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CG

The Carlyle Group Inc.Close $42.83EOD only

Max Pain

$47.50

Next expiry Jul 17, 2026

Expected Move

±$3.07

7.2% from close

Price Gap

+4.67

Distance to max pain

IV Rank

Low premium

P/C OI

0.19

Slightly call-heavy

Consensus

—

No reports available

Published snapshot: Jul 2, 2026 close

End-of-day snapshot

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

Published Snapshot

Jul 2, 2026 close

CG 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	Chg	Vol	OI	IV	Delta	Gamma	Theta	Vega	Rho
32.50	15.48	11.00	12.50	0.00	0	1	164.8%	0.846	0.0171	-0.120	0.020	0.009
35.00	5.50	7.40	8.60	0.00	1	2	68.0%	0.945	0.0196	-0.027	0.009	0.012
37.50	5.18	5.00	6.10	0.00	3	6	52.7%	0.912	0.0360	-0.029	0.013	0.013
40.00	2.75	2.90	3.70	0.00	4	185	58.9%	0.747	0.0648	-0.060	0.027	0.011
42.50	1.52	1.55	2.00	-0.08	17	141	53.1%	0.557	0.0887	-0.065	0.033	0.008
45.00	0.60	0.55	0.95	0.00	50	224	51.7%	0.337	0.0842	-0.058	0.031	0.005
47.50	0.25	0.10	0.25	0.00	22	3,060	44.3%	0.129	0.0567	-0.029	0.018	0.002
50.00	0.08	0.00	0.20	0.00	123	259	55.5%	0.088	0.0342	-0.027	0.013	0.001
52.50	0.05	0.00	0.20	-0.35	41	699	58.6%	0.044	0.0191	-0.017	0.008	0.001
55.00	0.05	0.00	0.10	0.00	1	34	61.3%	0.022	0.0103	-0.010	0.004	0.000
57.50	0.45	0.00	0.50	0.00	9	33	94.1%	0.067	0.0165	-0.037	0.011	0.001
60.00	0.05	0.00	0.25	0.00	2	48	91.0%	0.037	0.0105	-0.022	0.007	0.001
65.00	0.04	0.00	0.40	0.00	1	1	117.4%	0.045	0.0097	-0.034	0.008	0.001

Puts

Strike	Last	Bid	Ask	Chg	Vol	OI	IV	Delta	Gamma	Theta	Vega	Rho
30.00	0.05	0.00	0.05	0.00	0	0	78.1%	-0.008	0.0033	-0.005	0.002	-0.000
32.50	0.05	0.00	0.10	0.01	1	24	69.5%	-0.018	0.0074	-0.009	0.004	-0.000
35.00	0.12	0.00	0.55	0.00	1	78	76.8%	-0.076	0.0223	-0.033	0.012	-0.001
37.50	0.16	0.10	0.20	-0.04	19	346	51.4%	-0.083	0.0353	-0.023	0.013	-0.001
40.00	0.62	0.35	0.55	0.00	23	277	47.2%	-0.211	0.0730	-0.040	0.024	-0.004
42.50	1.40	1.20	1.40	-0.10	22	405	45.2%	-0.440	0.1040	-0.051	0.033	-0.008
45.00	5.40	2.15	3.10	0.00	1	403	51.1%	-0.666	0.0850	-0.052	0.031	-0.012
47.50	6.56	4.30	5.30	0.00	5	611	61.1%	-0.785	0.0569	-0.049	0.024	-0.015
50.00	7.25	6.20	7.90	-1.02	2	14	82.1%	-0.808	0.0396	-0.062	0.023	-0.016
52.50	11.09	8.70	10.20	0.00	1	0	87.8%	-0.862	0.0300	-0.052	0.019	-0.018
55.00	15.20	11.50	12.70	0.00	1	0	101.0%	-0.876	0.0241	-0.056	0.017	-0.019
70.00	28.58	26.20	27.70	0.00	2	0	162.3%	-0.916	0.0113	-0.067	0.013	-0.026

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.