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

Underlying

$35.55

DTE

21d

2026-11-20

P/C Vol

0.37

P/C OI

0.17

ATM IV

21.0%

IV Skew

7.3%

25Δ put − call

Max Pain

$33

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
15	—	71.5%	0.98	0.0064	-0.01	0.00	10.00/11.20	9.78	25.00	0.05	0.00/0.25	0.01	-0.01	0.0099	-0.03	84.2%	—	4
—	—	—	—	—	—	—	—	—	27.00	0.15	0.00/0.30	0.01	-0.01	0.0153	-0.04	71.5%	—	3
—	—	—	—	—	—	—	—	—	28.00	0.20	0.00/0.30	0.01	-0.01	0.0186	-0.05	63.7%	1	1
1	1	86.4%	0.86	0.0296	-0.04	0.02	5.90/7.20	4.00	29.00	0.24	0.00/0.35	0.01	-0.01	0.0243	-0.06	58.2%	—	2
—	—	—	—	—	—	—	—	—	30.00	0.12	0.00/0.30	0.01	-0.02	0.0345	-0.10	58.9%	1	4
—	—	—	—	—	—	—	—	—	31.00	0.05	0.00/0.15	0.01	-0.01	0.0391	-0.07	41.3%	5	19
17	—	53.1%	0.82	0.0582	-0.03	0.02	3.10/4.10	1.20	32.00	0.15	0.00/0.30	0.02	-0.02	0.0595	-0.13	42.1%	2	11
2.1k	2	35.7%	0.83	0.0840	-0.02	0.02	2.55/2.90	2.35	33.00	—	—	—	—	—	—	—	—	—
61	1	35.1%	0.73	0.1112	-0.03	0.03	1.40/2.15	1.15	34.00	—	—	—	—	—	—	—	—	—
200	24	25.4%	0.63	0.1742	-0.02	0.03	0.80/1.20	0.70	35.00	—	—	—	—	—	—	—	—	—
129	3	21.0%	0.43	0.2190	-0.02	0.03	0.45/0.55	0.50	36.00	—	—	—	—	—	—	—	—	—
971	15	19.2%	0.22	0.1784	-0.01	0.02	0.15/0.20	0.15	37.00	—	—	—	—	—	—	—	—	—
23	1	26.4%	0.16	0.1096	-0.01	0.02	0.00/0.20	0.03	38.00	—	—	—	—	—	—	—	—	—
2	2	37.5%	0.17	0.0790	-0.02	0.02	0.00/0.30	0.03	39.00	—	—	—	—	—	—	—	—	—
1	—	38.7%	0.12	0.0591	-0.02	0.02	0.00/0.20	0.02	40.00	—	—	—	—	—	—	—	—	—

Greeks Profile

2026-11-20 · 21d · σ = 21.0%

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).