This page reflects BYD options positioning from the latest published market-close snapshot. Intraday price and contract changes are not displayed.
Published Snapshot
May 20, 2026 close
BYD 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
60.00
22.40
26.30
28.90
0.00
4
4
207.4%
0.781
0.0064
-0.240
0.066
0.027
70.00
13.34
16.90
19.20
0.00
1
1
152.4%
0.696
0.0103
-0.210
0.078
0.030
72.50
9.97
6.70
8.00
0.00
1
1
42.2%
0.799
0.0298
-0.052
0.063
0.044
75.00
7.50
5.00
5.60
0.00
250
270
33.9%
0.746
0.0422
-0.048
0.072
0.042
77.50
8.49
3.20
3.90
0.00
2
231
32.7%
0.629
0.0518
-0.053
0.084
0.036
80.00
2.20
1.75
2.40
0.30
3
28
30.2%
0.490
0.0591
-0.051
0.089
0.029
82.50
1.25
0.85
1.50
-0.04
2
38
30.6%
0.352
0.0543
-0.047
0.083
0.021
85.00
0.61
0.50
0.75
0.05
152
169
28.8%
0.218
0.0458
-0.035
0.066
0.013
87.50
1.85
0.15
0.45
0.00
7
210
30.1%
0.140
0.0330
-0.027
0.050
0.008
90.00
0.10
0.00
0.50
0.00
83
187
36.9%
0.128
0.0254
-0.031
0.047
0.008
92.50
0.38
0.00
0.40
0.00
6
305
39.9%
0.099
0.0196
-0.028
0.039
0.006
95.00
0.11
0.00
0.35
0.00
1
826
43.4%
0.082
0.0156
-0.026
0.034
0.005
97.50
0.38
0.00
0.35
0.00
6
79
47.9%
0.075
0.0132
-0.027
0.032
0.004
100.00
0.23
0.00
0.35
0.00
20
76
52.3%
0.070
0.0115
-0.028
0.030
0.004
105.00
0.05
0.00
0.35
0.00
5
6
53.0%
0.037
0.0069
-0.017
0.018
0.002
115.00
0.45
0.00
0.50
0.00
0
2
70.6%
0.040
0.0054
-0.024
0.019
0.002
Puts
Strike
Last
Bid
Ask
Chg
Vol
OI
IV
Delta
Gamma
Theta
Vega
Rho
65.00
0.75
0.00
0.00
0.00
3
0
12.5%
0.000
0.0000
0.000
0.000
0.000
70.00
0.42
0.25
0.55
0.00
5
30
38.8%
-0.111
0.0218
-0.027
0.042
-0.007
72.50
0.65
0.35
0.80
0.00
7
68
35.4%
-0.164
0.0312
-0.032
0.055
-0.011
75.00
0.95
0.65
1.15
0.00
100
130
31.5%
-0.240
0.0441
-0.035
0.069
-0.016
77.50
2.05
1.45
2.10
0.00
6
125
32.3%
-0.370
0.0523
-0.043
0.084
-0.025
80.00
3.40
2.60
3.10
0.00
265
703
29.9%
-0.510
0.0598
-0.041
0.089
-0.034
82.50
4.12
4.20
4.80
0.00
4
75
31.4%
-0.644
0.0531
-0.039
0.083
-0.044
85.00
7.05
6.00
7.10
1.81
1
136
37.5%
-0.718
0.0404
-0.041
0.076
-0.051
87.50
3.50
8.10
9.60
0.00
16
35
45.0%
-0.754
0.0313
-0.046
0.070
-0.055
90.00
6.32
10.30
11.90
0.00
1
36
48.8%
-0.796
0.0259
-0.044
0.063
-0.059
97.50
12.20
16.50
20.40
0.00
1
0
82.4%
-0.776
0.0162
-0.085
0.067
-0.065
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.