Options · 15-min delayed
Underlying
$10.59
DTE
19d
2026-11-20
P/C Vol
2.28
P/C OI
0.33
ATM IV
57.2%
IV Skew
-1.2%
25Δ put − call
Max Pain
$13
| 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 | 2 | 632.0% | 0.96 | 0.0059 | -0.04 | 0.00 | 6.80/10.50 | 8.80 | 2.50 | — | — | — | — | — | — | — | — | — |
| — | 1 | 0.0% | 1.00 | — | -0.00 | — | 0.00/0.00 | 8.02 | 5.00 | — | — | — | — | — | — | — | — | — |
| 80 | 1 | 98.4% | 0.95 | 0.0424 | -0.01 | 0.00 | 2.60/3.70 | 3.20 | 7.50 | 0.61 | 0.00/0.95 | 0.01 | -0.03 | 0.0520 | -0.15 | 187.5% | 60 | 20 |
| 289 | 130 | 57.8% | 0.70 | 0.2497 | -0.01 | 0.01 | 0.70/1.10 | 1.10 | 10.00 | 0.30 | 0.00/0.60 | 0.01 | -0.01 | 0.2538 | -0.30 | 56.6% | 2 | 493 |
| 3.0k | 1 | 50.8% | 0.09 | 0.1302 | -0.01 | 0.00 | 0.00/0.05 | 0.03 | 12.50 | 2.47 | 1.90/2.55 | 0.01 | -0.02 | 0.1429 | -0.75 | 92.2% | 3 | 315 |
| 681 | 20 | 78.1% | 0.03 | 0.0381 | -0.00 | 0.00 | 0.00/0.05 | 0.04 | 15.00 | 4.91 | 4.00/5.10 | 0.00 | -0.01 | 0.0694 | -0.89 | 111.7% | 44 | 59 |
| 78 | 7 | 157.8% | 0.11 | 0.0504 | -0.02 | 0.00 | 0.00/0.40 | 0.99 | 17.50 | 7.50 | 5.50/7.80 | 0.01 | -0.05 | 0.0550 | -0.71 | 255.9% | 48 | 30 |
| — | — | — | — | — | — | — | — | — | 20.00 | 10.00 | 8.00/10.10 | 0.01 | -0.05 | 0.0472 | -0.77 | 264.3% | 180 | 130 |
| — | — | — | — | — | — | — | — | — | 22.50 | 12.34 | 10.50/12.60 | 0.01 | -0.05 | 0.0412 | -0.79 | 291.6% | 30 | 208 |
| — | — | — | — | — | — | — | — | — | 25.00 | 14.86 | 13.00/15.10 | 0.01 | -0.05 | 0.0371 | -0.80 | 314.8% | 2 | 88 |
2026-11-20 · 19d · σ = 57.2%
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).