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

Underlying

$42.80

DTE

21d

2026-11-20

P/C Vol

0.61

P/C OI

0.26

ATM IV

79.5%

IV Skew

-17.0%

25Δ put − call

Max Pain

$44

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
13	—	71.4%	0.95	0.0147	-0.02	0.01	8.10/11.90	12.24	33.00	—	—	—	—	—	—	—	—	—
2	—	85.4%	0.89	0.0211	-0.04	0.02	7.70/11.00	11.50	34.00	—	—	—	—	—	—	—	—	—
—	—	—	—	—	—	—	—	—	38.00	1.50	0.45/2.10	0.03	-0.06	0.0376	-0.23	78.6%	—	1
—	—	—	—	—	—	—	—	—	40.00	2.20	0.45/3.90	0.04	-0.07	0.0419	-0.33	83.8%	2	9
—	—	—	—	—	—	—	—	—	41.00	1.90	0.65/3.30	0.04	-0.06	0.0536	-0.36	67.9%	—	—
—	—	—	—	—	—	—	—	—	42.00	3.00	1.00/4.10	0.04	-0.06	0.0537	-0.42	70.7%	—	12
—	1	80.4%	0.53	0.0481	-0.08	0.04	1.65/4.90	4.00	43.00	2.96	2.00/4.80	0.04	-0.07	0.0492	-0.47	78.7%	2	2
13	8	82.3%	0.49	0.0472	-0.08	0.04	1.25/4.60	3.82	44.00	4.00	1.90/5.20	0.04	-0.06	0.0565	-0.53	68.6%	2	5
8	2	85.0%	0.45	0.0453	-0.08	0.04	1.10/4.20	4.20	45.00	3.30	3.10/5.90	0.04	-0.07	0.0501	-0.57	76.5%	—	2
19	8	80.5%	0.40	0.0466	-0.08	0.04	1.05/3.20	2.40	46.00	3.80	3.60/7.00	0.04	-0.07	0.0469	-0.61	79.9%	—	1
—	—	—	—	—	—	—	—	—	47.00	4.30	4.10/6.50	0.04	-0.05	0.0546	-0.71	61.4%	5	6
3	—	94.1%	0.35	0.0384	-0.09	0.04	0.35/3.80	3.50	48.00	6.35	4.90/8.40	0.04	-0.06	0.0440	-0.69	77.6%	1	1
8	2	94.2%	0.32	0.0369	-0.08	0.04	0.15/3.50	2.30	49.00	5.33	5.60/9.20	0.03	-0.06	0.0415	-0.73	77.0%	1	1
9	1	92.9%	0.28	0.0355	-0.08	0.03	0.00/3.10	1.40	50.00	4.15	6.50/9.90	0.03	-0.05	0.0385	-0.77	76.8%	—	1
29	10	95.5%	0.17	0.0254	-0.06	0.03	0.10/1.55	0.94	55.00	—	—	—	—	—	—	—	—	—

Greeks Profile

2026-11-20 · 21d · σ = 79.5%

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).