LIT options expiring 27 Nov

19d left · settles 27 Nov, 08:00 UTC · quotes in USD from Derive

Forward

$3.33

Price this expiry implies for settlement

ATM IV

108.8%

Strikes nearest the forward

Max pain

$3.20

3.8% below the forward

Put/call (OI)

0.07

Put vs call contracts open

Open interest

$8.6M

2,419,168 calls · 167,312 puts

Chain

Calls left, puts right; each price is the better of Derive and Deribit. Shaded cells are in the money. Wider screens show each venue separately.Calls left, puts right, Derive next to the strike and Deribit outside it. Where both venues quote, the better price is bright and the other dimmed. Shaded cells are in the money. OI is open contracts on both venues.

Jump to the money Jump to the money Trade on Derive

Call OI	Call IV	Call bid	Call ask	Strike	Put bid	Put ask	Put IV	Put OI
0	153%	—	—	2	0.016	—	153%	72
100	125%	0.818	0.959	2.5	0.046	0.108	125%	4,551
0	115%	0.576	0.724	2.8	0.095	0.193	115%	19,077
1,500	111%	0.455	0.583	3	—	0.209	111%	112,012
313	109%	0.336	0.465	3.2	0.225	0.325	109%	30,000
Forward $3.33 · calls above this line and puts below it are in the money					Forward $3.33 · calls above this line and puts below it are in the money
2,145	109%	0.254	0.367	3.4	0.349	0.435	109%	1,000
8,675	109%	0.22	0.299	3.5	0.409	0.526	109%	0
2,556	111%	0.19	0.263	3.6	0.474	0.601	111%	0
1,281	114%	0.138	0.248	3.8	0.618	0.753	114%	0
1,090,347	118%	0.107	0.212	4	0.777	0.919	118%	600
2,550	122%	0.082	0.181	4.2	0.947	1.10	122%	0
50	127%	0.065	0.159	4.4	1.13	1.28	127%	0
2,880	130%	0.059	0.151	4.5	1.22	1.36	130%	0
0	132%	0.053	0.143	4.6	1.31	1.46	132%	0
0	137%	0.046	0.129	4.8	1.50	1.65	137%	0
1,055,756	142%	0.043	0.116	5	1.69	1.85	142%	0
91	147%	0.034	0.108	5.2	1.88	2.03	147%	0

Calls		Deribit		Derive			Derive		Deribit		Puts
OI	IV	Bid	Ask	Bid	Ask	Strike	Bid	Ask	Bid	Ask	IV	OI
0	153%	—	—	—	—	2	0.016	—	—	—	153%	72
100	125%	—	—	0.818	0.959	2.5	0.046	0.108	—	—	125%	4,551
0	115%	—	—	0.576	0.724	2.8	0.095	0.193	—	—	115%	19,077
1,500	111%	—	—	0.455	0.583	3	—	0.209	—	—	111%	112,012
313	109%	—	—	0.336	0.465	3.2	0.225	0.325	—	—	109%	30,000
Forward $3.33 · calls above this line and puts below it are in the money
2,145	109%	—	—	0.254	0.367	3.4	0.349	0.435	—	—	109%	1,000
8,675	109%	—	—	0.22	0.299	3.5	0.409	0.526	—	—	109%	0
2,556	111%	—	—	0.19	0.263	3.6	0.474	0.601	—	—	111%	0
1,281	114%	—	—	0.138	0.248	3.8	0.618	0.753	—	—	114%	0
1,090,347	118%	—	—	0.107	0.212	4	0.777	0.919	—	—	118%	600
2,550	122%	—	—	0.082	0.181	4.2	0.947	1.10	—	—	122%	0
50	127%	—	—	0.065	0.159	4.4	1.13	1.28	—	—	127%	0
2,880	130%	—	—	0.059	0.151	4.5	1.22	1.36	—	—	130%	0
0	132%	—	—	0.053	0.143	4.6	1.31	1.46	—	—	132%	0
0	137%	—	—	0.046	0.129	4.8	1.50	1.65	—	—	137%	0
1,055,756	142%	—	—	0.043	0.116	5	1.69	1.85	—	—	142%	0
91	147%	—	—	0.034	0.108	5.2	1.88	2.03	—	—	147%	0

Strikes within 60% of the forward; 11 further out are not shown. IV is Derive's mark IV where it lists the strike, Deribit's otherwise. A dash means no quote on that side.

How to use this chain

Where a strike is listed on both venues, compare the bright prices: buying at one venue's ask and selling at the other's bid only pays if the gap beats both venues' fees, which the arb scanner checks for you. Max pain ($3.20) is the settlement price at which option holders, weighted by open interest, would collect the least; it is a description of open interest, not a forecast. All LIT expiries.

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