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

Underlying

$169.16

DTE

20d

2026-11-20

P/C Vol

9.43

P/C OI

1.46

ATM IV

32.5%

IV Skew

2.7%

25Δ put − call

Max Pain

$165

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
—	—	—	—	—	—	—	—	—	130.00	0.34	0.00/2.15	0.05	-0.09	0.0039	-0.06	77.6%	—	64
—	—	—	—	—	—	—	—	—	135.00	0.39	0.00/2.20	0.05	-0.09	0.0048	-0.07	69.2%	3	5
—	—	—	—	—	—	—	—	—	140.00	0.20	0.05/1.15	0.04	-0.05	0.0051	-0.05	52.0%	5	325
—	—	—	—	—	—	—	—	—	145.00	0.40	0.00/1.15	0.06	-0.08	0.0079	-0.09	52.6%	—	14
—	—	—	—	—	—	—	—	—	150.00	0.50	0.15/1.00	0.07	-0.07	0.0104	-0.10	42.2%	101	196
—	—	—	—	—	—	—	—	—	155.00	0.71	0.20/1.70	0.10	-0.09	0.0151	-0.16	40.7%	1	17
—	—	42.7%	0.74	0.0193	-0.15	0.13	9.50/12.40	9.80	160.00	0.65	0.55/2.60	0.12	-0.11	0.0208	-0.24	38.0%	216	315
35	5	36.6%	0.64	0.0258	-0.15	0.15	5.70/8.30	10.50	165.00	2.95	0.75/3.50	0.15	-0.11	0.0286	-0.35	32.5%	3	218
65	1	30.8%	0.50	0.0328	-0.13	0.16	2.75/4.70	4.21	170.00	6.40	3.50/6.10	0.16	-0.12	0.0295	-0.50	34.2%	—	3
29	2	38.0%	0.38	0.0253	-0.15	0.15	0.85/3.90	2.02	175.00	15.80	6.30/9.20	0.15	-0.11	0.0274	-0.64	34.5%	1	—
9	1	35.3%	0.25	0.0226	-0.12	0.13	0.20/2.10	0.95	180.00	12.90	10.20/13.10	0.13	-0.10	0.0223	-0.74	36.5%	—	5
318	1	32.7%	0.14	0.0169	-0.07	0.09	0.05/0.95	0.40	185.00	—	—	—	—	—	—	—	—	—
324	—	41.4%	0.13	0.0129	-0.09	0.08	0.00/1.15	0.20	190.00	—	—	—	—	—	—	—	—	—
7	5	45.1%	0.10	0.0100	-0.08	0.07	0.00/0.95	0.38	195.00	—	—	—	—	—	—	—	—	—
21	20	50.4%	0.09	0.0082	-0.08	0.06	0.00/1.85	0.12	200.00	—	—	—	—	—	—	—	—	—

Greeks Profile

2026-11-20 · 20d · σ = 32.5%

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).