | 3 | 4 |
| — | — | — | — | — | — | — | — | — | 96.00 | 1.49 | 1.00/1.75 | 0.09 | -0.04 | 0.0797 | -0.42 | 20.2% | 2 | 7 |
| 7 | — | 16.8% | 0.50 | 0.0979 | -0.04 | 0.10 | 1.25/1.50 | 1.45 | 97.00 | — | — | — | — | — | — | — | — | — |
| 12 | 7 | 17.9% | 0.41 | 0.0894 | -0.04 | 0.09 | 0.45/1.20 | 1.13 | 98.00 | — | — | — | — | — | — | — | — | — |
| 4 | 2 | 18.2% | 0.33 | 0.0814 | -0.04 | 0.09 | 0.35/0.90 | 1.15 | 99.00 | — | — | — | — | — | — | — | — | — |
| 95 | 11 | 17.7% | 0.24 | 0.0730 | -0.03 | 0.08 | 0.05/0.60 | 0.33 | 100.00 | — | — | — | — | — | — | — | — | — |
| 13 | 1 | 22.5% | 0.24 | 0.0568 | -0.04 | 0.08 | 0.00/0.75 | 0.24 | 101.00 | — | — | — | — | — | — | — | — | — |
| 105 | 76 | 25.2% | 0.22 | 0.0480 | -0.04 | 0.07 | 0.00/0.75 | 0.18 | 102.00 | — | — | — | — | — | — | — | — | — |
| 34 | 13 | 27.8% | 0.20 | 0.0414 | -0.04 | 0.07 | 0.00/0.75 | 0.43 | 103.00 | — | — | — | — | — | — | — | — | — |
| 38 | — | 30.3% | 0.18 | 0.0363 | -0.04 | 0.06 | 0.00/0.75 | 0.55 | 104.00 | — | — | — | — | — | — | — | — | — |
2026-11-20 · 23d · σ = 18.5%
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).