This page reflects BDC options positioning from the latest published market-close snapshot. Intraday price and contract changes are not displayed.
Published Snapshot
May 20, 2026 close
BDC 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
60.00
57.00
55.50
60.40
0.00
0
1
336.1%
0.858
0.0022
-0.390
0.067
0.026
80.00
42.20
38.00
42.50
0.00
1
1
246.9%
0.774
0.0041
-0.386
0.090
0.033
95.00
9.71
10.00
14.00
0.00
1
6
66.6%
0.749
0.0161
-0.116
0.095
0.052
100.00
16.65
6.00
10.60
0.00
1
11
64.1%
0.658
0.0193
-0.128
0.109
0.047
110.00
2.50
1.05
5.80
0.00
3
2
63.7%
0.451
0.0209
-0.134
0.118
0.033
115.00
2.15
1.00
4.30
0.00
4
67
65.0%
0.360
0.0193
-0.129
0.111
0.027
120.00
1.14
0.90
1.30
0.09
33
59
46.1%
0.184
0.0194
-0.065
0.079
0.014
125.00
1.20
0.00
1.00
0.00
4
112
50.7%
0.138
0.0146
-0.059
0.065
0.011
130.00
0.93
0.00
1.30
-0.77
1
113
52.2%
0.093
0.0107
-0.046
0.050
0.007
135.00
1.00
0.00
1.50
0.00
3
100
61.0%
0.092
0.0091
-0.053
0.049
0.007
140.00
2.00
3.00
7.00
0.00
1
3
122.1%
0.261
0.0090
-0.206
0.097
0.018
145.00
1.85
0.00
0.75
0.00
1
171
63.8%
0.048
0.0053
-0.033
0.030
0.004
150.00
0.20
0.00
0.40
0.00
2
274
62.0%
0.028
0.0035
-0.021
0.019
0.002
155.00
1.90
0.00
4.80
0.00
1
12
113.5%
0.151
0.0069
-0.138
0.070
0.011
160.00
4.00
0.00
0.00
0.00
2
0
25.0%
0.000
0.0000
0.000
0.000
0.000
170.00
4.37
0.00
0.00
0.00
0
0
25.0%
0.000
0.0000
0.000
0.000
0.000
180.00
2.53
0.00
0.00
0.00
0
0
50.0%
0.000
0.0000
-0.000
0.000
0.000
Puts
Strike
Last
Bid
Ask
Chg
Vol
OI
IV
Delta
Gamma
Theta
Vega
Rho
80.00
0.42
0.00
4.80
0.00
5
6
101.1%
-0.130
0.0070
-0.108
0.063
-0.013
95.00
2.25
0.50
2.75
0.00
2
9
58.9%
-0.231
0.0174
-0.089
0.091
-0.021
100.00
2.85
0.65
5.50
0.00
2
16
67.8%
-0.347
0.0183
-0.123
0.110
-0.033
105.00
3.40
3.10
7.50
0.00
3
18
64.5%
-0.446
0.0206
-0.124
0.118
-0.043
110.00
9.77
6.00
10.50
2.58
2
24
65.5%
-0.546
0.0204
-0.125
0.118
-0.054
115.00
10.20
9.30
14.00
0.00
1
4
66.9%
-0.635
0.0189
-0.119
0.112
-0.064
120.00
17.00
14.00
18.00
5.01
4
10
69.6%
-0.705
0.0167
-0.112
0.103
-0.073
125.00
20.40
11.00
22.50
14.54
1
1
74.9%
-0.752
0.0142
-0.110
0.094
-0.081
130.00
21.92
22.80
27.00
0.00
2
9
78.5%
-0.793
0.0122
-0.102
0.085
-0.088
140.00
31.05
32.30
37.00
0.00
21
21
50.1%
-0.972
0.0043
-0.000
0.019
-0.109
145.00
35.25
37.60
42.00
0.00
0
0
61.6%
-0.958
0.0049
-0.012
0.027
-0.111
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.