This page reflects AGO options positioning from the latest published market-close snapshot. Intraday price and contract changes are not displayed.
Published Snapshot
Jul 2, 2026 close
AGO 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
55.00
35.80
29.40
32.40
0.00
0
1
203.6%
0.895
0.0054
-0.221
0.030
0.017
60.00
16.54
15.60
19.20
0.00
0
1
0.0%
1.000
0.0000
-0.007
0.000
0.023
65.00
11.20
10.70
13.70
0.00
0
1
0.0%
1.000
0.0000
-0.008
0.000
0.025
70.00
7.58
11.60
14.20
0.00
1
1
69.6%
0.917
0.0133
-0.069
0.025
0.024
75.00
4.20
6.70
9.80
0.00
1
48
63.7%
0.829
0.0243
-0.102
0.042
0.023
80.00
1.05
2.45
4.60
0.00
113
623
35.0%
0.762
0.0539
-0.070
0.051
0.023
85.00
0.75
0.60
1.85
0.40
153
52
36.0%
0.435
0.0666
-0.087
0.064
0.013
90.00
0.10
0.00
0.35
0.00
1
6
31.5%
0.130
0.0411
-0.040
0.035
0.004
95.00
1.66
0.60
1.40
0.00
1
20
64.0%
0.174
0.0245
-0.098
0.042
0.005
100.00
1.44
0.40
2.10
0.00
10
105
85.5%
0.166
0.0178
-0.126
0.041
0.005
115.00
1.03
0.00
2.55
0.00
0
100
126.1%
0.123
0.0099
-0.152
0.033
0.004
125.00
0.45
0.00
2.55
0.00
0
1
147.9%
0.108
0.0077
-0.162
0.030
0.003
130.00
0.30
0.00
2.25
0.00
0
1
153.0%
0.094
0.0067
-0.151
0.028
0.003
Puts
Strike
Last
Bid
Ask
Chg
Vol
OI
IV
Delta
Gamma
Theta
Vega
Rho
45.00
0.10
0.00
2.15
0.00
1
5
223.6%
-0.051
0.0028
-0.136
0.017
-0.002
50.00
0.45
0.00
0.95
0.00
1
8
158.4%
-0.034
0.0029
-0.070
0.012
-0.001
55.00
0.50
0.00
2.70
0.00
1
3
173.7%
-0.080
0.0052
-0.150
0.024
-0.003
60.00
0.80
0.00
0.00
0.00
0
0
50.0%
-0.000
0.0001
-0.000
0.000
-0.000
65.00
0.55
0.00
1.00
0.00
5
24
89.6%
-0.062
0.0083
-0.064
0.020
-0.002
70.00
0.10
0.00
1.00
-0.03
3
401
68.6%
-0.080
0.0132
-0.059
0.024
-0.003
75.00
0.80
0.10
0.95
0.00
4
262
59.6%
-0.156
0.0245
-0.082
0.039
-0.005
80.00
1.40
0.10
1.20
0.00
1
18
39.9%
-0.263
0.0499
-0.073
0.053
-0.009
85.00
2.20
2.00
3.00
-7.83
93
137
33.4%
-0.573
0.0718
-0.071
0.064
-0.019
90.00
11.50
6.00
8.10
0.00
5
4
59.8%
-0.709
0.0350
-0.112
0.056
-0.026
95.00
18.60
9.90
13.60
0.00
15
0
88.9%
-0.737
0.0224
-0.161
0.053
-0.029
100.00
11.40
14.10
17.90
0.00
1
1
92.6%
-0.811
0.0178
-0.136
0.044
-0.033
105.00
26.45
20.70
23.50
0.00
50
0
87.0%
-0.892
0.0130
-0.083
0.030
-0.037
135.00
58.73
50.70
53.50
0.00
90
0
149.1%
-0.931
0.0054
-0.100
0.022
-0.050
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.