This page reflects CBRE options positioning from the latest published market-close snapshot. Intraday price and contract changes are not displayed.
Published Snapshot
Oct 2, 2026 close
CBRE Options Chain
Data as of market close Oct 2, 2026
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
100.00
46.70
29.20
31.90
0.00
0
5
96.8%
0.929
0.0055
-0.129
0.034
0.034
120.00
19.41
10.10
12.60
0.00
2
2
51.8%
0.795
0.0216
-0.144
0.072
0.035
130.00
3.80
2.70
3.80
-0.20
3
405
38.2%
0.506
0.0412
-0.145
0.101
0.024
135.00
1.65
1.20
1.65
-0.35
1
163
35.1%
0.295
0.0388
-0.114
0.088
0.014
140.00
0.70
0.35
0.85
-0.30
3
237
37.9%
0.163
0.0256
-0.087
0.062
0.008
145.00
0.46
0.05
0.75
0.13
3
184
46.8%
0.122
0.0171
-0.088
0.051
0.006
150.00
0.15
0.00
0.40
-0.03
4
2,471
48.1%
0.068
0.0108
-0.059
0.033
0.003
155.00
0.26
0.00
0.75
0.00
3
62
55.4%
0.057
0.0081
-0.058
0.029
0.003
160.00
0.19
0.00
0.65
-0.21
1
944
61.1%
0.046
0.0062
-0.054
0.024
0.002
165.00
0.20
0.00
0.75
0.00
9
76
70.0%
0.046
0.0055
-0.062
0.025
0.002
170.00
0.35
0.00
0.30
0.00
3
5
65.6%
0.021
0.0030
-0.030
0.013
0.001
175.00
0.60
0.00
0.75
0.00
206
213
83.1%
0.040
0.0041
-0.065
0.022
0.002
200.00
0.20
0.00
0.00
0.00
17
0
50.0%
0.000
0.0000
-0.000
0.000
0.000
Puts
Strike
Last
Bid
Ask
Chg
Vol
OI
IV
Delta
Gamma
Theta
Vega
Rho
100.00
0.10
0.00
0.95
0.00
4
4
81.7%
-0.044
0.0045
-0.068
0.024
-0.002
110.00
0.57
0.00
0.45
0.24
1
41
56.0%
-0.059
0.0083
-0.059
0.030
-0.003
115.00
0.50
0.05
0.75
0.00
3
16
50.5%
-0.101
0.0138
-0.080
0.045
-0.005
120.00
0.58
0.35
0.90
-0.56
22
36
39.5%
-0.146
0.0229
-0.080
0.058
-0.008
125.00
1.50
1.20
2.45
-0.20
23
354
42.4%
-0.310
0.0328
-0.131
0.090
-0.016
130.00
3.05
2.90
3.80
-1.74
11
323
34.2%
-0.496
0.0460
-0.116
0.101
-0.026
135.00
5.80
6.00
6.90
-0.80
2,049
6,305
33.2%
-0.716
0.0402
-0.090
0.086
-0.038
140.00
8.97
10.10
11.20
-2.45
2
152
36.8%
-0.845
0.0255
-0.065
0.061
-0.046
145.00
9.90
14.10
16.20
0.00
10
368
47.3%
-0.875
0.0172
-0.073
0.052
-0.050
150.00
19.70
18.30
21.10
0.00
1
307
54.8%
-0.902
0.0124
-0.070
0.044
-0.053
155.00
16.00
23.30
26.20
0.00
2
0
65.7%
-0.906
0.0101
-0.083
0.043
-0.055
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.