This page reflects AMBQ options positioning from the latest published market-close snapshot. Intraday price and contract changes are not displayed.
Published Snapshot
Jul 2, 2026 close
AMBQ 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
50.00
35.15
31.60
35.30
0.00
1
3
164.4%
0.959
0.0033
-0.090
0.014
0.018
60.00
29.50
21.80
24.40
0.00
1
2
94.1%
0.968
0.0047
-0.046
0.012
0.022
65.00
24.20
17.10
19.90
0.00
0
1
93.2%
0.924
0.0095
-0.084
0.023
0.022
70.00
12.90
12.80
15.70
-0.43
2
3
91.7%
0.850
0.0157
-0.130
0.038
0.022
75.00
9.90
9.00
11.80
-0.60
1
9
88.3%
0.749
0.0222
-0.169
0.052
0.020
80.00
11.00
6.00
8.50
0.00
1
48
86.9%
0.618
0.0271
-0.197
0.062
0.017
85.00
4.90
4.00
6.60
-3.46
3
434
93.2%
0.484
0.0264
-0.219
0.065
0.013
90.00
3.20
2.15
4.60
-2.77
3
144
90.6%
0.356
0.0254
-0.199
0.060
0.010
95.00
2.10
1.25
2.90
-2.00
13
77
89.2%
0.246
0.0218
-0.165
0.051
0.007
100.00
1.85
1.50
2.75
-1.45
27
131
107.6%
0.218
0.0169
-0.185
0.048
0.006
105.00
0.75
0.35
3.10
-0.75
1
2
114.5%
0.174
0.0138
-0.172
0.042
0.005
110.00
1.00
0.00
2.70
0.00
2
9
118.9%
0.137
0.0114
-0.152
0.036
0.004
115.00
0.88
0.00
2.30
0.00
256
117
125.5%
0.114
0.0095
-0.141
0.031
0.003
120.00
0.70
0.00
2.00
0.00
1
3
131.8%
0.097
0.0080
-0.132
0.028
0.003
Puts
Strike
Last
Bid
Ask
Chg
Vol
OI
IV
Delta
Gamma
Theta
Vega
Rho
30.00
0.24
0.00
2.15
0.00
1
1
343.9%
-0.032
0.0013
-0.144
0.012
-0.001
45.00
1.30
0.00
2.20
0.00
1
1
222.6%
-0.052
0.0030
-0.137
0.017
-0.002
50.00
1.85
0.00
2.30
0.00
1
1
192.8%
-0.063
0.0040
-0.137
0.020
-0.002
55.00
1.60
0.00
2.20
0.00
10
11
161.3%
-0.072
0.0053
-0.128
0.022
-0.003
60.00
0.66
0.00
1.35
0.00
34
12
117.4%
-0.064
0.0065
-0.084
0.020
-0.002
65.00
0.50
0.00
1.90
0.00
3
266
103.8%
-0.096
0.0101
-0.102
0.028
-0.003
70.00
1.07
0.45
2.40
0.00
2
19
92.3%
-0.151
0.0156
-0.124
0.038
-0.005
75.00
1.94
1.25
4.10
0.00
2
218
90.6%
-0.255
0.0218
-0.166
0.052
-0.009
80.00
5.10
3.40
6.10
1.10
1
29
92.3%
-0.385
0.0255
-0.200
0.062
-0.014
85.00
8.80
6.00
9.10
-1.60
3
12
94.7%
-0.515
0.0259
-0.213
0.065
-0.019
90.00
12.49
9.60
11.60
0.00
2
2
91.7%
-0.641
0.0251
-0.191
0.061
-0.024
95.00
11.80
13.60
16.10
0.00
0
5
100.5%
-0.722
0.0206
-0.187
0.054
-0.029
100.00
19.69
17.70
20.30
0.00
0
8
102.0%
-0.798
0.0170
-0.157
0.046
-0.033
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.