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Array Digital Infrastructure, IClose $36.24EOD only

Max Pain

$49.75

Next expiry Jul 17, 2026

Expected Move

±$16.50

45.5% from close

Price Gap

+13.51

Distance to max pain

IV Rank

Low premium

P/C OI

1.03

Balanced positioning

Consensus

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No reports available

Published snapshot: Jul 2, 2026 close

End-of-day snapshot

This page reflects AD options positioning from the latest published market-close snapshot. Intraday price and contract changes are not displayed.

Published Snapshot

Jul 2, 2026 close

AD Options Chain

Data as of market close Jul 2, 2026

Expiration

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	Vol	OI	IV	Delta	Gamma	Theta	Vega	Rho
36.75	11.40	-	-	0	0	0.0%	-	-	-	-	-
41.75	9.50	8.50	9.70	24	26	379.1%	0.573	0.0146	-0.378	0.028	0.005
44.75	9.00	0.00	0.00	1	0	25.0%	0.000	0.0000	-0.000	0.000	0.000
46.75	3.40	0.00	0.00	38	0	25.0%	0.000	0.0000	0.000	0.000	0.000
47.00	11.40	4.50	9.50	0	1	353.8%	0.489	0.0159	-0.359	0.028	0.004
49.75	3.84	0.00	0.00	1	130	25.0%	0.000	0.0000	0.000	0.000	0.000
50.00	2.10	0.00	2.15	1	2	156.0%	0.185	0.0241	-0.106	0.019	0.002
51.75	3.10	0.00	0.00	1	43	50.0%	0.000	0.0002	-0.000	0.000	0.000
52.00	7.00	4.10	5.70	0	2	318.1%	0.395	0.0171	-0.312	0.027	0.004
54.75	1.20	0.00	0.00	1	1,030	50.0%	0.000	0.0000	-0.000	0.000	0.000
56.75	0.50	0.00	0.00	1	5	50.0%	0.000	0.0000	-0.000	0.000	0.000
57.00	6.20	0.55	5.50	0	1	279.4%	0.291	0.0173	-0.244	0.024	0.003
61.75	0.40	0.00	2.50	3	2	224.0%	0.161	0.0153	-0.139	0.017	0.002
64.75	0.35	0.00	2.35	1	1	232.3%	0.148	0.0140	-0.137	0.016	0.002
70.00	11.40	0.00	0.00	0	1	50.0%	0.000	0.0000	0.000	0.000	0.000
71.75	0.25	0.00	0.00	0	0	50.0%	0.000	0.0000	0.000	0.000	0.000
75.00	8.50	0.00	0.00	0	1	50.0%	0.000	0.0000	0.000	0.000	0.000
76.75	0.10	0.00	2.15	1	1	268.6%	0.123	0.0107	-0.139	0.014	0.001
80.00	6.20	0.00	0.00	0	1	50.0%	0.000	0.0000	0.000	0.000	0.000

Puts

Strike	Last	Bid	Ask	Chg	Vol	OI	IV	Delta	Gamma	Theta	Vega	Rho
11.75	0.55	-	-	0.00	0	0	0.0%	-	-	-	-	-
16.75	0.95	-	-	0.00	0	0	0.0%	-	-	-	-	-
22.00	0.55	0.00	5.00	0.00	0	1	335.2%	-0.138	0.0092	-0.186	0.016	-0.003
27.00	0.95	0.00	5.00	0.00	0	1	239.7%	-0.193	0.0161	-0.166	0.019	-0.004
35.00	1.13	0.00	2.60	-1.27	1	2	64.5%	-0.362	0.0820	-0.060	0.027	-0.006
36.75	5.10	-	-	0.00	0	0	0.0%	-	-	-	-	-
39.75	1.10	0.00	0.00	0.00	0	0	0.0%	-1.000	0.0000	0.005	0.000	-0.015
41.75	1.05	0.00	0.55	0.00	100	100	0.0%	-1.000	0.0000	0.005	0.000	-0.016
44.75	1.55	0.00	1.75	0.00	1	5	0.0%	-1.000	0.0000	0.005	0.000	-0.017
45.00	0.55	0.00	0.00	0.00	0	1	0.0%	-1.000	0.0000	0.005	0.000	-0.017
46.75	0.85	0.00	0.00	0.00	1	114	0.0%	-1.000	0.0000	0.005	0.000	-0.018
47.00	5.10	2.00	7.00	0.00	0	1	0.0%	-1.000	0.0000	0.006	0.000	-0.018
49.75	0.95	0.00	0.00	0.00	1	1,003	0.0%	-1.000	0.0000	0.006	0.000	-0.019
50.00	0.95	0.00	0.00	0.00	0	1	0.0%	-1.000	0.0000	0.006	0.000	-0.019
51.75	2.00	0.00	0.00	0.00	1	22	0.0%	-1.000	0.0000	0.006	0.000	-0.020
52.00	7.50	5.00	9.50	0.00	0	1	0.0%	-1.000	0.0000	0.006	0.000	-0.020
54.75	4.66	0.00	0.00	0.00	10	20	0.0%	-1.000	0.0000	0.006	0.000	-0.021
56.75	5.90	0.00	0.00	0.00	0	2	0.0%	-1.000	0.0000	0.007	0.000	-0.022
70.00	5.10	0.00	0.00	0.00	0	1	0.0%	-1.000	0.0000	0.008	0.000	-0.027
75.00	7.50	0.00	0.00	0.00	0	1	0.0%	-1.000	0.0000	0.009	0.000	-0.029

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.