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

Underlying

$90.66

DTE

22d

2026-11-20

P/C Vol

7.76

P/C OI

0.41

ATM IV

46.4%

IV Skew

-0.2%

25Δ put − call

Max Pain

$85

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
2	—	0.0%	1.00	—	-0.01	—	13.40/15.60	9.54	72.50	0.60	0.00/2.25	0.04	-0.07	0.0103	-0.11	80.9%	5	6
47	2	51.6%	0.94	0.0099	-0.04	0.03	14.00/18.00	16.00	75.00	0.66	0.00/2.35	0.05	-0.07	0.0125	-0.12	73.0%	1	86
—	2	0.0%	1.00	—	-0.01	—	0.00/0.00	9.73	77.50	0.23	0.10/0.65	0.04	-0.05	0.0147	-0.10	52.9%	4	265
36	1	70.8%	0.79	0.0181	-0.11	0.06	9.40/12.80	12.16	80.00	0.36	0.25/0.95	0.05	-0.06	0.0195	-0.14	51.1%	2	238
159	1	63.3%	0.76	0.0221	-0.11	0.07	7.20/10.50	9.53	82.50	1.54	0.00/2.85	0.06	-0.07	0.0249	-0.20	50.1%	5	87
64	1	57.8%	0.71	0.0268	-0.11	0.08	5.70/8.40	8.87	85.00	1.30	0.90/2.30	0.07	-0.09	0.0289	-0.28	52.2%	2	155
1.1k	2	48.7%	0.65	0.0343	-0.10	0.08	4.70/6.10	7.10	87.50	1.34	0.50/2.60	0.08	-0.08	0.0370	-0.34	44.7%	1	53
425	6	50.5%	0.56	0.0352	-0.11	0.09	2.30/4.90	6.15	90.00	3.00	1.65/3.50	0.09	-0.08	0.0419	-0.44	42.3%	7	98
412	4	53.1%	0.47	0.0337	-0.11	0.09	2.15/4.00	2.27	92.50	2.85	3.90/5.60	0.09	-0.09	0.0354	-0.53	50.4%	2	50
834	1	52.4%	0.39	0.0329	-0.11	0.09	1.25/3.00	1.25	95.00	4.10	4.40/8.00	0.09	-0.11	0.0292	-0.59	59.9%	3	4
266	3	45.9%	0.21	0.0286	-0.07	0.06	0.40/1.20	0.96	100.00	—	—	—	—	—	—	—	—	—
5	2	58.6%	0.18	0.0198	-0.08	0.06	0.00/2.40	0.60	105.00	—	—	—	—	—	—	—	—	—
4	1	57.5%	0.10	0.0137	-0.05	0.04	0.00/0.60	0.16	110.00	—	—	—	—	—	—	—	—	—
—	1	25.0%	0.00	0.0001	-0.00	0.00	0.00/0.00	0.30	115.00	—	—	—	—	—	—	—	—	—

Greeks Profile

2026-11-20 · 22d · σ = 46.4%

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).