This page reflects CENX options positioning from the latest published market-close snapshot. Intraday price and contract changes are not displayed.
Published Snapshot
Oct 2, 2026 close
CENX 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
25.00
14.80
9.10
12.00
0.00
10
10
207.3%
0.860
0.0154
-0.117
0.016
0.007
30.00
8.35
4.60
6.90
0.00
1
10
58.8%
0.941
0.0287
-0.020
0.008
0.011
35.00
1.95
1.25
2.05
-0.01
4
115
60.4%
0.588
0.0925
-0.061
0.027
0.007
40.00
0.43
0.25
0.45
-0.09
28
2,169
56.4%
0.164
0.0627
-0.035
0.017
0.002
45.00
0.07
0.00
0.10
-0.04
108
886
59.8%
0.027
0.0150
-0.009
0.004
0.000
50.00
0.05
0.00
0.35
0.00
6
605
101.0%
0.054
0.0156
-0.028
0.008
0.001
55.00
0.08
0.00
0.05
-0.04
2
1,947
90.6%
0.009
0.0040
-0.006
0.002
0.000
60.00
0.04
0.00
0.60
0.00
5
653
156.1%
0.061
0.0111
-0.047
0.008
0.001
65.00
0.15
0.00
0.15
0.00
20
46
137.9%
0.018
0.0047
-0.016
0.003
0.000
70.00
0.05
0.00
0.40
-0.02
1
38
176.4%
0.038
0.0067
-0.036
0.006
0.000
75.00
0.10
0.00
0.60
0.00
4
114
203.9%
0.048
0.0071
-0.051
0.007
0.001
80.00
0.37
0.00
0.60
0.00
2
63
217.2%
0.046
0.0064
-0.052
0.007
0.001
85.00
0.42
0.00
0.00
0.00
2
0
50.0%
0.000
0.0000
0.000
0.000
0.000
90.00
0.09
0.00
0.60
0.00
10
9
240.8%
0.042
0.0054
-0.054
0.006
0.000
95.00
0.20
0.00
0.00
0.00
2
0
50.0%
0.000
0.0000
0.000
0.000
0.000
100.00
0.27
0.00
0.00
0.00
2
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
22.50
0.08
0.00
0.00
0.00
2
0
50.0%
-0.000
0.0000
-0.000
0.000
0.000
25.00
0.23
0.00
0.30
0.00
5
492
108.6%
-0.038
0.0108
-0.022
0.006
-0.001
30.00
0.14
0.10
0.35
-0.04
177
670
67.6%
-0.084
0.0328
-0.026
0.011
-0.001
35.00
1.30
1.15
1.50
0.05
8
712
56.6%
-0.410
0.0984
-0.053
0.027
-0.006
40.00
4.70
4.40
5.70
-0.20
23
888
72.1%
-0.770
0.0604
-0.051
0.021
-0.012
45.00
9.60
8.30
10.10
0.00
12
395
112.4%
-0.827
0.0326
-0.067
0.018
-0.015
50.00
13.50
13.00
15.90
0.00
2
93
85.5%
-0.973
0.0104
-0.007
0.004
-0.019
55.00
17.02
18.00
21.00
0.00
2
0
114.3%
-0.966
0.0095
-0.015
0.005
-0.021
60.00
18.55
15.80
18.10
0.00
1
0
0.0%
-1.000
0.0000
0.007
0.000
-0.023
65.00
19.60
28.00
30.00
0.00
1
0
202.7%
-0.905
0.0119
-0.078
0.012
-0.024
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.