This page reflects BOX options positioning from the latest published market-close snapshot. Intraday price and contract changes are not displayed.
Published Snapshot
Jul 2, 2026 close
BOX 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
19.00
6.40
8.20
9.30
0.00
1
1
157.8%
0.920
0.0173
-0.048
0.008
0.006
20.00
5.75
7.20
8.30
0.00
0
8
141.4%
0.911
0.0209
-0.047
0.009
0.007
22.00
3.16
4.90
6.40
0.00
4
1
118.9%
0.873
0.0320
-0.050
0.011
0.007
23.00
3.60
4.30
5.30
0.00
10
3
95.5%
0.871
0.0403
-0.041
0.011
0.007
24.00
2.12
3.10
4.30
0.00
26
20
80.7%
0.851
0.0527
-0.039
0.013
0.007
25.00
2.62
2.80
3.30
0.00
11
602
65.9%
0.822
0.0723
-0.036
0.014
0.008
26.00
2.14
2.00
2.25
0.24
3
262
47.9%
0.792
0.1096
-0.029
0.016
0.008
27.00
1.45
1.20
1.45
0.35
27
187
42.3%
0.675
0.1559
-0.032
0.020
0.007
28.00
0.78
0.60
1.00
0.13
3
175
46.7%
0.508
0.1564
-0.038
0.022
0.005
29.00
0.45
0.25
0.50
0.05
72
244
41.5%
0.338
0.1612
-0.031
0.020
0.003
30.00
0.15
0.10
0.25
-0.04
4
232
40.9%
0.198
0.1244
-0.023
0.015
0.002
31.00
0.10
0.00
0.30
0.00
26
60
54.9%
0.180
0.0876
-0.029
0.014
0.002
32.00
0.50
0.00
0.30
0.00
3
4
52.7%
0.103
0.0623
-0.019
0.010
0.001
33.00
0.25
0.00
0.50
0.00
2
29
70.1%
0.126
0.0541
-0.029
0.011
0.001
Puts
Strike
Last
Bid
Ask
Chg
Vol
OI
IV
Delta
Gamma
Theta
Vega
Rho
17.00
0.23
0.00
0.50
0.00
2
1
169.9%
-0.049
0.0109
-0.033
0.006
-0.001
18.00
0.08
0.00
0.45
0.00
0
1
149.6%
-0.050
0.0126
-0.030
0.006
-0.001
20.00
0.08
0.00
0.50
0.00
12
13
123.2%
-0.066
0.0191
-0.031
0.007
-0.001
21.00
0.08
0.00
0.40
0.00
2
4
102.7%
-0.064
0.0224
-0.025
0.007
-0.001
22.00
0.20
0.00
0.50
0.00
2
3
94.9%
-0.084
0.0298
-0.028
0.008
-0.001
23.00
0.21
0.00
0.45
0.00
21
49
78.9%
-0.091
0.0379
-0.025
0.009
-0.001
24.00
0.12
0.00
0.35
0.00
4
94
61.1%
-0.092
0.0494
-0.019
0.009
-0.001
25.00
0.17
0.05
0.15
0.00
1
218
46.4%
-0.102
0.0705
-0.016
0.010
-0.001
26.00
0.20
0.05
0.30
-0.05
12
146
44.3%
-0.192
0.1128
-0.023
0.015
-0.002
27.00
0.35
0.30
0.55
-0.22
1
76
41.8%
-0.324
0.1574
-0.028
0.020
-0.004
28.00
0.85
0.70
1.05
-0.17
2
71
44.0%
-0.493
0.1658
-0.033
0.022
-0.006
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.