This page reflects AS options positioning from the latest published market-close snapshot. Intraday price and contract changes are not displayed.
Published Snapshot
May 19, 2026 close
AS Options Chain
Data as of market close May 19, 2026
Compare calls and puts side by side with OI, volume, IV, and positioning context.
Control Row
Next expiry (DTE 30)
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
17.35
16.00
17.30
-3.65
2
1
152.1%
0.959
0.0060
-0.024
0.009
0.013
20.00
18.41
0.00
0.00
0.00
15
0
0.0%
1.000
0.0000
-0.002
0.000
0.016
22.50
16.92
14.10
16.60
0.00
4
2
270.4%
0.821
0.0100
-0.116
0.025
0.010
25.00
9.86
8.60
9.70
1.26
2
45
80.8%
0.925
0.0181
-0.021
0.014
0.018
27.50
7.26
6.30
7.20
0.46
3
4
66.0%
0.886
0.0300
-0.023
0.019
0.019
30.00
4.60
4.10
4.90
0.20
420
495
55.0%
0.806
0.0515
-0.027
0.027
0.019
32.50
2.48
2.45
2.75
-0.27
355
10,866
52.3%
0.643
0.0735
-0.034
0.036
0.016
35.00
1.37
1.10
1.45
-0.19
4,661
2,982
49.5%
0.443
0.0822
-0.033
0.038
0.011
37.50
0.60
0.45
0.70
-0.30
192
1,426
49.0%
0.262
0.0685
-0.027
0.032
0.007
40.00
0.22
0.20
0.40
-0.30
3,668
4,134
52.9%
0.157
0.0469
-0.021
0.023
0.004
42.50
0.10
0.10
0.20
-0.12
134
11,361
50.8%
0.071
0.0275
-0.011
0.013
0.002
45.00
0.05
0.00
0.10
-0.08
33
1,025
55.7%
0.046
0.0178
-0.009
0.009
0.001
47.50
0.05
0.00
0.15
-0.41
19
474
60.7%
0.033
0.0124
-0.007
0.007
0.001
50.00
0.07
0.00
0.10
-0.23
1
113
64.1%
0.022
0.0084
-0.005
0.005
0.001
55.00
0.04
0.00
0.05
-0.01
1
138
69.9%
0.011
0.0041
-0.003
0.003
0.000
60.00
0.22
0.00
0.60
0.00
10
19
117.7%
0.064
0.0110
-0.024
0.012
0.002
Puts
Strike
Last
Bid
Ask
Chg
Vol
OI
IV
Delta
Gamma
Theta
Vega
Rho
22.50
0.03
0.00
0.05
-0.04
40
59
63.7%
-0.010
0.0041
-0.003
0.002
-0.000
25.00
0.05
0.00
0.15
-0.14
52
562
58.6%
-0.028
0.0114
-0.006
0.006
-0.001
27.50
0.23
0.15
0.35
-0.27
1,068
1,119
56.5%
-0.084
0.0280
-0.014
0.015
-0.003
30.00
0.50
0.50
0.65
-0.50
401
20,641
51.6%
-0.181
0.0527
-0.021
0.026
-0.005
32.50
1.24
1.10
1.35
-0.65
193
845
50.4%
-0.354
0.0760
-0.029
0.036
-0.011
35.00
2.07
2.30
2.65
-1.28
43
2,017
50.3%
-0.555
0.0810
-0.030
0.038
-0.018
37.50
4.30
4.00
4.50
-0.60
23
158
53.0%
-0.718
0.0656
-0.026
0.033
-0.024
40.00
7.19
5.60
6.70
0.00
1
116
58.2%
-0.816
0.0472
-0.021
0.026
-0.028
42.50
11.60
5.60
6.80
0.00
22
156
0.0%
-1.000
0.0000
0.005
0.000
-0.035
45.00
9.00
10.30
11.70
0.00
10
6
82.1%
-0.860
0.0280
-0.025
0.022
-0.033
47.50
11.20
0.00
0.00
0.00
0
0
0.0%
-1.000
0.0000
0.006
0.000
-0.039
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.