Options · 15-min delayed
Underlying
$28.32
DTE
19d
2026-11-20
P/C Vol
7.22
P/C OI
0.73
ATM IV
97.1%
IV Skew
-25.0%
25Δ put − call
Max Pain
$30
| CALLS | Strike | PUTS | ||||||||||||||||
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| OI | Vol | IV | Δ | Γ | Θ | V | Bid/Ask | Last | Strike | Last | Bid/Ask | V | Θ | Γ | Δ | IV | Vol | OI |
| — | — | — | — | — | — | — | — | — | 15.00 | 0.30 | 0.00/4.90 | 0.01 | -0.13 | 0.0082 | -0.12 | 382.4% | 2 | 3 |
| 11 | — | 127.9% | 0.91 | 0.0195 | -0.04 | 0.01 | 6.50/11.00 | 10.40 | 20.00 | 0.60 | 0.00/2.00 | 0.01 | -0.06 | 0.0199 | -0.14 | 171.0% | 10 | 12 |
| — | — | — | — | — | — | — | — | — | 22.50 | 1.69 | 0.20/1.00 | 0.01 | -0.04 | 0.0324 | -0.14 | 106.3% | — | 1 |
| 1 | — | 574.3% | 0.77 | 0.0081 | -0.29 | 0.02 | 13.00/17.00 | 8.10 | 25.00 | 1.50 | 0.00/1.75 | 0.02 | -0.04 | 0.0543 | -0.23 | 86.1% | 140 | 1 |
| 41 | 3 | 111.1% | 0.46 | 0.0554 | -0.08 | 0.03 | 0.50/4.00 | 1.19 | 30.00 | 3.00 | 1.00/5.40 | 0.03 | -0.05 | 0.0728 | -0.58 | 83.2% | 3 | 6 |
| 3 | 1 | 174.7% | 0.37 | 0.0335 | -0.11 | 0.02 | 0.00/4.90 | 0.35 | 35.00 | 7.40 | 5.00/9.50 | 0.02 | -0.04 | 0.0451 | -0.82 | 91.4% | 10 | 28 |
| 38 | 8 | 171.9% | 0.25 | 0.0285 | -0.09 | 0.02 | 0.00/2.90 | 0.35 | 40.00 | 4.50 | 13.50/18.00 | 0.03 | -0.18 | 0.0215 | -0.59 | 280.1% | 1 | 24 |
| 7 | 1 | 248.4% | 0.30 | 0.0216 | -0.15 | 0.02 | 0.00/4.90 | 2.30 | 45.00 | — | — | — | — | — | — | — | — | — |
| — | 10 | 50.0% | 0.00 | 0.0000 | -0.00 | 0.00 | 0.00/0.00 | 1.50 | 50.00 | — | — | — | — | — | — | — | — | — |
| 2 | — | 320.0% | 0.25 | 0.0155 | -0.18 | 0.02 | 0.00/4.90 | 0.13 | 60.00 | — | — | — | — | — | — | — | — | — |
2026-11-20 · 19d · σ = 97.1%
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).