This page reflects AMBQ options positioning from the latest published market-close snapshot. Intraday price and contract changes are not displayed.
Published Snapshot
May 20, 2026 close
AMBQ 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
30.00
5.00
45.30
48.30
0.00
20
20
163.9%
0.988
0.0009
-0.022
0.007
0.023
35.00
6.70
40.30
43.30
0.00
1
2
139.1%
0.986
0.0012
-0.022
0.008
0.027
40.00
26.32
35.60
38.30
0.00
10
23
130.4%
0.975
0.0021
-0.033
0.013
0.030
45.00
14.00
30.70
33.20
0.00
6
28
109.6%
0.971
0.0028
-0.032
0.014
0.034
50.00
18.75
26.00
28.30
0.00
10
101
100.4%
0.952
0.0046
-0.043
0.022
0.036
55.00
19.00
21.50
23.90
0.00
4
19
98.8%
0.910
0.0076
-0.065
0.035
0.037
60.00
12.94
17.20
19.70
0.00
0
2
94.7%
0.856
0.0111
-0.086
0.049
0.037
65.00
11.90
13.40
15.90
0.00
7
294
92.5%
0.781
0.0148
-0.107
0.064
0.036
70.00
11.50
10.50
12.80
3.50
2
79
94.7%
0.686
0.0174
-0.130
0.077
0.032
75.00
8.00
7.30
10.00
2.00
10
29
90.4%
0.589
0.0199
-0.135
0.084
0.029
80.00
7.00
6.00
7.00
2.75
98
267
90.5%
0.489
0.0204
-0.138
0.086
0.025
85.00
4.30
4.00
5.50
2.10
21
155
89.9%
0.394
0.0198
-0.132
0.083
0.020
90.00
4.05
3.60
4.50
2.45
315
6
97.5%
0.331
0.0172
-0.134
0.078
0.017
Puts
Strike
Last
Bid
Ask
Chg
Vol
OI
IV
Delta
Gamma
Theta
Vega
Rho
17.50
0.05
0.00
0.30
0.00
0
10
243.4%
-0.006
0.0003
-0.016
0.004
-0.000
20.00
0.10
0.00
0.40
0.00
0
6
231.6%
-0.008
0.0005
-0.020
0.005
-0.001
30.00
0.05
0.00
0.10
-0.03
1
6
135.9%
-0.004
0.0004
-0.006
0.003
-0.000
35.00
0.70
0.00
1.50
0.00
2
3
180.9%
-0.036
0.0020
-0.053
0.017
-0.003
40.00
0.45
0.00
2.15
0.00
5
3
168.2%
-0.053
0.0030
-0.067
0.023
-0.004
45.00
0.10
0.00
0.95
-0.36
7
58
117.4%
-0.037
0.0032
-0.035
0.018
-0.003
50.00
0.70
0.25
1.20
0.00
3
13
107.8%
-0.059
0.0050
-0.046
0.025
-0.004
55.00
1.04
0.00
2.50
-0.51
11
51
103.0%
-0.097
0.0077
-0.065
0.037
-0.007
60.00
2.00
0.90
3.70
-0.58
300
14
103.4%
-0.160
0.0109
-0.092
0.052
-0.011
65.00
3.10
2.80
4.00
-1.70
31
146
97.9%
-0.228
0.0143
-0.108
0.065
-0.016
70.00
4.66
3.90
6.20
-2.30
8
22
94.8%
-0.314
0.0173
-0.122
0.077
-0.023
80.00
14.70
8.80
10.20
0.00
0
10
86.1%
-0.517
0.0214
-0.122
0.086
-0.039
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.