This page reflects BRZE options positioning from the latest published market-close snapshot. Intraday price and contract changes are not displayed.
Published Snapshot
May 20, 2026 close
BRZE Options Chain
Data as of market close May 20, 2026
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
10.00
7.50
0.00
0.00
0.00
0
0
0.0%
1.000
0.0000
-0.001
0.000
0.008
15.00
9.00
6.80
8.20
0.00
4
19
124.0%
0.917
0.0192
-0.023
0.010
0.010
17.50
4.00
4.90
6.30
0.00
10
139
80.1%
0.904
0.0331
-0.017
0.011
0.012
20.00
3.75
3.60
4.10
0.54
10
149
88.3%
0.748
0.0562
-0.033
0.021
0.010
22.50
2.35
2.40
2.70
0.36
10
268
92.4%
0.578
0.0658
-0.041
0.025
0.008
25.00
1.35
1.40
1.75
0.15
8
2,333
92.3%
0.418
0.0657
-0.041
0.025
0.006
27.50
0.85
0.80
1.25
0.10
19
1,903
96.3%
0.295
0.0557
-0.038
0.022
0.005
30.00
0.50
0.40
0.55
0.05
23
159
88.7%
0.170
0.0443
-0.025
0.016
0.003
32.50
0.05
0.15
0.60
0.00
1
140
97.9%
0.129
0.0334
-0.023
0.014
0.002
35.00
0.15
0.05
0.50
0.05
20
99
103.1%
0.094
0.0254
-0.019
0.011
0.002
37.50
0.55
0.00
0.60
0.00
2
97
117.2%
0.092
0.0219
-0.022
0.011
0.001
40.00
0.22
0.00
0.60
0.00
1
35
127.9%
0.086
0.0191
-0.022
0.010
0.001
42.50
0.05
0.05
0.55
0.00
1
18
137.9%
0.081
0.0170
-0.023
0.010
0.001
45.00
0.45
0.05
0.55
0.00
11
4
146.9%
0.077
0.0153
-0.024
0.009
0.001
50.00
0.05
0.00
0.55
0.00
1
8
160.5%
0.067
0.0126
-0.023
0.008
0.001
Puts
Strike
Last
Bid
Ask
Chg
Vol
OI
IV
Delta
Gamma
Theta
Vega
Rho
7.50
0.19
0.00
0.50
0.00
3
126
253.9%
-0.028
0.0039
-0.018
0.004
-0.001
10.00
0.23
0.00
0.05
0.00
1
3
129.7%
-0.007
0.0024
-0.003
0.001
-0.000
12.50
0.15
0.00
0.60
0.00
2
91
155.1%
-0.054
0.0111
-0.019
0.007
-0.001
15.00
0.24
0.10
0.45
-0.06
19
107
113.3%
-0.069
0.0182
-0.016
0.009
-0.001
17.50
0.55
0.40
0.65
-0.03
111
1,118
98.6%
-0.134
0.0341
-0.023
0.014
-0.003
20.00
1.25
1.05
1.25
0.05
255
382
93.9%
-0.260
0.0537
-0.033
0.021
-0.006
22.50
2.35
2.05
2.40
-0.25
4
256
92.2%
-0.422
0.0660
-0.039
0.025
-0.009
25.00
4.70
3.50
4.20
0.00
6
94
96.1%
-0.575
0.0634
-0.040
0.025
-0.013
27.50
6.11
5.40
5.90
0.00
2
55
93.9%
-0.712
0.0565
-0.033
0.022
-0.017
30.00
7.46
0.00
0.00
0.00
4
0
0.0%
-1.000
0.0000
0.004
0.000
-0.024
32.50
4.40
14.40
15.60
0.00
13
15
309.3%
-0.486
0.0200
-0.134
0.026
-0.021
37.50
7.60
18.60
20.40
0.00
2
5
324.3%
-0.533
0.0191
-0.139
0.026
-0.025
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.