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

Underlying

$338.60

DTE

21d

2026-11-20

P/C Vol

1.93

P/C OI

2.06

ATM IV

45.0%

IV Skew

-0.0%

25Δ put − call

Max Pain

$380

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
—	—	—	—	—	—	—	—	—	290.00	1.36	0.05/3.20	0.15	-0.20	0.0041	-0.11	57.1%	8	7
—	—	—	—	—	—	—	—	—	300.00	2.60	1.05/2.60	0.16	-0.16	0.0053	-0.11	44.9%	2	21
—	—	—	—	—	—	—	—	—	310.00	4.24	2.45/5.90	0.23	-0.27	0.0070	-0.21	50.5%	3	8
3	3	49.9%	0.71	0.0084	-0.36	0.28	23.00/27.40	62.10	320.00	5.82	4.50/6.00	0.26	-0.24	0.0098	-0.25	40.3%	1	16
—	—	—	—	—	—	—	—	—	330.00	10.63	8.20/12.50	0.31	-0.35	0.0096	-0.38	49.2%	28	30
7	2	45.0%	0.52	0.0109	-0.37	0.32	12.70/14.60	12.06	340.00	12.63	12.30/16.00	0.32	-0.33	0.0109	-0.48	45.0%	6	40
—	—	—	—	—	—	—	—	—	350.00	18.00	17.40/21.40	0.31	-0.30	0.0110	-0.59	43.6%	16	69
30	1	40.3%	0.29	0.0104	-0.28	0.28	3.90/5.90	4.50	360.00	30.96	23.20/27.70	0.28	-0.25	0.0102	-0.70	41.7%	4	14
29	7	42.9%	0.22	0.0084	-0.25	0.24	0.10/4.40	2.00	370.00	25.00	29.70/35.80	0.24	-0.21	0.0084	-0.78	42.9%	6	15
35	5	45.8%	0.17	0.0067	-0.23	0.20	0.05/3.40	2.80	380.00	24.40	38.90/45.00	0.21	-0.19	0.0067	-0.83	46.7%	2	128
15	2	43.6%	0.10	0.0050	-0.15	0.14	0.10/1.85	2.61	390.00	46.30	48.80/54.60	0.18	-0.18	0.0054	-0.86	51.2%	2	2
18	4	46.7%	0.08	0.0039	-0.14	0.12	0.30/1.50	1.00	400.00	42.45	30.90/34.40	—	0.05	—	-1.00	0.0%	1	3
9	3	50.0%	0.07	0.0031	-0.13	0.10	0.00/2.60	7.00	410.00	54.00	36.90/41.90	—	0.05	—	-1.00	0.0%	—	2
15	1	51.3%	0.05	0.0024	-0.10	0.08	0.00/1.90	3.50	420.00	—	—	—	—	—	—	—	—	—

Greeks Profile

2026-11-20 · 21d · σ = 45.0%

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).