This page reflects AOS options positioning from the latest published market-close snapshot. Intraday price and contract changes are not displayed.
Published Snapshot
Oct 2, 2026 close
AOS 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
40.00
24.70
16.30
19.80
0.00
2
2
179.2%
0.903
0.0097
-0.143
0.017
0.010
50.00
8.51
5.60
7.70
0.00
10
11
78.1%
0.851
0.0301
-0.086
0.023
0.012
55.00
1.76
1.30
2.65
0.00
2
1,615
36.0%
0.731
0.0927
-0.058
0.033
0.012
60.00
0.20
0.10
0.25
-0.05
16
643
28.5%
0.160
0.0862
-0.032
0.024
0.003
65.00
0.19
0.00
0.15
0.14
1
522
48.0%
0.064
0.0263
-0.027
0.012
0.001
70.00
0.03
0.00
0.05
0.00
8
140
50.8%
0.011
0.0059
-0.007
0.003
0.000
75.00
0.30
0.00
2.15
0.00
1
156
136.2%
0.149
0.0173
-0.143
0.023
0.002
80.00
0.30
0.00
0.25
0.00
2
115
97.7%
0.028
0.0067
-0.028
0.006
0.000
85.00
0.10
0.00
0.00
0.00
1
0
50.0%
0.000
0.0000
-0.000
0.000
0.000
90.00
0.30
0.00
1.15
0.00
0
61
164.5%
0.073
0.0085
-0.103
0.014
0.001
100.00
1.01
0.00
0.00
0.00
0
0
50.0%
0.000
0.0000
0.000
0.000
0.000
Puts
Strike
Last
Bid
Ask
Chg
Vol
OI
IV
Delta
Gamma
Theta
Vega
Rho
45.00
0.03
0.00
1.05
0.00
1
10
106.6%
-0.085
0.0147
-0.074
0.015
-0.002
50.00
0.17
0.00
0.60
0.00
1
66
58.6%
-0.089
0.0278
-0.042
0.016
-0.002
55.00
0.45
0.25
0.40
0.00
1
288
27.6%
-0.216
0.1073
-0.035
0.029
-0.004
60.00
3.43
3.00
3.60
0.00
2
2,148
39.4%
-0.760
0.0799
-0.050
0.031
-0.014
65.00
4.00
0.00
0.00
0.00
1
0
0.0%
-1.000
0.0000
0.008
0.000
-0.020
70.00
7.55
0.00
0.00
0.00
12
0
0.0%
-1.000
0.0000
0.008
0.000
-0.021
75.00
16.95
17.60
19.70
0.00
2
0
116.3%
-0.895
0.0158
-0.087
0.018
-0.021
80.00
21.93
22.30
24.70
0.00
2
100
126.4%
-0.924
0.0115
-0.072
0.014
-0.023
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.