thetaOwl

CBRE

CBRE Group IncClose $141.58EOD only
Max Pain
$135.00
Next expiry Jul 17, 2026
Expected Move
±$7.50
5.3% from close
Price Gap
-6.58
Distance to max pain
IV Rank
7
Low premium
P/C OI
0.53
Slightly call-heavy
Consensus
No reports available
Published snapshot: Jul 2, 2026 close
End-of-day snapshot

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

Published Snapshot
Jul 2, 2026 close
CBRE 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

StrikeLastBidAskChgVolOIIVDeltaGammaThetaVegaRho
90.0045.7849.5053.400.0001173.1%0.9350.0027-0.2280.0350.030
100.0027.0039.6043.400.0023140.7%0.9200.0038-0.2170.0410.033
105.0028.5034.6038.400.0011125.4%0.9110.0046-0.2110.0450.035
110.0024.8729.6033.500.0005112.5%0.8970.0058-0.2110.0500.036
115.0020.5124.6027.000.0003065.3%0.9560.0052-0.0730.0260.042
120.0016.5020.1022.700.00317570.2%0.9000.0090-0.1340.0490.040
125.0015.6515.2017.902.1513760.5%0.8690.0126-0.1400.0590.040
130.0011.3511.0013.004.65128948.5%0.8320.0187-0.1330.0700.040
135.007.736.508.901.4118554444.1%0.7300.0270-0.1550.0920.036
140.003.904.105.100.73585337.5%0.5840.0376-0.1540.1080.030
145.002.202.002.850.651167137.5%0.3950.0370-0.1490.1070.020
150.001.110.501.400.22618437.2%0.2310.0296-0.1160.0840.012
155.000.400.151.400.00410048.4%0.1870.0200-0.1320.0740.010
160.000.150.001.500.0019159.9%0.1660.0150-0.1500.0690.008
165.000.140.051.050.00144452.5%0.0780.0100-0.0770.0400.004
170.001.940.000.700.00217754.5%0.0500.0068-0.0570.0290.003
175.004.200.000.000.000025.0%0.0000.0000-0.0000.0000.000

Puts

StrikeLastBidAskChgVolOIIVDeltaGammaThetaVegaRho
80.000.360.000.000.000050.0%0.0000.00000.0000.0000.000
95.000.350.001.400.0044124.2%-0.0380.0024-0.1020.023-0.002
100.000.100.000.300.00101683.8%-0.0140.0015-0.0280.010-0.001
105.001.100.000.950.0072290.1%-0.0370.0032-0.0710.022-0.002
110.000.240.000.100.0023454.1%-0.0070.0013-0.0100.005-0.000
115.000.110.050.150.0057350.4%-0.0150.0027-0.0190.010-0.001
120.000.130.050.15-0.0229544.2%-0.0240.0047-0.0250.016-0.001
125.000.330.000.30-0.12145640.3%-0.0510.0093-0.0410.029-0.003
130.000.680.450.95-0.32536541.9%-0.1350.0187-0.0880.060-0.008
135.001.570.501.45-0.6871,32834.8%-0.2240.0311-0.0990.083-0.013
140.003.402.603.20-0.807420734.6%-0.4110.0405-0.1260.108-0.023
145.0019.004.706.300.001031137.8%-0.6040.0368-0.1340.107-0.035
150.0015.508.4011.500.00108354.6%-0.6810.0236-0.1800.099-0.041
155.0011.7021.6024.000.00590126.8%-0.5920.0110-0.4750.108-0.041
165.0030.450.000.000.004000.0%-1.0000.00000.0190.000-0.063
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.