This page reflects AIR options positioning from the latest published market-close snapshot. Intraday price and contract changes are not displayed.
Published Snapshot
May 20, 2026 close
AIR Options Chain
Data as of market close May 20, 2026
Compare calls and puts side by side with OI, volume, IV, and positioning context.
Control Row
Next expiry (DTE 29)
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
95.00
15.80
12.90
14.90
0.00
1
6
59.9%
0.799
0.0155
-0.096
0.085
0.056
100.00
6.45
9.10
11.10
0.00
1
4
56.4%
0.711
0.0200
-0.108
0.104
0.052
105.00
6.19
6.90
7.90
0.00
4
4
54.1%
0.600
0.0236
-0.116
0.117
0.045
110.00
4.10
4.50
5.30
0.40
3
7
52.1%
0.476
0.0252
-0.114
0.121
0.036
115.00
2.86
2.45
3.10
1.31
16
13
48.2%
0.344
0.0252
-0.097
0.112
0.027
120.00
0.60
1.05
1.85
-0.06
1
24
47.7%
0.234
0.0212
-0.079
0.093
0.019
125.00
0.65
0.05
1.15
0.00
3
5
48.6%
0.157
0.0163
-0.063
0.073
0.013
130.00
0.30
0.00
1.30
0.00
2
34
58.9%
0.149
0.0130
-0.073
0.070
0.012
135.00
0.20
0.00
1.15
0.00
1
33
53.8%
0.080
0.0091
-0.043
0.045
0.006
140.00
1.16
0.00
0.95
0.00
0
1
57.7%
0.064
0.0072
-0.039
0.038
0.005
145.00
0.20
0.00
1.55
0.00
4
3
70.6%
0.083
0.0071
-0.057
0.046
0.006
150.00
0.30
0.00
0.95
0.00
2
2
68.9%
0.055
0.0053
-0.041
0.034
0.004
Puts
Strike
Last
Bid
Ask
Chg
Vol
OI
IV
Delta
Gamma
Theta
Vega
Rho
90.00
1.70
0.60
1.85
0.00
10
13
58.5%
-0.119
0.0112
-0.059
0.060
-0.011
95.00
2.20
1.35
3.30
0.00
12
15
59.2%
-0.199
0.0156
-0.083
0.085
-0.019
100.00
3.40
2.40
4.40
0.00
1
3
54.6%
-0.285
0.0205
-0.093
0.103
-0.027
105.00
4.60
4.20
6.10
-1.10
50
51
52.1%
-0.398
0.0244
-0.099
0.117
-0.038
110.00
7.10
6.50
8.60
-0.47
51
30
50.1%
-0.527
0.0262
-0.097
0.121
-0.051
115.00
12.15
9.60
11.40
-0.22
4
65
55.3%
-0.630
0.0225
-0.100
0.114
-0.063
120.00
6.50
13.40
15.40
0.00
0
46
58.3%
-0.714
0.0192
-0.093
0.103
-0.073
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.