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

Underlying

$75.35

DTE

19d

2026-11-20

P/C Vol

0.09

P/C OI

0.64

ATM IV

36.5%

IV Skew

4.0%

25Δ put − call

Max Pain

$75

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	0.05	0.00/0.75	0.02	-0.04	0.0063	-0.04	86.5%	5	10
1	1	111.2%	0.85	0.0122	-0.12	0.04	13.30/17.30	13.35	60.00	0.08	0.00/0.15	0.01	-0.02	0.0069	-0.03	54.9%	6	61
—	—	—	—	—	—	—	—	—	62.50	0.10	0.05/0.20	0.02	-0.02	0.0104	-0.04	49.4%	5	552
—	1	63.8%	0.87	0.0198	-0.07	0.04	9.40/11.30	7.60	65.00	0.15	0.05/0.25	0.02	-0.02	0.0156	-0.06	43.2%	9	422
4	4	64.6%	0.80	0.0253	-0.09	0.05	7.10/9.40	6.00	67.50	0.27	0.10/0.45	0.03	-0.03	0.0259	-0.10	40.6%	4	833
2	2	39.3%	0.81	0.0397	-0.05	0.05	5.50/6.20	6.05	70.00	0.42	0.45/0.90	0.05	-0.05	0.0394	-0.19	40.3%	4	955
64	4	37.2%	0.70	0.0543	-0.06	0.06	3.60/4.30	4.09	72.50	0.77	0.80/1.55	0.06	-0.06	0.0526	-0.31	38.8%	1	224
676	2.9k	34.4%	0.55	0.0670	-0.07	0.07	2.40/2.65	2.35	75.00	2.20	2.15/2.60	0.07	-0.06	0.0597	-0.45	38.6%	13	27
905	4	33.2%	0.38	0.0668	-0.06	0.07	1.25/1.50	1.32	77.50	2.65	3.20/4.20	0.07	-0.07	0.0550	-0.59	41.1%	326	323
2.6k	1.3k	34.8%	0.25	0.0527	-0.05	0.05	0.05/0.90	0.71	80.00	6.55	4.90/6.10	0.06	-0.06	0.0461	-0.70	43.9%	—	2
429	2	37.9%	0.16	0.0380	-0.04	0.04	0.25/0.60	0.45	82.50	—	—	—	—	—	—	—	—	—
594	7	35.8%	0.08	0.0241	-0.02	0.03	0.10/0.25	0.17	85.00	—	—	—	—	—	—	—	—	—
22	2	56.6%	0.10	0.0178	-0.05	0.03	0.00/0.50	0.05	90.00	—	—	—	—	—	—	—	—	—
4	3	63.2%	0.06	0.0116	-0.04	0.02	0.00/0.70	0.01	95.00	—	—	—	—	—	—	—	—	—
1	1	72.4%	0.05	0.0087	-0.04	0.02	0.00/0.65	0.05	100.00	—	—	—	—	—	—	—	—	—

Greeks Profile

2026-11-20 · 19d · σ = 36.5%

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).