This page reflects BHF options positioning from the latest published market-close snapshot. Intraday price and contract changes are not displayed.
Published Snapshot
Aug 18, 2026 close
BHF 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
55.00
0.50
0.00
2.25
-4.48
6
1
75.9%
0.373
0.1026
-0.235
0.018
0.002
60.00
5.40
4.00
7.90
0.00
1
14
372.1%
0.435
0.0218
-1.189
0.019
0.002
65.00
0.10
0.00
0.10
-0.15
5
38
92.2%
0.012
0.0070
-0.024
0.002
0.000
70.00
0.25
0.00
0.15
0.00
2
59
128.9%
0.013
0.0055
-0.036
0.002
0.000
75.00
0.05
0.00
0.00
0.00
4
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
30.00
0.08
0.00
2.15
0.00
2
3
463.3%
-0.055
0.0050
-0.420
0.005
-0.000
35.00
0.50
0.00
0.50
0.00
1
2
251.6%
-0.023
0.0045
-0.113
0.003
-0.000
40.00
0.03
0.00
2.15
0.00
202
254
276.0%
-0.097
0.0128
-0.383
0.008
-0.000
45.00
0.29
0.00
0.25
0.00
1
282
104.7%
-0.029
0.0128
-0.055
0.003
-0.000
50.00
0.35
0.30
0.50
-0.05
270
251
74.2%
-0.139
0.0615
-0.133
0.011
-0.001
55.00
1.70
0.40
1.70
0.95
203
814
37.6%
-0.760
0.1699
-0.090
0.015
-0.003
60.00
5.90
5.90
8.40
3.30
32
1,665
124.0%
-0.826
0.0426
-0.252
0.013
-0.004
65.00
2.00
9.20
13.40
0.00
20
204
248.2%
-0.770
0.0251
-0.604
0.015
-0.004
70.00
15.31
14.10
18.40
9.73
7
0
296.1%
-0.804
0.0192
-0.656
0.013
-0.005
75.00
20.80
19.10
23.40
5.78
31
0
337.7%
-0.827
0.0156
-0.694
0.012
-0.006
80.00
19.65
15.30
19.90
0.00
0
0
0.0%
-1.000
0.0000
0.009
0.000
-0.007
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.