Broadridge Financial Solutions,Close $143.95EOD only
Max Pain
$145.00
Next expiry Jul 17, 2026
Expected Move
±$8.05
5.6% from close
Price Gap
+1.05
Distance to max pain
IV Rank
17
Low premium
P/C OI
1.46
Slightly put-heavy
Consensus
—
No reports available
Published snapshot: Jul 2, 2026 close
End-of-day snapshot
This page reflects BR options positioning from the latest published market-close snapshot. Intraday price and contract changes are not displayed.
Published Snapshot
Jul 2, 2026 close
BR 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
125.00
17.04
17.90
20.80
0.00
1
1
73.7%
0.856
0.0109
-0.181
0.064
0.039
130.00
21.95
13.70
15.60
0.00
0
2
57.2%
0.837
0.0153
-0.154
0.069
0.040
135.00
9.00
9.40
11.30
1.00
1
120
51.0%
0.761
0.0216
-0.171
0.087
0.038
140.00
2.00
5.60
7.10
0.00
1
9
42.4%
0.654
0.0308
-0.168
0.104
0.033
145.00
2.68
2.50
4.00
1.48
2
57
38.6%
0.485
0.0367
-0.163
0.112
0.025
150.00
1.41
1.15
1.80
0.79
6
107
34.8%
0.293
0.0350
-0.125
0.097
0.015
155.00
0.75
0.25
1.30
0.05
1
37
41.4%
0.197
0.0238
-0.119
0.078
0.010
160.00
0.20
0.15
0.55
-0.02
1
64
39.9%
0.098
0.0154
-0.071
0.049
0.005
165.00
0.10
0.00
0.80
0.00
1
32
53.0%
0.106
0.0123
-0.099
0.052
0.006
170.00
0.17
0.00
0.40
0.00
1
4
51.9%
0.058
0.0080
-0.062
0.033
0.003
175.00
0.47
0.00
0.75
0.00
3
4
58.0%
0.050
0.0063
-0.061
0.029
0.003
180.00
0.05
0.00
0.05
0.00
3
41
47.1%
0.009
0.0019
-0.012
0.007
0.000
185.00
1.00
0.00
0.75
0.00
10
10
70.6%
0.042
0.0045
-0.064
0.025
0.002
190.00
0.90
0.00
1.00
0.00
0
1
80.8%
0.048
0.0044
-0.082
0.028
0.002
195.00
0.37
0.00
2.05
0.00
1
2
100.6%
0.076
0.0050
-0.146
0.040
0.004
200.00
0.35
0.00
0.20
0.00
0
1
71.7%
0.012
0.0015
-0.023
0.009
0.001
210.00
0.30
0.00
0.10
0.00
0
1
74.2%
0.006
0.0008
-0.013
0.005
0.000
Puts
Strike
Last
Bid
Ask
Chg
Vol
OI
IV
Delta
Gamma
Theta
Vega
Rho
115.00
0.35
0.00
1.00
0.00
2
3
71.9%
-0.047
0.0048
-0.070
0.028
-0.003
120.00
0.65
0.00
0.75
0.00
1
6
57.0%
-0.045
0.0059
-0.053
0.027
-0.003
125.00
0.95
0.05
0.80
0.00
2
1,599
56.4%
-0.089
0.0101
-0.090
0.045
-0.005
130.00
0.65
0.05
1.25
0.00
1
94
51.6%
-0.141
0.0154
-0.114
0.063
-0.008
135.00
1.43
0.65
1.90
0.00
1
61
46.1%
-0.219
0.0228
-0.133
0.083
-0.013
140.00
4.30
1.55
3.50
0.00
6
22
45.7%
-0.354
0.0289
-0.165
0.105
-0.021
145.00
11.49
3.70
5.90
0.00
2
11
45.9%
-0.507
0.0308
-0.175
0.112
-0.030
150.00
8.10
6.40
9.70
-7.46
10
80
52.3%
-0.631
0.0256
-0.187
0.106
-0.038
155.00
11.13
10.70
13.20
0.00
1
67
51.0%
-0.750
0.0221
-0.149
0.090
-0.046
160.00
14.50
15.00
18.00
0.00
1
0
59.9%
-0.796
0.0168
-0.155
0.080
-0.051
165.00
18.40
19.50
22.80
0.00
0
0
67.3%
-0.831
0.0133
-0.154
0.071
-0.054
175.00
25.99
29.70
33.40
0.00
1
0
61.6%
-0.939
0.0070
-0.056
0.034
-0.064
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.