Options · 15-min delayed
Underlying
$103.86
DTE
21d
2026-11-20
P/C Vol
1.39
P/C OI
3.30
ATM IV
6.9%
IV Skew
0.1%
25Δ put − call
Max Pain
$104
| CALLS | Strike | PUTS | ||||||||||||||||
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| OI | Vol | IV | Δ | Γ | Θ | V | Bid/Ask | Last | Strike | Last | Bid/Ask | V | Θ | Γ | Δ | IV | Vol | OI |
| — | — | — | — | — | — | — | — | — | 96.00 | 0.05 | 0.00/0.15 | 0.03 | -0.01 | 0.0196 | -0.05 | 20.8% | 1 | 24 |
| — | — | — | — | — | — | — | — | — | 97.00 | 0.05 | 0.00/0.15 | 0.03 | -0.01 | 0.0236 | -0.05 | 18.7% | 1 | 42 |
| — | — | — | — | — | — | — | — | — | 98.00 | 0.05 | 0.00/0.15 | 0.03 | -0.01 | 0.0290 | -0.06 | 16.5% | 8 | 83 |
| — | — | — | — | — | — | — | — | — | 99.00 | 0.05 | 0.00/0.15 | 0.03 | -0.01 | 0.0366 | -0.07 | 14.2% | 6 | 164 |
| 6 | 1 | 22.2% | 0.78 | 0.0530 | -0.05 | 0.07 | 3.60/4.70 | 3.87 | 100.00 | 0.05 | 0.00/0.15 | 0.04 | -0.01 | 0.0484 | -0.08 | 11.9% | 2 | 661 |
| 35 | 11 | 18.9% | 0.76 | 0.0664 | -0.04 | 0.08 | 2.70/3.70 | 2.80 | 101.00 | 0.05 | 0.00/0.15 | 0.04 | -0.01 | 0.0681 | -0.09 | 9.6% | 19 | 357 |
| 221 | 25 | 13.3% | 0.75 | 0.0965 | -0.03 | 0.08 | 1.70/2.50 | 1.60 | 102.00 | 0.05 | 0.00/0.15 | 0.05 | -0.01 | 0.1072 | -0.11 | 7.1% | 35 | 318 |
| 204 | 17 | 10.3% | 0.68 | 0.1405 | -0.03 | 0.09 | 0.70/1.55 | 0.75 | 103.00 | 0.25 | 0.15/0.40 | 0.08 | -0.01 | 0.1801 | -0.26 | 7.3% | 29 | 296 |
| 144 | 29 | 4.0% | 0.55 | 0.3963 | -0.02 | 0.10 | 0.15/0.35 | 0.20 | 104.00 | 0.60 | 0.60/1.10 | 0.10 | -0.02 | 0.1616 | -0.47 | 9.9% | 19 | 362 |
| 93 | 9 | 6.4% | 0.30 | 0.2164 | -0.02 | 0.09 | 0.05/0.25 | 0.05 | 105.00 | 1.70 | 1.35/2.45 | 0.10 | -0.03 | 0.0904 | -0.57 | 17.4% | 1 | 14 |
| 24 | 1 | 6.8% | 0.14 | 0.1308 | -0.01 | 0.05 | 0.00/0.10 | 0.01 | 106.00 | 2.50 | 2.25/3.50 | 0.09 | -0.04 | 0.0704 | -0.62 | 21.6% | 3 | 17 |
| 27 | 1 | 8.9% | 0.10 | 0.0809 | -0.01 | 0.04 | 0.00/0.10 | 0.05 | 107.00 | 3.50 | 3.20/4.50 | 0.09 | -0.05 | 0.0586 | -0.66 | 25.0% | 1 | 63 |
| — | 3 | 3.1% | 0.00 | 0.0000 | -0.00 | 0.00 | 0.00/0.00 | 0.06 | 108.00 | 4.50 | 4.20/5.50 | 0.09 | -0.05 | 0.0500 | -0.69 | 28.2% | 6 | 11 |
| 18 | 15 | 14.1% | 0.09 | 0.0466 | -0.01 | 0.04 | 0.00/0.15 | 0.05 | 109.00 | 5.58 | 5.30/5.80 | 0.07 | -0.03 | 0.0508 | -0.79 | 22.6% | 2 | 3 |
| 20 | — | 27.0% | 0.21 | 0.0426 | -0.05 | 0.07 | 0.20/0.80 | 0.25 | 110.00 | 6.50 | 6.20/7.00 | 0.07 | -0.04 | 0.0422 | -0.78 | 27.8% | 1 | 7 |
| — | — | — | — | — | — | — | — | — | 111.00 | 7.50 | 7.00/8.20 | 0.07 | -0.05 | 0.0362 | -0.78 | 33.0% | 1 | 2 |
| — | 2 | 6.3% | 0.00 | 0.0000 | -0.00 | 0.00 | 0.00/0.00 | 0.15 | 114.00 | — | — | — | — | — | — | — | — | — |
2026-11-20 · 21d · σ = 6.9%
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).