Options · 15-min delayed
Underlying
$57.50
DTE
22d
2026-11-20
P/C Vol
1.32
P/C OI
1.43
ATM IV
12.2%
IV Skew
6.0%
25Δ put − call
Max Pain
$57
| CALLS | Strike | PUTS | ||||||||||||||||
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| OI | Vol | IV | Δ | Γ | Θ | V | Bid/Ask | Last | Strike | Last | Bid/Ask | V | Θ | Γ | Δ | IV | Vol | OI |
| 1 | — | 78.7% | 0.90 | 0.0161 | -0.05 | 0.03 | 9.70/12.20 | 10.70 | 46.00 | — | — | — | — | — | — | — | — | — |
| 1 | — | 72.6% | 0.81 | 0.0262 | -0.07 | 0.04 | 6.10/8.80 | 7.20 | 50.00 | 0.05 | 0.00/0.05 | 0.01 | -0.00 | 0.0126 | -0.02 | 29.3% | 3 | 13 |
| 1 | 1 | 66.4% | 0.80 | 0.0301 | -0.06 | 0.04 | 5.10/7.80 | 6.30 | 51.00 | 0.05 | 0.00/0.05 | 0.01 | -0.00 | 0.0158 | -0.02 | 25.8% | 17 | 116 |
| — | — | — | — | — | — | — | — | — | 52.00 | 0.04 | 0.00/0.05 | 0.01 | -0.00 | 0.0203 | -0.03 | 22.3% | 23 | 2.1k |
| 1 | 1 | 53.8% | 0.76 | 0.0410 | -0.06 | 0.04 | 3.10/5.80 | 4.46 | 53.00 | 0.15 | 0.00/1.35 | 0.04 | -0.05 | 0.0406 | -0.24 | 54.8% | 32 | 58 |
| — | — | — | — | — | — | — | — | — | 54.00 | 0.11 | 0.05/0.10 | 0.02 | -0.01 | 0.0503 | -0.07 | 17.9% | 1 | 605 |
| 11 | 10 | 40.7% | 0.70 | 0.0606 | -0.05 | 0.05 | 1.05/3.80 | 2.32 | 55.00 | 0.15 | 0.10/0.20 | 0.03 | -0.01 | 0.0860 | -0.13 | 17.1% | 24 | 427 |
| 233 | 2 | 32.9% | 0.66 | 0.0793 | -0.04 | 0.05 | 0.10/2.75 | 1.35 | 56.00 | 0.35 | 0.20/0.35 | 0.04 | -0.01 | 0.1335 | -0.22 | 15.7% | 15 | 1.1k |
| 2.1k | 62 | 5.9% | 0.79 | 0.3496 | -0.01 | 0.04 | 0.55/0.65 | 0.60 | 57.00 | 0.50 | 0.25/0.85 | 0.05 | -0.02 | 0.1475 | -0.39 | 18.5% | 3 | 494 |
| 1.1k | 24 | 5.8% | 0.34 | 0.4448 | -0.01 | 0.05 | 0.05/0.15 | 0.10 | 58.00 | 1.04 | 0.80/1.25 | 0.06 | -0.02 | 0.1693 | -0.55 | 16.6% | 10 | 10 |
| 14 | 1 | 7.6% | 0.11 | 0.1750 | -0.01 | 0.03 | 0.00/0.05 | 0.05 | 59.00 | 1.85 | 0.90/1.90 | 0.05 | -0.01 | 0.1487 | -0.71 | 16.3% | — | 1 |
| 1 | — | 11.1% | 0.07 | 0.0892 | -0.01 | 0.02 | 0.00/0.05 | 0.15 | 60.00 | 2.89 | 2.65/2.90 | 0.04 | -0.01 | 0.1012 | -0.77 | 21.2% | 2 | 2 |
| 12 | — | 20.2% | 0.07 | 0.0496 | -0.01 | 0.02 | 0.00/0.10 | 0.12 | 62.00 | — | — | — | — | — | — | — | — | — |
| — | — | — | — | — | — | — | — | — | 63.00 | 6.20 | 4.70/7.40 | 0.05 | -0.07 | 0.0383 | -0.68 | 66.2% | 1 | 1 |
| — | — | — | — | — | — | — | — | — | 64.00 | 8.40 | 5.50/6.90 | 0.03 | -0.02 | 0.0418 | -0.86 | 37.7% | — | 1 |
| — | — | — | — | — | — | — | — | — | 65.00 | 7.79 | 6.50/7.90 | 0.03 | -0.02 | 0.0361 | -0.87 | 41.4% | 1 | 2 |
2026-11-20 · 22d · σ = 12.2%
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).