This page reflects AMTM options positioning from the latest published market-close snapshot. Intraday price and contract changes are not displayed.
Published Snapshot
Oct 2, 2026 close
AMTM Options Chain
Data as of market close Oct 2, 2026
Compare calls and puts side by side with OI, volume, IV, and positioning context.
Control Row
Next expiry (DTE 14)
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
12.50
8.23
0.00
0.00
0.00
0
0
0.0%
1.000
0.0000
-0.001
0.000
0.004
15.00
3.20
2.60
3.80
0.00
0
2
143.6%
0.820
0.0578
-0.056
0.008
0.003
17.50
1.00
0.85
1.40
0.05
2
36
53.7%
0.693
0.2065
-0.029
0.011
0.003
20.00
0.05
0.05
0.15
-0.05
37
316
51.2%
0.164
0.1526
-0.019
0.008
0.001
22.50
0.11
0.00
0.10
0.10
2
592
69.5%
0.048
0.0451
-0.010
0.003
0.000
25.00
0.06
0.00
0.10
0.03
2
280
95.3%
0.035
0.0255
-0.011
0.002
0.000
27.50
0.04
0.00
0.05
0.00
4
858
106.3%
0.017
0.0124
-0.006
0.001
0.000
30.00
0.02
0.00
0.20
0.00
20
158
154.7%
0.043
0.0188
-0.021
0.003
0.000
32.50
0.14
0.00
0.15
0.09
1
353
165.6%
0.031
0.0135
-0.017
0.002
0.000
35.00
0.35
0.00
0.05
0.00
2
526
156.3%
0.012
0.0062
-0.007
0.001
0.000
37.50
0.10
0.00
0.95
0.00
2
104
282.8%
0.111
0.0212
-0.077
0.006
0.000
40.00
0.02
0.00
0.75
0.00
18
126
284.0%
0.090
0.0180
-0.066
0.005
0.000
42.50
0.35
0.00
0.00
0.00
4
0
50.0%
0.000
0.0000
0.000
0.000
0.000
45.00
0.05
0.00
0.95
0.00
1
8
329.7%
0.099
0.0166
-0.083
0.006
0.000
Puts
Strike
Last
Bid
Ask
Chg
Vol
OI
IV
Delta
Gamma
Theta
Vega
Rho
12.50
0.20
0.00
0.75
0.00
1
5
193.4%
-0.097
0.0281
-0.048
0.005
-0.001
15.00
0.04
0.00
0.75
0.00
2
15
121.9%
-0.150
0.0604
-0.041
0.007
-0.001
17.50
0.18
0.10
0.25
-0.07
11
605
42.0%
-0.267
0.2472
-0.019
0.010
-0.002
20.00
2.10
1.40
2.30
0.00
15
562
88.7%
-0.696
0.1246
-0.043
0.011
-0.004
22.50
4.46
3.80
4.80
0.00
5
97
66.4%
-0.960
0.0409
-0.006
0.003
-0.007
25.00
5.43
6.30
7.60
0.00
29
256
126.6%
-0.906
0.0417
-0.028
0.005
-0.007
27.50
6.30
6.90
7.20
0.00
5
177
0.0%
-1.000
0.0000
0.003
0.000
-0.008
30.00
9.54
8.20
10.90
0.00
5
9
0.0%
-1.000
0.0000
0.004
0.000
-0.009
37.50
15.26
13.50
18.30
0.00
0
0
0.0%
-1.000
0.0000
0.004
0.000
-0.011
40.00
17.66
17.20
20.80
0.00
0
0
0.0%
-1.000
0.0000
0.005
0.000
-0.012
42.50
20.22
20.10
23.30
0.00
0
0
0.0%
-1.000
0.0000
0.005
0.000
-0.013
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.