This page reflects AS options positioning from the latest published market-close snapshot. Intraday price and contract changes are not displayed.
Published Snapshot
Aug 18, 2026 close
AS Options Chain
Data as of market close Aug 18, 2026
Compare calls and puts side by side with OI, volume, IV, and positioning context.
Control Row
Next expiry (DTE 3)
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
27.50
6.66
5.80
6.80
1.16
1
14
141.4%
0.949
0.0244
-0.078
0.003
0.002
30.00
3.10
2.85
4.00
-0.06
273
2,352
118.4%
0.868
0.0592
-0.131
0.007
0.002
32.50
1.25
1.20
1.45
-0.70
11,899
29,524
55.3%
0.761
0.1843
-0.090
0.009
0.002
35.00
0.30
0.25
0.35
-0.60
6,566
10,841
56.4%
0.226
0.1746
-0.087
0.009
0.001
37.50
0.10
0.00
0.10
-0.26
599
4,101
63.7%
0.032
0.0366
-0.023
0.002
0.000
40.00
0.02
0.00
0.05
-0.13
274
6,558
82.0%
0.011
0.0115
-0.012
0.001
0.000
42.50
0.03
0.00
0.05
-0.05
12
2,085
104.7%
0.008
0.0067
-0.011
0.001
0.000
45.00
0.01
0.00
0.05
0.00
5
7
126.6%
0.007
0.0048
-0.012
0.001
0.000
47.50
0.11
0.00
0.10
0.00
0
1
160.9%
0.011
0.0059
-0.024
0.001
0.000
Puts
Strike
Last
Bid
Ask
Chg
Vol
OI
IV
Delta
Gamma
Theta
Vega
Rho
22.50
0.01
-
0.05
-0.02
3
3
193.8%
-0.009
0.0040
-0.023
0.001
-0.000
25.00
0.03
0.00
0.05
0.00
7
154
134.4%
-0.006
0.0043
-0.012
0.001
-0.000
27.50
0.03
0.00
0.05
-0.13
321
18,029
95.3%
-0.009
0.0082
-0.012
0.001
-0.000
30.00
0.05
0.00
0.10
-0.60
379
11,157
67.2%
-0.028
0.0316
-0.022
0.002
-0.000
32.50
0.25
0.10
0.35
-1.40
1,255
11,563
57.0%
-0.246
0.1811
-0.090
0.010
-0.001
35.00
2.35
1.55
2.00
-1.00
10
870
64.6%
-0.742
0.1638
-0.103
0.010
-0.002
37.50
3.65
3.60
4.80
-1.00
4
2,576
104.1%
-0.866
0.0682
-0.110
0.007
-0.003
40.00
3.90
6.20
7.30
0.00
0
3
147.7%
-0.890
0.0417
-0.136
0.006
-0.003
45.00
12.70
11.10
12.30
0.00
1
1
202.7%
-0.932
0.0212
-0.130
0.004
-0.004
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.