This page reflects ALMU options positioning from the latest published market-close snapshot. Intraday price and contract changes are not displayed.
Published Snapshot
Jul 2, 2026 close
ALMU 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
15.00
7.90
3.70
5.40
0.00
2
2
153.5%
0.820
0.0463
-0.054
0.010
0.004
17.50
2.85
2.25
3.10
-1.45
8
19
131.4%
0.664
0.0752
-0.064
0.013
0.004
20.00
1.75
1.15
1.90
-1.35
7
181
130.9%
0.462
0.0822
-0.069
0.015
0.003
22.50
1.00
0.80
1.15
-0.80
7
144
142.4%
0.312
0.0673
-0.067
0.013
0.002
25.00
0.50
0.40
0.75
-0.90
43
681
145.5%
0.200
0.0521
-0.054
0.010
0.001
30.00
0.28
0.00
0.95
-0.17
10
344
187.1%
0.140
0.0322
-0.055
0.008
0.001
35.00
0.30
0.00
0.70
0.00
3
153
210.0%
0.098
0.0222
-0.048
0.006
0.001
40.00
0.15
0.00
1.05
0.00
2
92
264.8%
0.117
0.0201
-0.069
0.007
0.001
45.00
0.15
0.00
0.85
0.00
1
92
278.5%
0.094
0.0162
-0.062
0.006
0.001
Puts
Strike
Last
Bid
Ask
Chg
Vol
OI
IV
Delta
Gamma
Theta
Vega
Rho
12.50
0.30
0.00
0.40
0.00
2
96
152.3%
-0.063
0.0220
-0.025
0.005
-0.001
15.00
0.40
0.20
0.60
0.09
18
133
122.3%
-0.140
0.0493
-0.036
0.008
-0.001
17.50
1.35
1.20
1.60
0.55
11
535
136.7%
-0.338
0.0724
-0.065
0.013
-0.003
20.00
2.95
2.50
3.20
1.55
12
293
142.4%
-0.527
0.0757
-0.073
0.015
-0.005
22.50
3.10
4.00
5.20
0.00
6
187
140.4%
-0.691
0.0679
-0.063
0.013
-0.007
25.00
5.73
5.90
7.40
0.43
1
106
138.7%
-0.815
0.0521
-0.046
0.010
-0.008
30.00
8.00
10.20
12.10
0.00
5
37
50.0%
-1.000
0.0000
0.004
0.000
-0.011
35.00
11.52
14.40
17.20
0.00
0
1
285.2%
-0.796
0.0269
-0.103
0.010
-0.012
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.