Options · 15-min delayed
Underlying
$29.03
DTE
21d
2026-11-20
P/C Vol
0.63
P/C OI
0.22
ATM IV
8.6%
IV Skew
-3.5%
25Δ put − call
Max Pain
$28
| 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 | 3 | 31.7% | 0.85 | 0.1068 | -0.02 | 0.02 | 0.40/2.25 | 2.10 | 27.00 | — | — | — | — | — | — | — | — | — |
| 449 | 11 | 21.0% | 0.79 | 0.1991 | -0.01 | 0.02 | 1.00/1.25 | 1.25 | 28.00 | 0.05 | 0.00/0.10 | 0.02 | -0.01 | 0.2104 | -0.14 | 15.2% | 101 | 102 |
| 1.4k | 149 | 9.8% | 0.57 | 0.5786 | -0.01 | 0.03 | 0.25/0.30 | 0.20 | 29.00 | 0.17 | 0.15/0.20 | 0.03 | -0.00 | 0.7546 | -0.42 | 7.4% | 5 | 393 |
| 262 | 1 | 18.8% | 0.26 | 0.2472 | -0.01 | 0.02 | 0.00/0.20 | 0.16 | 30.00 | — | — | — | — | — | — | — | — | — |
| 111 | 1 | 25.4% | 0.16 | 0.1362 | -0.01 | 0.02 | 0.00/0.15 | 0.11 | 31.00 | 2.13 | 0.20/4.00 | 0.03 | -0.06 | 0.0583 | -0.56 | 97.1% | — | — |
| 12 | 11 | 50.9% | 0.24 | 0.0871 | -0.03 | 0.02 | 0.00/1.00 | 0.21 | 32.00 | 3.18 | 1.10/4.60 | 0.03 | -0.06 | 0.0580 | -0.62 | 94.3% | — | — |
| 1 | — | 58.3% | 0.20 | 0.0697 | -0.03 | 0.02 | 0.00/0.95 | 0.04 | 33.00 | 3.82 | 2.10/5.60 | 0.03 | -0.06 | 0.0511 | -0.65 | 104.6% | 1 | 2 |
| — | — | — | — | — | — | — | — | — | 34.00 | 5.14 | 3.10/6.60 | 0.03 | -0.07 | 0.0458 | -0.67 | 114.1% | 1 | — |
| — | — | — | — | — | — | — | — | — | 35.00 | 6.13 | 4.10/7.60 | 0.02 | -0.07 | 0.0416 | -0.68 | 122.9% | 1 | — |
| — | — | — | — | — | — | — | — | — | 36.00 | 6.94 | 5.10/8.60 | 0.02 | -0.07 | 0.0382 | -0.70 | 131.1% | 1 | — |
2026-11-20 · 21d · σ = 8.6%
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).