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CALM

Cal-Maine Foods, Inc.Close $66.67EOD only

Max Pain

$70.00

Next expiry Oct 16, 2026

Expected Move

±$3.33

5.0% from close

Price Gap

+3.33

Distance to max pain

IV Rank

Low premium

P/C OI

0.66

Slightly call-heavy

Consensus

—

No reports available

Published snapshot: Oct 2, 2026 close

End-of-day snapshot

This page reflects CALM options positioning from the latest published market-close snapshot. Intraday price and contract changes are not displayed.

Published Snapshot

Oct 2, 2026 close

CALM Options Chain

Data as of market close Oct 2, 2026

Expiration

Compare calls and puts side by side with OI, volume, IV, and positioning context.

Control Row

Next expiry (DTE 14)

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
40.00	33.11	25.30	28.70	0.00	0	1	152.9%	0.969	0.0035	-0.055	0.009	0.014
45.00	42.90	37.90	42.00	0.00	42	73	671.5%	0.831	0.0029	-0.792	0.033	0.006
50.00	24.80	14.70	18.60	0.00	1	23	160.6%	0.859	0.0106	-0.172	0.029	0.015
60.00	8.36	4.80	8.90	0.00	2	15	95.0%	0.748	0.0257	-0.146	0.042	0.016
65.00	2.47	2.05	3.10	0.20	27	284	40.6%	0.648	0.0700	-0.075	0.048	0.015
70.00	0.53	0.30	0.55	0.23	35	194	31.3%	0.230	0.0744	-0.046	0.040	0.006
75.00	0.06	0.05	0.60	0.03	6	614	55.3%	0.155	0.0329	-0.062	0.031	0.004
80.00	0.05	0.00	0.20	0.02	24	644	56.6%	0.058	0.0157	-0.031	0.015	0.001
85.00	0.05	0.00	0.75	0.01	5	649	80.8%	0.074	0.0133	-0.053	0.018	0.002
90.00	0.05	0.00	0.20	0.00	4	470	74.2%	0.024	0.0058	-0.020	0.007	0.001
95.00	0.03	0.00	0.05	0.00	1	158	70.7%	0.007	0.0020	-0.006	0.002	0.000
100.00	0.05	0.00	0.05	0.00	2	471	79.7%	0.006	0.0016	-0.006	0.002	0.000
105.00	0.03	0.00	0.05	0.00	1	17	87.5%	0.005	0.0013	-0.006	0.002	0.000
110.00	0.05	0.00	0.05	0.00	1	29	95.3%	0.005	0.0011	-0.006	0.002	0.000
115.00	0.20	0.00	0.05	0.00	75	79	102.3%	0.005	0.0010	-0.006	0.002	0.000

Puts

Strike	Last	Bid	Ask	Chg	Vol	OI	IV	Delta	Gamma	Theta	Vega	Rho
40.00	0.20	0.00	0.05	0.00	2	4	103.1%	-0.004	0.0009	-0.006	0.002	-0.000
50.00	0.05	0.00	0.05	0.00	24	30	61.3%	-0.007	0.0024	-0.005	0.002	-0.000
55.00	0.02	0.00	0.20	0.00	5	165	53.5%	-0.028	0.0093	-0.016	0.009	-0.001
60.00	0.10	0.05	0.30	-0.02	23	294	42.9%	-0.094	0.0299	-0.033	0.022	-0.002
65.00	0.75	0.65	0.85	-0.55	26	399	29.0%	-0.307	0.0928	-0.045	0.046	-0.008
70.00	4.06	3.30	5.00	-0.65	19	1,222	55.2%	-0.649	0.0514	-0.090	0.048	-0.018
75.00	10.09	7.80	9.90	0.57	3	138	52.8%	-0.858	0.0326	-0.048	0.029	-0.025
80.00	13.20	12.20	14.20	-1.36	1	2	83.0%	-0.848	0.0217	-0.083	0.031	-0.027
85.00	19.10	17.10	20.30	0.00	1	0	80.6%	-0.926	0.0133	-0.043	0.018	-0.031
90.00	14.95	21.40	25.30	0.00	30	0	60.2%	-0.993	0.0024	0.005	0.002	-0.034
100.00	19.50	0.00	0.00	0.00	1	0	0.0%	-1.000	0.0000	0.012	0.000	-0.038
110.00	23.10	23.40	27.40	0.00	33	0	0.0%	-1.000	0.0000	0.013	0.000	-0.042
120.00	32.95	33.30	37.30	0.00	0	0	0.0%	-1.000	0.0000	0.014	0.000	-0.046

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.