This page reflects BC options positioning from the latest published market-close snapshot. Intraday price and contract changes are not displayed.
Published Snapshot
May 20, 2026 close
BC Options Chain
Data as of market close May 20, 2026
Compare calls and puts side by side with OI, volume, IV, and positioning context.
Control Row
Next expiry (DTE 29)
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
50.00
38.00
35.90
38.80
0.00
0
0
293.0%
0.830
0.0039
-0.284
0.056
0.022
65.00
10.85
12.10
14.00
0.00
2
12
64.4%
0.865
0.0153
-0.059
0.048
0.042
70.00
10.73
7.70
9.50
0.00
4
2
53.6%
0.789
0.0246
-0.065
0.063
0.041
75.00
4.80
5.10
5.70
-2.10
38
16
47.1%
0.646
0.0360
-0.072
0.082
0.035
80.00
2.80
2.35
2.95
0.00
11
153
43.5%
0.448
0.0414
-0.069
0.087
0.025
85.00
1.00
0.85
1.25
0.46
107
96
40.8%
0.250
0.0354
-0.051
0.070
0.014
90.00
0.30
0.10
0.55
-0.10
2
39
41.7%
0.126
0.0226
-0.034
0.046
0.007
95.00
0.15
0.00
0.75
0.00
1
528
56.8%
0.127
0.0167
-0.046
0.046
0.007
100.00
1.01
0.00
0.75
0.00
5
128
56.4%
0.071
0.0109
-0.029
0.030
0.004
105.00
0.48
0.00
0.75
0.00
1
5
64.6%
0.063
0.0087
-0.031
0.027
0.004
110.00
1.75
0.00
0.80
0.00
1
3
73.1%
0.060
0.0074
-0.033
0.026
0.003
120.00
0.65
0.00
0.75
0.00
0
2
85.8%
0.049
0.0054
-0.033
0.022
0.003
125.00
0.05
0.00
0.75
0.00
0
20
92.1%
0.046
0.0048
-0.034
0.021
0.003
Puts
Strike
Last
Bid
Ask
Chg
Vol
OI
IV
Delta
Gamma
Theta
Vega
Rho
30.00
0.10
0.00
0.00
0.00
1
0
50.0%
0.000
0.0000
0.000
0.000
0.000
35.00
0.20
0.00
0.00
0.00
1
0
50.0%
0.000
0.0000
0.000
0.000
0.000
40.00
0.30
0.00
0.75
0.00
1
3
135.4%
-0.026
0.0020
-0.031
0.013
-0.002
45.00
0.45
0.00
0.75
0.00
1
2
114.3%
-0.030
0.0027
-0.029
0.015
-0.002
50.00
0.10
0.00
0.75
0.00
4
6
95.3%
-0.036
0.0038
-0.028
0.017
-0.003
55.00
0.40
0.05
0.75
0.00
1
5
79.0%
-0.046
0.0055
-0.028
0.021
-0.003
60.00
0.30
0.15
0.95
0.00
4
12
67.7%
-0.070
0.0090
-0.034
0.029
-0.005
65.00
1.10
0.35
1.05
0.00
62
435
54.9%
-0.103
0.0149
-0.036
0.039
-0.007
70.00
1.15
0.85
1.20
-0.75
52
17
46.7%
-0.184
0.0260
-0.045
0.058
-0.012
75.00
2.40
2.00
2.70
0.00
2
105
45.4%
-0.351
0.0372
-0.060
0.081
-0.024
80.00
5.20
4.20
5.00
0.00
10
59
42.5%
-0.555
0.0423
-0.058
0.087
-0.038
85.00
6.10
7.50
9.30
0.00
24
29
53.0%
-0.688
0.0304
-0.064
0.078
-0.050
90.00
12.10
11.90
13.80
0.00
3
2
60.9%
-0.770
0.0227
-0.061
0.067
-0.058
95.00
11.61
0.00
0.00
0.00
5
0
0.0%
-1.000
0.0000
0.011
0.000
-0.075
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.