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

Underlying

$89.80

DTE

18d

2026-11-20

P/C Vol

0.13

P/C OI

0.79

ATM IV

70.0%

IV Skew

2.7%

25Δ put − call

Max Pain

$90

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
—	—	—	—	—	—	—	—	—	55.00	0.10	0.05/0.25	0.01	-0.02	0.0016	-0.01	105.3%	13	17
—	—	—	—	—	—	—	—	—	60.00	0.20	0.10/2.35	0.03	-0.10	0.0049	-0.07	139.0%	1	20
2	—	85.9%	0.96	0.0046	-0.05	0.02	23.20/27.10	19.90	65.00	0.30	0.25/1.05	0.02	-0.06	0.0057	-0.06	98.8%	1	32
7	2	80.6%	0.93	0.0081	-0.07	0.03	18.40/22.50	15.80	70.00	0.70	0.50/0.70	0.03	-0.05	0.0080	-0.06	79.0%	22	114
—	—	—	—	—	—	—	—	—	75.00	1.29	1.10/1.25	0.04	-0.08	0.0134	-0.12	75.8%	2	130
4	2	77.0%	0.78	0.0193	-0.13	0.06	12.00/12.40	7.60	80.00	2.20	2.00/2.25	0.06	-0.11	0.0198	-0.21	72.6%	5	126
25	1	73.6%	0.67	0.0248	-0.15	0.07	8.50/8.90	9.20	85.00	3.50	3.60/3.80	0.07	-0.14	0.0256	-0.33	71.0%	3	96
71	20	71.5%	0.53	0.0279	-0.16	0.08	5.70/6.10	6.10	90.00	4.95	5.70/6.00	0.08	-0.15	0.0291	-0.47	68.6%	6	63
36	2	68.3%	0.39	0.0281	-0.15	0.08	3.50/3.80	3.90	95.00	7.40	8.50/8.80	0.08	-0.13	0.0291	-0.62	65.8%	2	18
229	1	66.7%	0.26	0.0245	-0.12	0.06	2.05/2.25	2.25	100.00	17.31	11.90/12.30	0.06	-0.10	0.0251	-0.75	63.1%	1	8
52	2	65.6%	0.16	0.0188	-0.09	0.05	1.10/1.30	1.25	105.00	—	—	—	—	—	—	—	—	—
57	3	65.9%	0.10	0.0131	-0.06	0.03	0.60/0.75	0.82	110.00	—	—	—	—	—	—	—	—	—
5	4	66.4%	0.06	0.0085	-0.04	0.02	0.30/0.45	0.61	115.00	—	—	—	—	—	—	—	—	—
4	1	71.8%	0.04	0.0063	-0.04	0.02	0.10/0.50	0.25	120.00	—	—	—	—	—	—	—	—	—
207	331	60.5%	0.01	0.0020	-0.01	0.00	0.00/0.10	0.10	125.00	—	—	—	—	—	—	—	—	—

Greeks Profile

2026-11-20 · 18d · σ = 70.0%

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).