FROG implied volatility

FROG implied volatility: the term structure across expirations and the front expiry's smile by strike.

• FROG options traded $841.74K in premium on 2026-11-06: $642.16K in calls and $199.58K in puts, a net bearish lean of $529.22K.
• Put/call ratio 0.31, implied volatility 76.7%.
• Options price a move of about ±$14.71 by 2026-11-20.
• Max pain for 2026-11-20 is $92.5.

Updated 2026-11-07 11:53 UTC