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APTV

Aptiv PLCClose $58.89EOD only

Max Pain

$62.50

Next expiry Jul 17, 2026

Expected Move

±$4.38

7.4% from close

Price Gap

+3.61

Distance to max pain

IV Rank

Middle-high premium

P/C OI

0.21

Slightly call-heavy

Consensus

—

No reports available

Published snapshot: Jul 2, 2026 close

End-of-day snapshot

This page reflects APTV options positioning from the latest published market-close snapshot. Intraday price and contract changes are not displayed.

Published Snapshot

Jul 2, 2026 close

APTV Options Chain

Data as of market close Jul 2, 2026

Expiration

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
40.00	15.40	17.70	20.20	0.00	1	1	91.4%	0.988	0.0029	-0.016	0.004	0.015
52.50	12.80	5.80	8.20	0.00	8	8	59.5%	0.855	0.0332	-0.061	0.026	0.017
55.00	8.70	3.80	6.20	0.00	14	2	56.6%	0.754	0.0483	-0.078	0.036	0.015
57.50	4.80	2.65	3.20	0.00	2	269	51.9%	0.619	0.0637	-0.085	0.044	0.013
60.00	1.38	1.40	1.70	-1.39	1	15	46.0%	0.443	0.0744	-0.078	0.046	0.009
62.50	1.80	0.75	0.95	0.00	1	381	47.3%	0.282	0.0619	-0.068	0.039	0.006
65.00	1.60	0.35	0.55	0.00	5	320	50.0%	0.173	0.0444	-0.054	0.030	0.004
67.50	0.23	0.00	0.30	-0.37	4	242	51.8%	0.100	0.0295	-0.038	0.020	0.002
70.00	0.15	0.10	0.20	-0.26	1	298	52.5%	0.053	0.0180	-0.024	0.013	0.001
72.50	0.20	0.00	0.35	0.00	53	444	62.5%	0.052	0.0148	-0.028	0.012	0.001
75.00	0.25	0.00	0.35	0.00	300	99	70.3%	0.047	0.0121	-0.029	0.011	0.001
77.50	0.60	0.00	2.00	0.00	11	27	117.9%	0.143	0.0166	-0.111	0.026	0.003
80.00	0.08	0.00	0.35	0.00	4	496	84.8%	0.040	0.0088	-0.030	0.010	0.001
82.50	1.14	0.00	1.00	0.00	15	15	113.2%	0.080	0.0114	-0.070	0.017	0.002
85.00	0.26	0.00	0.45	0.00	3	456	102.3%	0.042	0.0077	-0.038	0.010	0.001
90.00	0.80	0.00	1.00	0.00	40	43	134.0%	0.070	0.0086	-0.074	0.015	0.001
95.00	0.25	0.00	0.95	0.00	0	1	144.9%	0.062	0.0073	-0.073	0.014	0.001

Puts

Strike	Last	Bid	Ask	Chg	Vol	OI	IV	Delta	Gamma	Theta	Vega	Rho
37.50	0.05	0.00	0.20	0.00	2	2	113.3%	-0.016	0.0030	-0.018	0.005	-0.000
47.50	0.13	0.00	0.15	0.00	92	112	57.0%	-0.023	0.0083	-0.013	0.006	-0.001
50.00	0.20	0.10	0.25	0.05	4	12	53.9%	-0.053	0.0173	-0.024	0.012	-0.001
52.50	0.50	0.10	0.40	0.25	1	33	51.6%	-0.114	0.0325	-0.040	0.022	-0.003
55.00	0.89	0.65	0.75	0.31	6	87	47.0%	-0.210	0.0532	-0.054	0.033	-0.005
57.50	1.55	1.30	1.50	0.35	2	136	45.1%	-0.370	0.0725	-0.067	0.044	-0.009
60.00	2.90	2.55	3.10	0.90	2	111	52.1%	-0.546	0.0659	-0.081	0.046	-0.013
62.50	4.74	3.20	5.30	2.09	4	174	64.7%	-0.653	0.0495	-0.093	0.043	-0.017
65.00	3.30	5.70	7.50	0.00	14	95	73.2%	-0.727	0.0393	-0.094	0.038	-0.019
67.50	4.70	8.00	10.00	0.00	17	35	55.7%	-0.881	0.0309	-0.038	0.023	-0.023
70.00	4.40	10.30	12.30	0.00	0	5	55.3%	-0.937	0.0195	-0.020	0.014	-0.025
72.50	7.71	12.40	14.80	0.00	10	284	104.5%	-0.817	0.0220	-0.107	0.031	-0.024
75.00	6.30	14.90	17.90	0.00	0	0	78.1%	-0.932	0.0145	-0.034	0.015	-0.027
77.50	7.10	17.40	20.30	0.00	0	0	82.7%	-0.946	0.0116	-0.029	0.013	-0.029
80.00	11.03	19.90	22.90	0.00	14	5	93.6%	-0.942	0.0108	-0.036	0.013	-0.029
85.00	11.70	24.90	27.70	0.00	0	0	99.2%	-0.963	0.0071	-0.024	0.009	-0.032
90.00	29.58	29.90	32.90	0.00	7	0	120.1%	-0.953	0.0070	-0.038	0.011	-0.034

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.