This page reflects CENX options positioning from the latest published market-close snapshot. Intraday price and contract changes are not displayed.
Published Snapshot
Aug 18, 2026 close
CENX Options Chain
Data as of market close Aug 18, 2026
Compare calls and puts side by side with OI, volume, IV, and positioning context.
Control Row
Next expiry (DTE 3)
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
30.00
17.07
13.80
17.40
0.00
12
22
449.2%
0.892
0.0100
-0.579
0.008
0.002
35.00
13.12
9.40
11.70
0.00
4
15
269.3%
0.887
0.0172
-0.359
0.008
0.002
40.00
7.00
4.50
7.20
0.00
10
93
96.1%
0.941
0.0294
-0.082
0.005
0.003
45.00
1.60
1.10
2.45
-1.02
13
697
75.1%
0.600
0.1243
-0.203
0.016
0.002
50.00
0.19
0.10
0.20
-0.22
63
845
66.4%
0.070
0.0491
-0.062
0.006
0.000
55.00
0.04
0.00
0.05
-0.01
35
1,453
82.8%
0.007
0.0060
-0.012
0.001
0.000
60.00
0.05
0.00
0.60
-0.05
1
1,395
177.0%
0.053
0.0147
-0.131
0.004
0.000
65.00
0.10
0.00
0.75
0.00
1
329
225.0%
0.052
0.0114
-0.165
0.004
0.000
70.00
0.05
0.00
0.80
0.00
1
366
262.7%
0.047
0.0090
-0.178
0.004
0.000
75.00
0.05
0.00
0.05
0.00
3
1,028
190.6%
0.003
0.0011
-0.011
0.000
0.000
80.00
0.05
0.00
0.05
0.00
18
114
212.5%
0.002
0.0009
-0.011
0.000
0.000
85.00
0.46
0.00
0.80
0.00
1
12
347.3%
0.035
0.0053
-0.184
0.003
0.000
90.00
0.20
0.00
0.80
0.00
1
14
371.1%
0.032
0.0047
-0.185
0.003
0.000
95.00
0.40
0.00
1.20
0.00
1
8
425.2%
0.044
0.0053
-0.273
0.004
0.000
100.00
0.10
0.00
0.05
0.00
3
56
282.8%
0.002
0.0005
-0.011
0.000
0.000
Puts
Strike
Last
Bid
Ask
Chg
Vol
OI
IV
Delta
Gamma
Theta
Vega
Rho
30.00
0.05
0.00
0.35
0.00
3
253
238.3%
-0.020
0.0049
-0.079
0.002
-0.000
35.00
0.01
0.00
0.10
-0.09
1
330
128.9%
-0.010
0.0049
-0.023
0.001
-0.000
40.00
0.07
0.00
0.20
0.02
131
606
82.4%
-0.035
0.0226
-0.044
0.003
-0.000
45.00
1.00
0.85
1.10
0.48
1,033
720
67.5%
-0.392
0.1375
-0.177
0.016
-0.002
50.00
4.20
4.20
5.30
0.70
24
1,049
90.6%
-0.855
0.0607
-0.137
0.009
-0.004
55.00
8.82
8.40
10.60
1.00
4
256
115.2%
-0.958
0.0189
-0.065
0.004
-0.004
60.00
11.20
13.00
15.70
0.00
1
1
103.1%
-0.998
0.0015
0.002
0.000
-0.005
65.00
22.10
18.20
20.30
0.00
2
0
287.1%
-0.890
0.0158
-0.366
0.008
-0.005
70.00
14.70
0.00
0.00
0.00
6
0
0.0%
-1.000
0.0000
0.008
0.000
-0.006
75.00
28.80
28.20
30.70
0.00
1
0
232.8%
-0.988
0.0033
-0.043
0.001
-0.006
100.00
51.60
52.70
56.30
0.00
0
0
356.3%
-0.988
0.0021
-0.064
0.001
-0.008
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.