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BMO

Bank Of MontrealClose $165.70EOD only

Max Pain

$175.00

Next expiry Oct 16, 2026

Expected Move

±$5.78

3.5% from close

Price Gap

+9.30

Distance to max pain

IV Rank

Low premium

P/C OI

1.08

Balanced positioning

Consensus

—

No reports available

Published snapshot: Oct 2, 2026 close

End-of-day snapshot

This page reflects BMO options positioning from the latest published market-close snapshot. Intraday price and contract changes are not displayed.

Published Snapshot

Oct 2, 2026 close

BMO Options Chain

Data as of market close Oct 2, 2026

Expiration

Compare calls and puts side by side with OI, volume, IV, and positioning context.

Control Row

Next expiry (DTE 14)

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
155.00	16.50	9.70	12.60	0.00	0	2	44.2%	0.798	0.0196	-0.159	0.091	0.046
160.00	16.70	5.70	7.70	0.00	0	2	32.3%	0.729	0.0316	-0.137	0.107	0.043
165.00	3.10	2.55	3.60	0.00	3	4	24.2%	0.559	0.0502	-0.121	0.128	0.034
170.00	0.81	0.70	1.90	0.00	1	30	26.9%	0.334	0.0417	-0.120	0.118	0.021
175.00	0.26	0.05	0.55	-0.19	2	152	24.1%	0.136	0.0279	-0.063	0.071	0.008
180.00	0.05	0.00	0.75	-0.14	8	95	35.2%	0.127	0.0182	-0.087	0.067	0.008
185.00	0.04	0.00	0.05	-0.21	1	789	25.2%	0.015	0.0046	-0.011	0.012	0.001
190.00	0.05	0.00	0.05	0.00	22	155	30.4%	0.012	0.0033	-0.012	0.010	0.001
195.00	0.11	0.00	1.15	0.00	3	53	53.6%	0.069	0.0076	-0.084	0.043	0.004
200.00	0.05	0.00	1.15	-0.02	2	3	59.8%	0.063	0.0063	-0.087	0.040	0.004
210.00	0.05	0.00	0.05	0.00	2	2	48.6%	0.008	0.0013	-0.012	0.007	0.000

Puts

Strike	Last	Bid	Ask	Chg	Vol	OI	IV	Delta	Gamma	Theta	Vega	Rho
145.00	0.28	0.00	1.15	0.00	1	55	57.8%	-0.106	0.0097	-0.120	0.059	-0.007
150.00	0.38	0.00	1.15	0.00	4	44	47.0%	-0.126	0.0136	-0.110	0.067	-0.008
155.00	0.95	0.05	0.95	0.00	0	4	33.7%	-0.142	0.0206	-0.085	0.073	-0.009
160.00	2.10	0.15	2.10	0.00	1	35	33.2%	-0.276	0.0310	-0.123	0.108	-0.018
165.00	2.05	1.50	3.90	-0.20	3	235	31.7%	-0.450	0.0385	-0.136	0.128	-0.030
170.00	5.90	4.00	6.10	0.00	5	1,084	26.1%	-0.671	0.0427	-0.096	0.117	-0.045
175.00	9.50	8.60	10.50	-1.60	1	127	31.7%	-0.795	0.0277	-0.088	0.092	-0.054
180.00	8.50	13.50	15.90	0.00	1	32	45.4%	-0.807	0.0186	-0.127	0.089	-0.057
185.00	13.05	17.90	20.60	0.00	1	0	50.7%	-0.852	0.0141	-0.117	0.075	-0.062
190.00	17.79	22.90	25.60	0.00	3	0	58.6%	-0.869	0.0112	-0.125	0.069	-0.065
195.00	21.35	27.90	30.40	0.00	2	0	63.0%	-0.893	0.0090	-0.113	0.060	-0.068
200.00	26.33	33.00	35.60	0.00	2	2	73.0%	-0.891	0.0079	-0.136	0.061	-0.070
210.00	36.30	43.00	45.60	0.00	0	0	86.0%	-0.905	0.0060	-0.145	0.055	-0.075
220.00	47.00	53.00	55.50	0.00	0	0	96.0%	-0.920	0.0048	-0.141	0.048	-0.080

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.