SITM implied volatility

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

• SITM options traded $539.52K in premium on 2026-11-02: $0.00 in calls and $539.52K in puts, a net bearish lean of $95.64K.
• Options price a move of about ±$111.81 by 2026-11-20.

Updated 2026-11-03 13:36 UTC