This page reflects BMO options positioning from the latest published market-close snapshot. Intraday price and contract changes are not displayed.
Published Snapshot
Jul 2, 2026 close
BMO Options Chain
Data as of market close Jul 2, 2026
Compare calls and puts side by side with OI, volume, IV, and positioning context.
Control Row
Next expiry (DTE 15)
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
140.00
19.50
32.60
35.40
0.00
1
1
84.2%
0.921
0.0051
-0.165
0.050
0.048
145.00
10.90
27.60
31.20
0.00
1
3
51.7%
0.970
0.0039
-0.060
0.023
0.053
150.00
22.50
22.30
26.20
0.00
5
230
74.4%
0.866
0.0085
-0.210
0.074
0.048
155.00
20.44
18.20
20.30
0.00
2
404
51.9%
0.887
0.0108
-0.137
0.065
0.051
160.00
17.11
12.50
15.80
0.00
1
565
47.4%
0.835
0.0153
-0.158
0.085
0.050
165.00
9.60
8.30
10.20
-2.40
5
998
30.1%
0.834
0.0243
-0.107
0.085
0.052
170.00
5.10
4.70
6.00
-4.00
7
163
25.6%
0.704
0.0396
-0.121
0.118
0.045
175.00
2.20
1.90
2.65
-2.00
22
146
21.7%
0.477
0.0538
-0.115
0.136
0.031
180.00
1.05
0.20
0.65
-0.93
5
41
18.1%
0.192
0.0442
-0.064
0.093
0.013
185.00
0.30
0.00
0.30
0.00
124
121
21.6%
0.085
0.0212
-0.043
0.053
0.006
Puts
Strike
Last
Bid
Ask
Chg
Vol
OI
IV
Delta
Gamma
Theta
Vega
Rho
120.00
0.05
0.00
2.15
0.00
4
4
123.2%
-0.047
0.0024
-0.147
0.034
-0.004
125.00
0.10
0.00
2.15
0.00
4
4
112.1%
-0.052
0.0028
-0.144
0.036
-0.004
140.00
1.50
0.00
0.95
0.00
1
3
66.7%
-0.040
0.0038
-0.069
0.030
-0.003
145.00
0.10
0.00
1.55
0.00
11
25
64.8%
-0.064
0.0057
-0.098
0.043
-0.005
150.00
0.32
0.00
0.75
0.00
1
45
54.9%
-0.073
0.0074
-0.091
0.047
-0.005
155.00
0.31
0.00
0.35
0.00
1
397
37.7%
-0.051
0.0082
-0.047
0.036
-0.004
160.00
0.35
0.00
0.45
0.00
20
557
31.3%
-0.075
0.0133
-0.053
0.048
-0.005
165.00
0.50
0.15
0.90
0.20
50
908
28.2%
-0.151
0.0243
-0.077
0.080
-0.010
170.00
1.50
1.00
1.60
0.76
26
110
23.4%
-0.280
0.0422
-0.090
0.115
-0.019
175.00
2.50
2.70
3.90
1.10
3
266
24.4%
-0.518
0.0478
-0.108
0.136
-0.036
180.00
6.50
5.80
7.60
3.20
76
76
27.9%
-0.708
0.0360
-0.101
0.117
-0.050
185.00
10.40
9.60
12.90
0.00
2
1
41.0%
-0.756
0.0224
-0.140
0.107
-0.055
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.