Options · 15-min delayed
Underlying
$100.83
DTE
21d
2026-11-20
P/C Vol
0.59
P/C OI
0.87
ATM IV
0.4%
IV Skew
3.1%
25Δ put − call
Max Pain
$95
| 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 | 1 | 0.0% | 1.00 | — | -0.01 | — | 0.00/0.00 | 21.10 | 80.00 | 0.15 | 0.00/0.00 | 0.00 | -0.00 | 0.0000 | -0.00 | 25.0% | 4 | 14 |
| 9 | 4 | 0.0% | 1.00 | — | -0.01 | — | 0.00/0.00 | 14.90 | 85.00 | 0.24 | 0.00/0.00 | 0.00 | -0.00 | 0.0000 | -0.00 | 12.5% | 1 | 59 |
| 44 | 44 | 0.0% | 1.00 | — | -0.01 | — | 0.00/0.00 | 10.90 | 87.50 | 0.62 | 0.00/0.00 | 0.00 | -0.00 | 0.0000 | -0.00 | 12.5% | 3 | 386 |
| 54 | 1 | 0.0% | 1.00 | — | -0.01 | — | 0.00/0.00 | 10.58 | 90.00 | 0.59 | 0.00/0.00 | 0.00 | -0.00 | 0.0001 | -0.00 | 12.5% | 22 | 1.2k |
| 514 | 141 | 0.0% | 1.00 | — | -0.01 | — | 0.00/0.00 | 7.82 | 92.50 | 0.74 | 0.00/0.00 | 0.00 | -0.00 | 0.0000 | -0.00 | 6.3% | 8 | 595 |
| 592 | 20 | 0.0% | 1.00 | — | -0.01 | — | 0.00/0.00 | 6.60 | 95.00 | 1.12 | 0.00/0.00 | 0.00 | -0.00 | 0.0000 | -0.00 | 6.3% | 6 | 129 |
| 50 | 1 | 0.0% | 1.00 | — | -0.01 | — | 0.00/0.00 | 5.19 | 97.50 | 2.20 | 0.00/0.00 | 0.00 | -0.00 | 0.0000 | -0.00 | 3.1% | 71 | 287 |
| 1.3k | 3 | 0.0% | 1.00 | — | -0.01 | — | 0.00/0.00 | 2.58 | 100.00 | 2.85 | 0.00/0.00 | 0.00 | -0.00 | 0.0000 | -0.00 | 0.8% | 17 | 305 |
| 1.4k | 1 | 3.1% | 0.00 | 0.0000 | -0.00 | 0.00 | 0.00/0.00 | 1.46 | 105.00 | 6.40 | 0.00/0.00 | — | 0.01 | — | -1.00 | 0.0% | 1 | 23 |
| 482 | 1 | 6.3% | 0.00 | 0.0000 | -0.00 | 0.00 | 0.00/0.00 | 0.50 | 110.00 | 11.70 | 0.00/0.00 | — | 0.01 | — | -1.00 | 0.0% | 2 | 3 |
| 69 | 27 | 12.5% | 0.00 | 0.0000 | -0.00 | 0.00 | 0.00/0.00 | 0.15 | 115.00 | — | — | — | — | — | — | — | — | — |
| 5 | 1 | 12.5% | 0.00 | 0.0000 | -0.00 | 0.00 | 0.00/0.00 | 0.05 | 120.00 | 20.00 | 0.00/0.00 | — | 0.01 | — | -1.00 | 0.0% | 1 | 1 |
| 18 | 5 | 25.0% | 0.00 | 0.0000 | -0.00 | 0.00 | 0.00/0.00 | 0.03 | 145.00 | — | — | — | — | — | — | — | — | — |
2026-11-20 · 21d · σ = 0.4%
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).