This page reflects AS options positioning from the latest published market-close snapshot. Intraday price and contract changes are not displayed.
Published Snapshot
Jul 2, 2026 close
AS 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
17.50
17.89
16.50
17.90
0.00
2
0
231.6%
0.961
0.0053
-0.050
0.006
0.006
20.00
14.72
14.10
16.00
0.00
2
1
50.0%
1.000
0.0000
-0.002
0.000
0.008
22.50
13.70
11.60
13.50
0.00
0
1
50.0%
1.000
0.0000
-0.003
0.000
0.009
25.00
10.60
9.10
10.40
0.00
157
157
128.3%
0.930
0.0152
-0.045
0.009
0.009
27.50
8.60
6.60
7.90
0.00
1
23
99.6%
0.911
0.0235
-0.042
0.011
0.009
30.00
5.22
4.30
5.30
0.00
1
4
65.0%
0.903
0.0385
-0.030
0.012
0.010
32.50
1.90
2.60
3.10
0.00
120
5,136
54.6%
0.781
0.0788
-0.042
0.020
0.009
35.00
1.25
1.15
1.45
0.24
405
8,058
50.3%
0.532
0.1152
-0.051
0.027
0.007
37.50
0.40
0.35
0.50
0.10
25
734
47.7%
0.255
0.0981
-0.038
0.022
0.003
40.00
0.13
0.10
0.20
0.03
5
11,767
52.1%
0.110
0.0525
-0.024
0.013
0.001
42.50
0.05
0.00
0.15
0.00
17
133
55.3%
0.044
0.0243
-0.013
0.006
0.001
45.00
0.07
0.00
0.15
0.00
1
89
68.0%
0.036
0.0170
-0.013
0.005
0.000
47.50
0.60
0.00
0.15
0.00
1
4
79.3%
0.031
0.0128
-0.014
0.005
0.000
50.00
0.57
0.45
0.80
0.00
1
2
142.0%
0.129
0.0216
-0.074
0.014
0.002
55.00
0.70
0.00
0.00
0.00
4
0
50.0%
0.000
0.0000
-0.000
0.000
0.000
60.00
0.05
0.00
0.10
0.00
1
165
119.1%
0.015
0.0045
-0.011
0.003
0.000
Puts
Strike
Last
Bid
Ask
Chg
Vol
OI
IV
Delta
Gamma
Theta
Vega
Rho
22.50
0.09
0.00
0.15
0.00
15
3
115.6%
-0.019
0.0058
-0.013
0.003
-0.000
25.00
0.18
0.00
0.15
0.00
15
22
91.8%
-0.024
0.0089
-0.013
0.004
-0.000
27.50
0.15
0.00
0.20
0.00
1
58
73.4%
-0.038
0.0165
-0.015
0.006
-0.001
30.00
0.16
0.10
0.25
-0.08
1
779
59.0%
-0.078
0.0360
-0.021
0.010
-0.001
32.50
0.50
0.40
0.55
-0.35
2
10,534
51.1%
-0.206
0.0812
-0.035
0.020
-0.003
35.00
1.44
1.20
1.55
-0.61
1
377
55.7%
-0.467
0.1040
-0.052
0.027
-0.007
37.50
4.00
2.80
3.40
0.00
62
165
54.0%
-0.716
0.0915
-0.042
0.023
-0.011
40.00
6.20
4.80
6.00
0.00
1
24
67.2%
-0.823
0.0564
-0.039
0.018
-0.013
42.50
8.50
7.20
8.50
0.00
2
3
82.6%
-0.864
0.0384
-0.040
0.015
-0.015
47.50
13.66
11.70
13.50
0.00
0
0
90.2%
-0.948
0.0173
-0.018
0.007
-0.018
50.00
13.80
14.50
16.00
0.00
2
0
117.8%
-0.922
0.0181
-0.037
0.010
-0.018
55.00
18.79
19.70
21.10
0.00
0
0
153.8%
-0.910
0.0154
-0.055
0.011
-0.020
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.