This page reflects AUPH options positioning from the latest published market-close snapshot. Intraday price and contract changes are not displayed.
Published Snapshot
Aug 18, 2026 close
AUPH 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
9.00
6.75
5.40
7.80
0.00
1
1
428.1%
0.941
0.0198
-0.117
0.002
0.001
10.00
5.35
4.50
6.80
0.00
1
3
378.5%
0.921
0.0280
-0.130
0.002
0.001
11.00
7.10
3.60
5.90
0.00
13
18
343.8%
0.888
0.0400
-0.152
0.003
0.001
12.00
3.30
2.45
4.00
-1.00
6
17
339.1%
0.828
0.0543
-0.201
0.004
0.001
13.00
2.20
1.25
3.60
0.00
4
16
135.9%
0.917
0.0809
-0.049
0.002
0.001
14.00
1.65
0.10
2.00
0.00
1
105
203.9%
0.717
0.1196
-0.161
0.005
0.001
15.00
0.30
0.00
0.70
-0.10
10
131
84.8%
0.618
0.3243
-0.076
0.005
0.001
16.00
0.07
0.00
0.50
-0.01
13
375
80.9%
0.285
0.3026
-0.064
0.005
0.000
17.00
0.01
0.00
0.10
-0.02
1
1,227
74.2%
0.063
0.1208
-0.021
0.002
0.000
18.00
0.05
0.00
0.05
0.00
1
577
89.1%
0.025
0.0466
-0.012
0.001
0.000
19.00
0.10
0.00
0.20
0.00
10
141
149.2%
0.063
0.0597
-0.043
0.002
0.000
20.00
0.07
0.00
0.05
0.00
5
390
132.8%
0.015
0.0209
-0.012
0.001
0.000
21.00
0.25
0.00
0.40
0.00
2
92
233.6%
0.083
0.0470
-0.082
0.002
0.000
22.00
0.15
0.00
0.10
0.00
5
27
190.6%
0.022
0.0199
-0.023
0.001
0.000
25.00
0.35
0.00
0.05
0.00
0
21
218.8%
0.009
0.0078
-0.012
0.000
0.000
Puts
Strike
Last
Bid
Ask
Chg
Vol
OI
IV
Delta
Gamma
Theta
Vega
Rho
5.00
0.24
0.00
0.10
0.00
0
9
553.1%
-0.007
0.0024
-0.023
0.000
-0.000
6.00
0.24
0.00
0.10
0.00
2
4
468.8%
-0.008
0.0033
-0.023
0.000
-0.000
7.00
0.25
0.00
0.10
0.00
0
5
398.4%
-0.009
0.0046
-0.023
0.000
-0.000
12.00
0.01
0.00
0.10
0.00
8
8
146.9%
-0.029
0.0326
-0.022
0.001
-0.000
13.00
0.05
0.00
0.25
0.00
3
53
135.9%
-0.083
0.0809
-0.048
0.002
-0.000
14.00
0.05
0.00
0.05
0.00
38
325
56.3%
-0.038
0.1061
-0.011
0.001
-0.000
15.00
0.10
0.05
0.20
-0.10
7
254
52.0%
-0.326
0.4999
-0.043
0.005
-0.000
16.00
0.60
0.05
1.75
0.00
8
118
71.9%
-0.742
0.3243
-0.052
0.004
-0.001
17.00
2.47
1.00
2.30
0.17
5
212
189.5%
-0.700
0.1322
-0.151
0.005
-0.001
18.00
3.15
1.10
4.90
0.00
2
9
172.7%
-0.831
0.1053
-0.099
0.003
-0.001
19.00
2.30
2.90
4.30
0.00
1
23
268.0%
-0.779
0.0799
-0.182
0.004
-0.001
25.00
8.59
0.00
0.00
0.00
0
0
0.0%
-1.000
0.0000
0.003
0.000
-0.002
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.