This page reflects CENX options positioning from the latest published market-close snapshot. Intraday price and contract changes are not displayed.
Published Snapshot
Jul 2, 2026 close
CENX 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
30.00
35.90
12.30
15.10
0.00
0
0
198.0%
0.879
0.0118
-0.125
0.017
0.009
35.00
8.70
8.30
10.40
0.00
2
13
102.8%
0.888
0.0216
-0.063
0.016
0.011
40.00
4.00
4.50
6.10
0.00
85
62
90.5%
0.727
0.0428
-0.095
0.028
0.010
45.00
1.81
1.85
2.35
-0.44
15
975
74.6%
0.457
0.0620
-0.093
0.034
0.007
50.00
0.76
0.35
0.90
-0.14
113
247
70.2%
0.187
0.0447
-0.059
0.023
0.003
55.00
0.25
0.20
0.35
-0.05
153
487
79.3%
0.083
0.0225
-0.038
0.013
0.001
60.00
0.21
0.00
0.30
0.00
6
338
89.1%
0.043
0.0121
-0.025
0.008
0.001
65.00
0.35
0.00
0.25
0.00
14
1,149
103.1%
0.032
0.0082
-0.023
0.006
0.001
70.00
0.15
0.00
0.30
0.00
1
449
121.9%
0.033
0.0070
-0.027
0.006
0.001
75.00
0.03
0.00
0.05
0.00
2
99
106.3%
0.007
0.0020
-0.006
0.002
0.000
80.00
0.03
0.00
0.05
0.00
5
847
117.2%
0.006
0.0017
-0.006
0.001
0.000
85.00
0.01
0.00
1.15
0.00
1
318
204.4%
0.073
0.0079
-0.087
0.012
0.001
90.00
0.05
0.00
1.15
0.00
4
37
217.0%
0.069
0.0072
-0.089
0.011
0.001
95.00
1.25
0.00
1.15
0.00
2
29
228.8%
0.067
0.0066
-0.091
0.011
0.001
100.00
0.05
0.00
1.15
0.00
10
94
239.8%
0.064
0.0061
-0.092
0.011
0.001
Puts
Strike
Last
Bid
Ask
Chg
Vol
OI
IV
Delta
Gamma
Theta
Vega
Rho
30.00
0.05
0.00
0.25
0.00
22
24
106.3%
-0.027
0.0069
-0.020
0.005
-0.000
35.00
0.33
0.20
0.60
-0.09
1
39
91.3%
-0.089
0.0206
-0.044
0.014
-0.002
40.00
1.05
0.95
1.35
-0.40
11
168
77.2%
-0.248
0.0478
-0.073
0.027
-0.005
45.00
3.34
2.25
3.50
-0.21
7
243
61.3%
-0.563
0.0750
-0.071
0.034
-0.011
50.00
6.39
6.20
7.60
-0.91
1
1,455
71.7%
-0.807
0.0446
-0.055
0.023
-0.016
55.00
11.48
10.80
12.20
-0.18
9
997
78.3%
-0.920
0.0222
-0.030
0.013
-0.020
60.00
14.37
14.80
17.10
0.00
1
53
135.1%
-0.854
0.0198
-0.088
0.020
-0.021
65.00
18.84
19.30
23.30
0.00
5
16
92.2%
-0.982
0.0057
-0.005
0.004
-0.025
70.00
20.74
24.50
28.40
0.00
2
0
129.3%
-0.957
0.0082
-0.028
0.008
-0.026
75.00
18.85
13.20
15.00
0.00
19
10
0.0%
-1.000
0.0000
0.009
0.000
-0.029
80.00
22.95
17.20
19.20
0.00
3
1
0.0%
-1.000
0.0000
0.009
0.000
-0.031
85.00
21.87
39.20
43.30
0.00
1
0
115.6%
-0.998
0.0008
0.007
0.001
-0.033
100.00
37.50
54.20
58.00
0.00
2
0
309.5%
-0.855
0.0086
-0.205
0.020
-0.036
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.