This page reflects BCO options positioning from the latest published market-close snapshot. Intraday price and contract changes are not displayed.
Published Snapshot
May 20, 2026 close
BCO 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
70.00
48.13
48.60
53.10
0.00
0
2
299.2%
0.823
0.0029
-0.408
0.078
0.030
95.00
8.00
19.90
21.40
0.00
4
7
122.7%
0.698
0.0095
-0.228
0.105
0.043
100.00
7.60
7.70
8.30
0.00
3
13
35.2%
0.768
0.0288
-0.064
0.092
0.058
105.00
4.07
4.40
4.60
0.00
1
48
30.7%
0.604
0.0417
-0.068
0.116
0.047
110.00
1.30
1.90
2.05
0.00
1
109
28.0%
0.379
0.0451
-0.060
0.114
0.030
115.00
0.65
0.65
0.85
0.00
2
45
28.2%
0.194
0.0323
-0.043
0.083
0.016
120.00
0.28
0.10
0.40
0.00
1
318
30.4%
0.098
0.0189
-0.028
0.052
0.008
125.00
0.25
0.00
0.25
0.00
5
200
34.2%
0.059
0.0114
-0.022
0.035
0.005
130.00
6.75
0.00
0.00
0.00
1
0
12.5%
0.000
0.0000
0.000
0.000
0.000
140.00
4.20
0.15
0.60
0.00
11
40
56.3%
0.053
0.0064
-0.032
0.033
0.004
145.00
2.10
0.30
0.65
0.00
1
217
64.9%
0.058
0.0060
-0.040
0.035
0.005
150.00
0.95
0.00
0.00
0.00
16
0
25.0%
0.000
0.0000
-0.000
0.000
0.000
160.00
0.56
0.15
0.55
0.00
2
1
76.2%
0.039
0.0037
-0.034
0.025
0.003
165.00
0.50
0.00
2.90
0.00
2
6
107.8%
0.101
0.0055
-0.100
0.053
0.007
Puts
Strike
Last
Bid
Ask
Chg
Vol
OI
IV
Delta
Gamma
Theta
Vega
Rho
60.00
0.24
0.00
0.25
0.00
10
11
93.9%
-0.010
0.0010
-0.013
0.008
-0.001
65.00
0.14
0.00
0.25
0.00
70
100
82.0%
-0.012
0.0012
-0.013
0.009
-0.001
70.00
0.50
0.00
0.00
0.00
2
0
25.0%
0.000
0.0000
0.000
0.000
0.000
75.00
0.80
0.00
0.25
0.00
1
4
60.7%
-0.015
0.0021
-0.012
0.012
-0.001
80.00
0.10
0.00
0.25
-0.10
1
2
51.0%
-0.018
0.0029
-0.011
0.013
-0.002
85.00
0.15
0.00
0.25
0.00
1
16
47.3%
-0.036
0.0056
-0.019
0.024
-0.003
90.00
0.25
0.10
0.30
0.00
1
22
38.8%
-0.051
0.0089
-0.020
0.031
-0.004
95.00
4.85
0.00
0.00
0.00
4
0
12.5%
-0.000
0.0003
-0.000
0.000
-0.000
100.00
2.15
1.00
1.15
0.00
2
28
29.8%
-0.198
0.0310
-0.040
0.084
-0.018
105.00
2.70
2.45
2.95
-1.30
3
11
30.7%
-0.396
0.0417
-0.056
0.116
-0.036
110.00
5.80
4.70
5.20
0.49
1
26
26.3%
-0.631
0.0477
-0.043
0.113
-0.057
115.00
7.40
8.50
9.10
0.00
1
3
27.0%
-0.818
0.0326
-0.026
0.079
-0.076
120.00
13.10
12.80
14.80
0.00
1
0
45.3%
-0.798
0.0207
-0.054
0.085
-0.079
125.00
9.10
12.40
12.90
0.00
0
102
0.0%
-1.000
0.0000
0.015
0.000
-0.099
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.