Home Options BMOChain

BMO

Bank Of MontrealClose $157.81EOD only

Max Pain

$145.00

Next expiry Jun 18, 2026

Expected Move

±$8.60

5.5% from close

Price Gap

-12.81

Distance to max pain

IV Rank

Low premium

P/C OI

1.87

Slightly put-heavy

Consensus

—

No reports available

Published snapshot: May 20, 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

May 20, 2026 close

BMO Options Chain

Data as of market close May 20, 2026

Expiration

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
85.00	56.40	49.00	53.10	0.00	3	0	0.0%	1.000	0.0000	-0.010	0.000	0.067
105.00	47.70	51.10	55.30	0.00	20	0	78.1%	0.976	0.0016	-0.046	0.025	0.080
110.00	41.70	46.10	50.20	0.00	5	0	68.7%	0.976	0.0018	-0.042	0.025	0.084
115.00	36.70	41.10	45.30	0.00	4	0	63.0%	0.971	0.0024	-0.045	0.030	0.087
120.00	32.18	36.30	40.30	0.00	1	0	58.4%	0.961	0.0032	-0.051	0.037	0.090
125.00	28.20	31.40	35.40	0.00	100	1	53.2%	0.951	0.0043	-0.055	0.045	0.092
130.00	23.95	26.90	29.30	0.00	1	70	58.7%	0.899	0.0068	-0.093	0.079	0.089
135.00	18.78	21.90	24.40	0.00	4	90	51.3%	0.880	0.0088	-0.092	0.089	0.091
140.00	14.45	17.00	19.90	0.00	3	59	47.3%	0.839	0.0116	-0.102	0.109	0.089
145.00	8.95	12.70	15.00	0.00	3	212	39.0%	0.804	0.0159	-0.096	0.123	0.089
150.00	10.00	9.60	10.20	4.59	13	197	30.8%	0.748	0.0233	-0.088	0.142	0.085
155.00	6.00	6.00	6.60	1.70	50	200	28.4%	0.621	0.0302	-0.093	0.169	0.072
160.00	3.30	3.20	3.80	1.34	33	223	26.5%	0.460	0.0337	-0.089	0.177	0.054
165.00	1.70	1.45	1.70	0.90	135	44	23.8%	0.281	0.0319	-0.066	0.150	0.034
170.00	0.61	0.45	1.00	0.25	3	8	25.8%	0.174	0.0224	-0.054	0.114	0.021
175.00	0.16	0.10	0.45	-0.34	1	1	25.8%	0.090	0.0142	-0.034	0.072	0.011

Puts

Strike	Last	Bid	Ask	Chg	Vol	OI	IV	Delta	Gamma	Theta	Vega	Rho
65.00	0.05	0.00	0.00	0.00	0	0	50.0%	0.000	0.0000	0.000	0.000	0.000
90.00	0.60	0.00	0.00	0.00	1	0	50.0%	-0.000	0.0000	-0.000	0.000	-0.000
95.00	0.36	0.00	0.75	0.00	0	6	93.8%	-0.020	0.0011	-0.034	0.021	-0.003
100.00	0.40	0.00	0.00	0.00	1	0	25.0%	0.000	0.0000	0.000	0.000	0.000
105.00	0.70	0.00	0.00	0.00	30	0	25.0%	0.000	0.0000	0.000	0.000	0.000
110.00	1.15	0.00	0.00	0.00	1	0	25.0%	0.000	0.0000	0.000	0.000	0.000
115.00	0.15	0.00	0.55	0.00	2	1,255	59.2%	-0.023	0.0020	-0.024	0.024	-0.003
120.00	0.40	0.00	2.30	0.00	20	330	71.0%	-0.069	0.0042	-0.071	0.059	-0.009
125.00	0.38	0.00	0.65	0.00	1	206	54.4%	-0.053	0.0045	-0.044	0.048	-0.007
130.00	0.15	0.00	0.45	-0.05	4	587	43.3%	-0.047	0.0051	-0.031	0.043	-0.006
135.00	0.30	0.00	0.50	-0.10	3	211	37.3%	-0.058	0.0070	-0.032	0.052	-0.008
140.00	0.40	0.20	0.75	-0.31	2	412	33.8%	-0.090	0.0108	-0.040	0.072	-0.012
145.00	1.50	0.45	1.00	0.00	5	172	28.9%	-0.131	0.0165	-0.045	0.095	-0.017
150.00	1.45	1.40	1.75	-0.90	39	247	26.4%	-0.222	0.0253	-0.056	0.132	-0.029
155.00	5.00	2.45	3.10	0.00	1	16	24.4%	-0.365	0.0346	-0.063	0.167	-0.048
160.00	4.90	5.00	5.20	-4.10	101	102	22.1%	-0.554	0.0403	-0.056	0.176	-0.073
165.00	7.94	7.80	8.50	-5.74	100	12	21.1%	-0.746	0.0341	-0.037	0.143	-0.100

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.