This page reflects CHDN options positioning from the latest published market-close snapshot. Intraday price and contract changes are not displayed.
Published Snapshot
Jul 2, 2026 close
CHDN 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
80.00
10.79
9.90
12.60
0.00
2
3
79.9%
0.817
0.0186
-0.142
0.047
0.024
85.00
5.05
4.70
8.10
0.00
1
9
64.0%
0.730
0.0290
-0.141
0.059
0.022
90.00
2.49
1.40
4.50
0.00
29
851
55.1%
0.565
0.0401
-0.143
0.070
0.018
95.00
1.18
0.35
1.65
0.00
12
489
43.9%
0.326
0.0461
-0.104
0.064
0.011
100.00
0.34
0.25
0.75
0.00
19
710
46.9%
0.165
0.0297
-0.076
0.044
0.005
105.00
0.12
0.00
0.35
0.00
24
945
50.1%
0.081
0.0167
-0.048
0.027
0.003
110.00
0.35
0.00
1.15
0.00
1
25
69.6%
0.094
0.0135
-0.075
0.030
0.003
120.00
0.29
0.00
1.35
0.00
1
25
95.2%
0.083
0.0090
-0.093
0.027
0.003
Puts
Strike
Last
Bid
Ask
Chg
Vol
OI
IV
Delta
Gamma
Theta
Vega
Rho
70.00
0.65
0.00
2.15
0.00
56
22
110.7%
-0.093
0.0085
-0.116
0.030
-0.004
75.00
0.42
0.00
0.65
0.00
200
1,076
64.0%
-0.054
0.0096
-0.044
0.019
-0.002
80.00
0.32
0.00
1.35
0.00
3
695
57.2%
-0.113
0.0188
-0.068
0.034
-0.004
85.00
0.80
0.15
2.15
0.00
2
106
63.4%
-0.269
0.0292
-0.130
0.059
-0.010
90.00
2.22
0.70
3.60
0.00
6
210
55.2%
-0.436
0.0400
-0.133
0.070
-0.016
95.00
9.10
3.80
7.10
0.00
4
202
63.6%
-0.609
0.0339
-0.148
0.068
-0.024
100.00
13.25
8.10
11.40
0.00
4
21
74.6%
-0.715
0.0256
-0.152
0.060
-0.029
105.00
18.20
12.80
16.20
0.00
10
1
52.1%
-0.910
0.0174
-0.042
0.029
-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.