Options · 15-min delayed
Underlying
$56.17
DTE
21d
2026-11-20
P/C Vol
1.61
P/C OI
0.88
ATM IV
50.5%
IV Skew
2.0%
25Δ put − call
Max Pain
$55
| CALLS | Strike | PUTS | ||||||||||||||||
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| OI | Vol | IV | Δ | Γ | Θ | V | Bid/Ask | Last | Strike | Last | Bid/Ask | V | Θ | Γ | Δ | IV | Vol | OI |
| — | — | — | — | — | — | — | — | — | 37.50 | 0.06 | 0.00/0.30 | 0.01 | -0.02 | 0.0045 | -0.02 | 89.8% | 55 | 100 |
| 20 | 20 | 124.3% | 0.90 | 0.0103 | -0.07 | 0.02 | 14.60/17.20 | 13.13 | 40.00 | 0.05 | 0.00/0.15 | 0.01 | -0.01 | 0.0042 | -0.02 | 68.8% | 1 | 148 |
| — | — | — | — | — | — | — | — | — | 42.50 | 0.10 | 0.05/0.15 | 0.01 | -0.01 | 0.0066 | -0.02 | 60.9% | 73 | 289 |
| 16 | 2 | 85.2% | 0.88 | 0.0169 | -0.06 | 0.03 | 10.20/12.00 | 9.30 | 45.00 | 0.22 | 0.10/0.30 | 0.01 | -0.02 | 0.0123 | -0.05 | 57.8% | 8 | 450 |
| — | — | — | — | — | — | — | — | — | 47.50 | 0.35 | 0.25/0.40 | 0.02 | -0.02 | 0.0207 | -0.08 | 52.3% | 95 | 344 |
| 98 | 10 | 77.3% | 0.77 | 0.0293 | -0.08 | 0.04 | 5.20/7.90 | 4.66 | 50.00 | 0.67 | 0.60/0.70 | 0.03 | -0.04 | 0.0341 | -0.15 | 50.4% | 36 | 713 |
| 171 | 60 | 55.5% | 0.72 | 0.0447 | -0.06 | 0.05 | 4.60/5.20 | 4.60 | 52.50 | 1.26 | 1.10/1.40 | 0.04 | -0.05 | 0.0464 | -0.27 | 52.8% | 25 | 804 |
| 1.2k | 89 | 50.8% | 0.60 | 0.0564 | -0.07 | 0.05 | 3.10/3.80 | 3.40 | 55.00 | 2.10 | 2.00/2.25 | 0.05 | -0.06 | 0.0570 | -0.40 | 50.3% | 103 | 1.2k |
| 152 | 47 | 53.1% | 0.46 | 0.0555 | -0.07 | 0.05 | 2.00/2.40 | 2.10 | 57.50 | 3.60 | 3.20/3.60 | 0.05 | -0.06 | 0.0580 | -0.54 | 50.8% | 25 | 106 |
| 2.1k | 61 | 50.8% | 0.32 | 0.0524 | -0.06 | 0.05 | 1.10/1.75 | 1.31 | 60.00 | 5.38 | 4.80/5.40 | 0.05 | -0.06 | 0.0503 | -0.67 | 53.7% | 6 | 28 |
| 71 | 1 | 50.8% | 0.21 | 0.0425 | -0.05 | 0.04 | 0.65/0.85 | 0.65 | 62.50 | 6.00 | 6.50/8.50 | 0.04 | -0.05 | 0.0405 | -0.75 | 58.2% | 25 | 65 |
| 95 | 1 | 51.4% | 0.14 | 0.0314 | -0.04 | 0.03 | 0.25/0.50 | 0.34 | 65.00 | 11.72 | 8.80/10.80 | 0.04 | -0.05 | 0.0320 | -0.80 | 64.3% | 5 | 37 |
| 121 | 1 | 53.5% | 0.09 | 0.0223 | -0.03 | 0.02 | 0.10/0.55 | 0.05 | 67.50 | 14.70 | 11.00/13.10 | 0.03 | -0.04 | 0.0256 | -0.85 | 67.0% | 5 | — |
| 454 | 2 | 60.0% | 0.07 | 0.0175 | -0.03 | 0.02 | 0.00/0.60 | 0.17 | 70.00 | 9.70 | 0.00/0.00 | — | 0.01 | — | -1.00 | 0.0% | 4 | — |
| 112 | 2 | 70.4% | 0.08 | 0.0155 | -0.03 | 0.02 | 0.00/0.75 | 0.11 | 72.50 | — | — | — | — | — | — | — | — | — |
| 77 | 11 | 77.2% | 0.07 | 0.0133 | -0.03 | 0.02 | 0.00/0.75 | 0.18 | 75.00 | 17.20 | 16.90/20.90 | 0.01 | 0.00 | 0.0064 | -0.98 | 56.4% | — | — |
2026-11-20 · 21d · σ = 50.5%
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).