This page reflects ABSI options positioning from the latest published market-close snapshot. Intraday price and contract changes are not displayed.
Published Snapshot
Jul 2, 2026 close
ABSI Options Chain
Data as of market close Jul 2, 2026
Compare calls and puts side by side with OI, volume, IV, and positioning context.
Control Row
Next expiry (DTE 15)
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
1.00
10.46
10.20
11.20
1.36
230
3
725.0%
0.993
0.0012
-0.012
0.000
0.000
3.00
8.59
7.70
9.70
1.69
1,812
2,096
392.2%
0.984
0.0044
-0.013
0.001
0.001
4.00
7.31
6.80
8.20
0.00
4
1,513
535.2%
0.939
0.0100
-0.053
0.003
0.001
5.00
5.05
5.80
7.20
0.00
3
1,366
437.1%
0.921
0.0147
-0.052
0.003
0.001
6.00
5.60
5.00
6.00
0.40
2
2,035
309.0%
0.919
0.0214
-0.038
0.003
0.002
7.00
4.50
4.10
5.10
-0.40
4
154
273.8%
0.888
0.0306
-0.043
0.004
0.002
8.00
4.00
3.20
4.00
1.05
11
648
201.2%
0.875
0.0451
-0.034
0.005
0.002
9.00
3.00
2.40
3.00
0.40
7
953
93.8%
0.932
0.0614
-0.011
0.003
0.003
10.00
2.02
1.70
2.55
0.48
22
906
130.5%
0.765
0.1035
-0.033
0.007
0.003
11.00
1.35
1.10
1.70
0.15
117
462
116.4%
0.641
0.1411
-0.036
0.009
0.002
12.00
0.95
0.75
1.20
0.15
64
483
121.3%
0.496
0.1445
-0.040
0.009
0.002
13.00
0.55
0.45
0.65
0.05
33
590
111.3%
0.345
0.1455
-0.034
0.008
0.001
14.00
0.40
0.20
0.65
0.00
1
15
124.0%
0.261
0.1153
-0.033
0.007
0.001
15.00
0.20
0.00
0.30
-0.05
538
82
103.5%
0.125
0.0874
-0.017
0.005
0.001
17.00
0.10
0.00
0.30
0.00
20
29
136.7%
0.100
0.0564
-0.020
0.004
0.000
Puts
Strike
Last
Bid
Ask
Chg
Vol
OI
IV
Delta
Gamma
Theta
Vega
Rho
4.00
0.20
0.00
0.75
0.00
2
4
460.9%
-0.051
0.0100
-0.039
0.002
-0.000
5.00
0.05
0.00
1.10
0.00
10
450
428.5%
-0.077
0.0148
-0.050
0.003
-0.001
6.00
0.05
0.00
0.30
0.00
10
160
235.9%
-0.048
0.0186
-0.019
0.002
-0.000
7.00
0.08
0.00
0.60
-0.02
2
433
232.4%
-0.089
0.0305
-0.030
0.004
-0.001
8.00
0.05
0.05
0.20
-0.15
11
308
141.4%
-0.068
0.0407
-0.015
0.003
-0.000
9.00
0.30
0.15
0.40
-0.07
12
120
137.5%
-0.138
0.0704
-0.024
0.005
-0.001
10.00
0.45
0.00
0.55
-0.23
17
708
97.7%
-0.187
0.1209
-0.021
0.006
-0.001
11.00
0.95
0.80
1.05
-0.15
7
91
132.6%
-0.364
0.1244
-0.040
0.009
-0.002
12.00
1.40
1.00
1.95
-0.03
105
106
134.0%
-0.494
0.1308
-0.043
0.009
-0.003
15.00
4.78
1.50
4.40
0.00
0
1
219.5%
-0.646
0.0744
-0.065
0.008
-0.005
20.00
9.30
7.80
9.30
0.00
0
1
181.3%
-0.911
0.0390
-0.021
0.004
-0.007
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.