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

Underlying

$154.55

DTE

21d

2026-11-20

P/C Vol

0.67

P/C OI

0.11

ATM IV

38.3%

IV Skew

-1.3%

25Δ put − call

Max Pain

$145

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
2	—	86.8%	0.99	0.0011	-0.04	0.01	52.80/56.70	51.80	100.00	—	—	—	—	—	—	—	—	—
—	—	—	—	—	—	—	—	—	115.00	0.25	0.00/0.35	0.02	-0.02	0.0019	-0.02	60.6%	2	52
3	—	56.3%	0.97	0.0028	-0.04	0.02	32.90/36.70	25.50	120.00	0.60	0.00/0.95	0.03	-0.05	0.0037	-0.04	63.8%	4	6
—	—	—	—	—	—	—	—	—	125.00	0.30	0.00/0.95	0.04	-0.05	0.0047	-0.05	55.2%	2	34
23	2	69.4%	0.87	0.0081	-0.14	0.08	23.10/26.50	12.90	130.00	0.16	0.00/1.60	0.05	-0.07	0.0072	-0.08	53.2%	27	96
16	6	62.0%	0.84	0.0105	-0.15	0.09	18.30/21.80	15.61	135.00	0.70	0.20/1.60	0.08	-0.10	0.0106	-0.13	54.8%	1	90
51	2	54.7%	0.80	0.0138	-0.15	0.10	13.60/17.20	9.80	140.00	0.88	0.00/1.25	0.08	-0.08	0.0146	-0.14	40.7%	3	128
769	16	35.4%	0.80	0.0217	-0.10	0.11	10.60/11.30	10.90	145.00	1.43	0.85/1.80	0.11	-0.09	0.0215	-0.21	35.8%	44	98
289	7	35.0%	0.67	0.0281	-0.12	0.13	6.50/7.80	7.26	150.00	3.40	2.20/3.50	0.14	-0.11	0.0269	-0.34	36.7%	2	27
833	3	40.4%	0.52	0.0266	-0.15	0.15	2.85/5.90	4.65	155.00	7.70	3.80/5.70	0.15	-0.12	0.0298	-0.48	36.1%	2	91
3.5k	41	37.1%	0.38	0.0276	-0.13	0.14	1.45/3.40	2.30	160.00	7.90	6.30/9.10	0.14	-0.12	0.0265	-0.62	38.9%	5	5
305	57	37.0%	0.25	0.0233	-0.11	0.12	0.45/2.00	1.20	165.00	—	—	—	—	—	—	—	—	—
31	1	37.4%	0.16	0.0177	-0.08	0.09	0.15/1.15	0.38	170.00	31.80	19.00/21.60	0.13	-0.20	0.0140	-0.68	68.6%	—	—
3	2	42.1%	0.12	0.0131	-0.08	0.08	0.00/0.95	0.05	175.00	—	—	—	—	—	—	—	—	—

Greeks Profile

2026-11-20 · 21d · σ = 38.3%

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).