This page reflects CAPR options positioning from the latest published market-close snapshot. Intraday price and contract changes are not displayed.
Published Snapshot
Jul 2, 2026 close
CAPR 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
25.00
1.75
0.60
2.00
0.00
2
14
106.6%
0.404
0.0799
-0.068
0.018
0.003
26.00
1.55
0.45
2.20
0.00
15
598
124.8%
0.369
0.0665
-0.077
0.017
0.003
27.00
1.05
0.20
1.00
0.00
78
105
95.5%
0.240
0.0716
-0.049
0.014
0.002
28.00
0.70
0.00
1.90
0.00
120
118
130.9%
0.275
0.0561
-0.072
0.015
0.002
29.00
0.50
0.00
0.70
-0.05
10
105
99.0%
0.148
0.0515
-0.038
0.011
0.001
30.00
0.23
0.00
0.35
-0.07
156
689
90.2%
0.088
0.0389
-0.024
0.007
0.001
31.00
0.36
0.00
3.20
0.00
1
4
206.1%
0.305
0.0374
-0.118
0.016
0.002
32.00
1.17
0.00
1.95
0.00
10
149
176.6%
0.226
0.0375
-0.087
0.014
0.002
33.00
0.05
0.00
1.35
0.00
1
12
163.7%
0.176
0.0347
-0.069
0.012
0.001
34.00
0.20
0.00
2.75
0.00
1
14
222.1%
0.256
0.0319
-0.116
0.015
0.002
35.00
0.10
0.00
0.30
-0.81
14
13
123.4%
0.058
0.0207
-0.023
0.005
0.000
36.00
0.88
0.00
2.70
0.00
2
3
237.9%
0.240
0.0288
-0.121
0.014
0.002
37.00
0.21
0.05
0.35
0.00
254
490
144.1%
0.066
0.0196
-0.030
0.006
0.001
40.00
0.05
0.00
0.40
0.00
1
26
161.7%
0.060
0.0162
-0.031
0.005
0.000
45.00
0.10
0.00
0.05
0.00
0
4
136.7%
0.010
0.0042
-0.006
0.001
0.000
Puts
Strike
Last
Bid
Ask
Chg
Vol
OI
IV
Delta
Gamma
Theta
Vega
Rho
18.00
0.50
0.00
4.80
0.00
4
12
277.3%
-0.229
0.0240
-0.135
0.014
-0.003
20.00
0.71
0.30
1.30
0.00
53
670
115.5%
-0.218
0.0561
-0.055
0.013
-0.002
21.00
0.97
0.50
1.75
-0.13
1
4
114.6%
-0.286
0.0652
-0.062
0.015
-0.003
22.00
1.60
0.90
2.25
0.50
14
30
116.6%
-0.361
0.0707
-0.070
0.017
-0.004
23.00
1.98
1.50
2.70
0.08
9
169
118.2%
-0.436
0.0733
-0.074
0.018
-0.005
24.00
2.21
1.55
2.80
0.00
233
686
91.9%
-0.535
0.0951
-0.058
0.018
-0.006
25.00
2.95
0.50
4.30
0.00
10
200
67.6%
-0.685
0.1156
-0.037
0.016
-0.007
26.00
3.27
2.00
5.70
0.00
1
555
109.8%
-0.660
0.0734
-0.063
0.017
-0.007
27.00
3.50
2.00
6.80
0.00
1
127
96.1%
-0.758
0.0714
-0.046
0.014
-0.008
28.00
2.05
3.00
6.50
0.00
5
48
175.8%
-0.644
0.0467
-0.104
0.017
-0.008
29.00
2.20
4.00
7.70
0.00
3
6
64.1%
-0.955
0.0323
-0.006
0.004
-0.011
30.00
7.50
5.70
8.50
5.00
20
20
104.9%
-0.873
0.0438
-0.032
0.009
-0.010
31.00
4.00
6.00
8.80
0.00
0
3
168.9%
-0.759
0.0405
-0.082
0.014
-0.010
35.00
9.10
10.00
13.00
0.00
0
1
220.0%
-0.769
0.0305
-0.105
0.014
-0.012
40.00
12.11
14.50
19.40
0.00
1
0
155.1%
-0.949
0.0149
-0.022
0.005
-0.015
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.