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

Underlying

$115.49

DTE

19d

2026-11-20

P/C Vol

0.09

P/C OI

0.53

ATM IV

55.3%

IV Skew

2.3%

25Δ put − call

Max Pain

$110

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
8	—	0.0%	1.00	—	-0.01	—	57.50/61.30	52.63	50.00	—	—	—	—	—	—	—	—	—
—	—	—	—	—	—	—	—	—	70.00	0.17	0.00/0.10	0.00	-0.01	0.0005	-0.00	86.7%	9	717
1	—	91.5%	0.97	0.0029	-0.05	0.02	34.00/37.80	25.63	80.00	—	—	—	—	—	—	—	—	—
—	—	—	—	—	—	—	—	—	85.00	1.12	0.00/1.70	0.03	-0.07	0.0048	-0.06	92.9%	1	25
—	—	—	—	—	—	—	—	—	90.00	1.73	0.10/1.60	0.03	-0.07	0.0064	-0.07	79.1%	2	4
1	—	58.8%	0.94	0.0079	-0.06	0.03	19.80/22.30	13.35	95.00	1.25	0.25/1.65	0.04	-0.07	0.0089	-0.09	67.8%	—	4
20	1	58.0%	0.88	0.0131	-0.09	0.05	15.50/17.80	16.20	100.00	2.40	0.75/2.40	0.06	-0.10	0.0133	-0.14	64.5%	1	8
25	4	55.8%	0.80	0.0192	-0.12	0.07	11.60/13.50	13.65	105.00	4.20	1.10/3.40	0.08	-0.11	0.0189	-0.21	58.1%	2	24
14	1	55.3%	0.68	0.0246	-0.15	0.09	8.00/10.20	5.53	110.00	5.35	2.65/4.80	0.09	-0.14	0.0241	-0.32	56.4%	3	49
611	2	56.7%	0.55	0.0265	-0.16	0.10	5.80/7.20	6.30	115.00	5.23	4.80/6.60	0.10	-0.14	0.0279	-0.45	53.9%	1	4
212	96	54.1%	0.41	0.0273	-0.15	0.10	3.70/4.50	4.10	120.00	10.64	8.10/9.20	0.10	-0.14	0.0271	-0.59	54.5%	—	40
277	101	55.3%	0.29	0.0236	-0.14	0.09	2.20/3.20	2.70	125.00	—	—	—	—	—	—	—	—	—
35	5	55.6%	0.20	0.0190	-0.11	0.07	1.40/1.95	1.53	130.00	—	—	—	—	—	—	—	—	—
452	—	54.7%	0.02	0.0036	-0.02	0.01	0.00/0.15	0.15	150.00	—	—	—	—	—	—	—	—	—

Greeks Profile

2026-11-20 · 19d · σ = 55.3%

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).