This page reflects ABG options positioning from the latest published market-close snapshot. Intraday price and contract changes are not displayed.
Published Snapshot
Aug 18, 2026 close
ABG Options Chain
Data as of market close Aug 18, 2026
Compare calls and puts side by side with OI, volume, IV, and positioning context.
Control Row
Next expiry (DTE 3)
Blank greek cells usually mean usable implied volatility was unavailable for that contract in the market-close snapshot.
Open Interest by Strike
IV Skew
Volume by Strike
Calls
Strike
Last
Bid
Ask
Chg
Vol
OI
IV
Delta
Gamma
Theta
Vega
Rho
200.00
9.00
5.40
7.00
0.00
14
2,208
56.6%
0.660
0.0350
-0.654
0.068
0.011
210.00
5.75
0.00
4.10
0.00
1
140
51.3%
0.275
0.0351
-0.534
0.062
0.004
220.00
16.80
0.00
3.20
0.00
800
804
77.1%
0.148
0.0162
-0.554
0.043
0.002
230.00
1.54
0.00
0.05
0.00
1
2,384
51.2%
0.005
0.0016
-0.024
0.003
0.000
240.00
5.20
0.00
2.60
0.00
31
27
120.7%
0.076
0.0064
-0.535
0.027
0.001
250.00
0.03
0.00
5.00
0.00
2
811
169.6%
0.107
0.0059
-0.963
0.034
0.002
260.00
2.95
0.00
5.00
0.00
0
14
191.0%
0.094
0.0048
-0.993
0.031
0.001
270.00
4.10
0.00
5.00
0.00
0
93
210.9%
0.085
0.0040
-1.017
0.029
0.001
Puts
Strike
Last
Bid
Ask
Chg
Vol
OI
IV
Delta
Gamma
Theta
Vega
Rho
180.00
3.36
0.00
3.40
0.00
0
1
113.1%
-0.102
0.0085
-0.617
0.033
-0.002
185.00
1.00
0.00
3.50
0.00
1
2
96.6%
-0.123
0.0114
-0.602
0.038
-0.002
190.00
2.70
0.00
2.75
0.00
1
1
71.8%
-0.130
0.0159
-0.466
0.039
-0.002
195.00
2.41
0.00
3.70
0.00
0
5
61.6%
-0.201
0.0247
-0.528
0.052
-0.003
200.00
1.86
0.35
2.45
0.00
1
571
48.9%
-0.319
0.0395
-0.530
0.066
-0.006
210.00
5.16
5.60
8.70
0.00
1
17
59.1%
-0.696
0.0320
-0.619
0.065
-0.012
220.00
12.09
15.20
18.00
0.00
5
205
55.1%
-0.931
0.0130
-0.201
0.025
-0.017
230.00
3.20
24.40
27.90
0.00
0
2
55.7%
-0.991
0.0024
-0.016
0.005
-0.019
250.00
59.00
28.40
31.30
0.00
1
1
0.0%
-1.000
0.0000
0.029
0.000
-0.021
270.00
46.60
64.00
67.90
0.00
0
0
194.7%
-0.933
0.0036
-0.748
0.024
-0.021
How to Read the Chain
Use this market-close chain snapshot to compare liquidity, pricing, IV, and per-contract greeks across the active expiration.
How to scan it
Start with strike, bid/ask spread, open interest, and volume. Then use IV and greeks to decide whether a contract fits your directional, income, or volatility idea.
What matters first
Clean fills matter before a contract looks mathematically attractive. A thin market can erase the edge you think you found.
What can mislead you
Low premium, high IV, or one convenient delta do not make a trade by themselves. Check how far the strike sits from spot, expected move, and the event calendar.
Greeks are close-of-day estimates, and blank greek cells usually mean usable implied volatility was unavailable for that contract.