Options · 15-min delayed
Underlying
$37.30
DTE
21d
2026-11-20
P/C Vol
0.06
P/C OI
0.78
ATM IV
102.9%
IV Skew
-9.5%
25Δ put − call
Max Pain
$45
| CALLS | Strike | PUTS | ||||||||||||||||
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| OI | Vol | IV | Δ | Γ | Θ | V | Bid/Ask | Last | Strike | Last | Bid/Ask | V | Θ | Γ | Δ | IV | Vol | OI |
| 3 | 1 | 176.6% | 0.92 | 0.0093 | -0.06 | 0.01 | 14.10/17.10 | 15.55 | 22.50 | 0.20 | 0.05/0.20 | 0.00 | -0.01 | 0.0053 | -0.02 | 113.7% | 2 | 167 |
| 53 | 70 | 159.1% | 0.89 | 0.0129 | -0.06 | 0.02 | 12.60/14.00 | 12.72 | 25.00 | 0.15 | 0.05/0.20 | 0.01 | -0.01 | 0.0076 | -0.03 | 93.0% | 12 | 741 |
| 180 | 102 | 126.8% | 0.81 | 0.0239 | -0.08 | 0.02 | 8.20/9.50 | 8.50 | 30.00 | 0.70 | 0.60/0.80 | 0.02 | -0.04 | 0.0262 | -0.13 | 91.4% | 2 | 732 |
| 356 | 120 | 109.3% | 0.65 | 0.0379 | -0.09 | 0.03 | 4.90/5.50 | 5.60 | 35.00 | 2.25 | 2.10/2.80 | 0.03 | -0.07 | 0.0427 | -0.34 | 96.4% | 25 | 722 |
| 1.0k | 14 | 105.9% | 0.45 | 0.0417 | -0.09 | 0.04 | 2.65/3.10 | 2.87 | 40.00 | 5.15 | 4.80/5.20 | 0.03 | -0.07 | 0.0484 | -0.58 | 90.3% | 3 | 949 |
| 679 | 12 | 108.8% | 0.28 | 0.0347 | -0.08 | 0.03 | 1.40/1.85 | 1.75 | 45.00 | 8.69 | 8.50/9.00 | 0.03 | -0.05 | 0.0374 | -0.77 | 90.0% | 1 | 1.3k |
| 740 | 157 | 112.9% | 0.17 | 0.0255 | -0.06 | 0.02 | 0.80/1.10 | 1.00 | 50.00 | 13.11 | 12.20/13.50 | 0.01 | -0.01 | 0.0165 | -0.95 | 70.1% | 1 | 225 |
| 471 | 3 | 117.1% | 0.11 | 0.0178 | -0.05 | 0.02 | 0.50/0.65 | 0.66 | 55.00 | 17.90 | 16.50/19.10 | 0.01 | -0.01 | 0.0093 | -0.97 | 81.3% | 10 | 141 |
| 163 | 50 | 125.6% | 0.08 | 0.0130 | -0.04 | 0.01 | 0.20/0.65 | 0.40 | 60.00 | 22.51 | 21.30/23.90 | 0.02 | -0.08 | 0.0164 | -0.84 | 164.8% | 10 | 70 |
| 1.6k | 639 | 128.7% | 0.05 | 0.0091 | -0.03 | 0.01 | 0.15/0.40 | 0.26 | 65.00 | 27.65 | 26.20/28.20 | 0.01 | -0.04 | 0.0114 | -0.92 | 145.7% | 1 | 1 |
| 102 | 14 | 156.0% | 0.07 | 0.0094 | -0.04 | 0.01 | 0.10/0.80 | 0.42 | 70.00 | 32.85 | 31.10/33.60 | 0.02 | -0.07 | 0.0117 | -0.89 | 182.9% | 1 | — |
| 1.0k | 1 | 134.6% | 0.02 | 0.0045 | -0.02 | 0.00 | 0.05/0.20 | 0.16 | 75.00 | — | — | — | — | — | — | — | — | — |
2026-11-20 · 21d · σ = 102.9%
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).