This page reflects BLLN options positioning from the latest published market-close snapshot. Intraday price and contract changes are not displayed.
Published Snapshot
May 20, 2026 close
BLLN 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
40.00
32.14
37.60
42.50
0.00
10
0
0.0%
1.000
0.0000
-0.005
0.000
0.032
45.00
27.83
32.80
37.00
0.00
0
0
0.0%
1.000
0.0000
-0.005
0.000
0.036
70.00
31.50
13.90
17.50
0.00
0
0
81.2%
0.814
0.0140
-0.094
0.063
0.041
75.00
21.15
10.30
13.20
0.00
2
0
74.7%
0.734
0.0187
-0.105
0.077
0.039
80.00
9.90
7.50
10.80
0.00
1
11
78.7%
0.623
0.0205
-0.126
0.089
0.034
85.00
9.00
5.30
8.50
0.00
2
16
80.0%
0.517
0.0212
-0.133
0.094
0.029
90.00
4.40
3.80
5.30
-1.60
1
87
74.7%
0.405
0.0221
-0.121
0.091
0.023
95.00
3.30
2.50
4.70
-0.40
4
54
79.9%
0.326
0.0192
-0.119
0.085
0.019
100.00
2.70
0.85
4.60
-1.03
21
12
82.4%
0.257
0.0167
-0.110
0.076
0.015
105.00
1.75
0.70
2.90
-2.02
3
4
80.6%
0.188
0.0142
-0.090
0.063
0.011
110.00
1.75
0.05
4.00
-0.75
5
14
94.0%
0.184
0.0120
-0.103
0.063
0.011
115.00
5.40
0.05
3.80
0.00
0
90
101.5%
0.166
0.0105
-0.104
0.059
0.010
120.00
5.69
0.00
2.95
0.00
6
6
101.8%
0.133
0.0090
-0.090
0.050
0.008
125.00
3.50
0.00
2.85
0.00
0
1
108.4%
0.123
0.0080
-0.090
0.048
0.007
135.00
2.40
0.00
3.60
0.00
0
0
129.9%
0.131
0.0069
-0.113
0.050
0.007
140.00
1.50
0.00
2.40
0.00
0
1
123.4%
0.096
0.0059
-0.086
0.040
0.005
145.00
1.61
0.00
3.50
0.00
1
0
141.6%
0.119
0.0060
-0.115
0.047
0.007
Puts
Strike
Last
Bid
Ask
Chg
Vol
OI
IV
Delta
Gamma
Theta
Vega
Rho
55.00
0.40
0.00
2.95
0.00
1
7
125.4%
-0.086
0.0053
-0.079
0.037
-0.007
60.00
0.69
0.30
2.45
0.00
5
52
102.8%
-0.098
0.0072
-0.071
0.041
-0.008
65.00
1.26
0.50
1.70
0.00
2
84
78.1%
-0.104
0.0099
-0.056
0.043
-0.008
70.00
2.01
1.05
2.55
-0.59
2
22
73.0%
-0.166
0.0145
-0.072
0.059
-0.012
75.00
3.99
3.00
4.20
-0.01
75
124
77.6%
-0.271
0.0182
-0.101
0.078
-0.021
80.00
6.00
4.80
6.60
1.10
5
68
77.9%
-0.377
0.0207
-0.116
0.089
-0.029
85.00
8.90
7.40
10.50
-0.81
4
11
84.5%
-0.479
0.0201
-0.131
0.094
-0.039
90.00
13.00
10.60
13.60
0.00
35
40
84.7%
-0.574
0.0197
-0.128
0.092
-0.047
95.00
16.00
13.60
17.70
0.00
1
1
84.9%
-0.660
0.0184
-0.118
0.086
-0.056
100.00
14.50
17.30
21.40
0.00
3
4
82.5%
-0.742
0.0167
-0.098
0.076
-0.064
105.00
14.60
21.90
25.70
0.00
2
5
86.3%
-0.792
0.0141
-0.090
0.067
-0.071
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.