Home Options CFRChain

CFR

Cullen/Frost Bankers, Inc.Close $154.86EOD only

Max Pain

$135.00

Next expiry Jul 17, 2026

Expected Move

±$2.45

1.6% from close

Price Gap

-19.86

Distance to max pain

IV Rank

Low premium

P/C OI

0.15

Slightly call-heavy

Consensus

—

No reports available

Published snapshot: Jul 2, 2026 close

End-of-day snapshot

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

Published Snapshot

Jul 2, 2026 close

CFR Options Chain

Data as of market close Jul 2, 2026

Expiration

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	Vol	OI	IV	Delta	Gamma	Theta	Vega	Rho
90.00	39.69	46.80	50.50	1	1	0.0%	1.000	0.0000	-0.011	0.000	0.034
130.00	9.12	15.90	19.20	1	1	0.0%	1.000	0.0000	-0.015	0.000	0.050
135.00	8.66	18.70	20.70	2	50	54.8%	0.911	0.0097	-0.110	0.049	0.046
140.00	15.70	14.10	15.90	9	25	46.9%	0.877	0.0143	-0.118	0.062	0.046
145.00	10.30	9.30	11.30	3	18	40.1%	0.815	0.0219	-0.129	0.081	0.044
150.00	7.27	4.30	6.90	4	12	32.5%	0.712	0.0346	-0.132	0.104	0.040
155.00	2.61	2.15	2.75	2	1,258	22.5%	0.516	0.0584	-0.106	0.121	0.030
160.00	1.77	0.60	1.20	8	42	24.5%	0.267	0.0442	-0.092	0.100	0.015
165.00	0.50	0.00	2.70	9	36	50.8%	0.284	0.0220	-0.191	0.103	0.016
170.00	2.00	0.00	2.90	1	1	63.9%	0.252	0.0164	-0.225	0.097	0.014

Puts

Strike	Last	Bid	Ask	Chg	Vol	OI	IV	Delta	Gamma	Theta	Vega	Rho
65.00	0.10	0.00	2.20	0.00	0	1	261.4%	-0.025	0.0007	-0.167	0.018	-0.002
75.00	0.95	0.00	0.75	0.00	0	1	182.8%	-0.014	0.0006	-0.069	0.011	-0.001
85.00	1.40	0.25	1.05	0.00	0	1	170.1%	-0.024	0.0011	-0.105	0.017	-0.002
90.00	0.20	0.00	2.15	0.00	1	0	172.9%	-0.038	0.0016	-0.153	0.025	-0.003
95.00	0.30	0.00	1.15	0.00	1	2	139.2%	-0.026	0.0015	-0.092	0.019	-0.002
100.00	0.35	0.00	2.15	0.00	1	3	144.4%	-0.045	0.0022	-0.148	0.029	-0.003
105.00	0.05	0.00	2.15	0.00	1	3	131.1%	-0.050	0.0026	-0.145	0.031	-0.003
110.00	0.45	0.00	2.15	0.00	1	1	118.3%	-0.055	0.0031	-0.141	0.034	-0.004
115.00	0.65	0.00	2.15	0.00	1	1	105.8%	-0.061	0.0038	-0.137	0.037	-0.004
120.00	0.64	0.00	2.15	0.00	1	1	93.8%	-0.068	0.0046	-0.132	0.040	-0.004
125.00	2.25	0.00	3.10	0.00	1	4	90.9%	-0.097	0.0062	-0.167	0.052	-0.006
130.00	2.45	0.10	3.50	0.00	1	1	82.4%	-0.120	0.0080	-0.176	0.061	-0.008
135.00	0.15	0.00	0.55	-0.41	1	4	49.0%	-0.068	0.0088	-0.068	0.040	-0.004
140.00	0.05	0.00	2.40	0.00	1	5	64.2%	-0.190	0.0139	-0.185	0.082	-0.012
145.00	0.75	0.00	2.50	0.00	3	11	51.4%	-0.236	0.0197	-0.167	0.093	-0.015
160.00	19.47	16.90	21.00	0.00	1	0	128.0%	-0.499	0.0103	-0.542	0.121	-0.037

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.