This page reflects CHRD options positioning from the latest published market-close snapshot. Intraday price and contract changes are not displayed.
Published Snapshot
Aug 18, 2026 close
CHRD Options Chain
Data as of market close Aug 18, 2026
Compare calls and puts side by side with OI, volume, IV, and positioning context.
Control Row
Next expiry (DTE 3)
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
100.00
21.00
42.00
45.80
0.00
5
5
282.9%
0.939
0.0033
-0.749
0.016
0.007
110.00
30.76
32.00
35.80
0.00
1
1
224.9%
0.923
0.0049
-0.721
0.019
0.008
115.00
25.96
27.30
30.80
0.00
1
7
105.5%
0.992
0.0016
-0.065
0.003
0.009
120.00
23.46
21.90
25.80
10.36
15
36
169.9%
0.896
0.0081
-0.679
0.024
0.009
125.00
18.75
16.90
20.80
2.79
16
86
143.0%
0.876
0.0110
-0.648
0.027
0.009
130.00
12.12
12.30
15.80
0.00
6
65
54.0%
0.983
0.0061
-0.065
0.006
0.010
135.00
8.75
7.00
10.90
6.30
2
195
90.5%
0.796
0.0240
-0.570
0.037
0.009
140.00
4.85
2.35
6.20
0.85
4
68
66.1%
0.691
0.0408
-0.518
0.046
0.008
145.00
1.63
0.70
2.20
0.58
21
518
44.7%
0.440
0.0676
-0.391
0.051
0.005
150.00
0.47
0.20
0.60
0.12
1
213
41.9%
0.145
0.0417
-0.210
0.030
0.002
155.00
0.20
0.00
0.90
0.02
2
47
56.6%
0.079
0.0200
-0.183
0.019
0.001
160.00
0.49
0.00
0.95
0.00
1
7
74.4%
0.063
0.0128
-0.202
0.016
0.001
165.00
0.43
0.00
1.15
0.00
2
32
94.1%
0.060
0.0097
-0.246
0.016
0.001
170.00
0.66
0.00
0.45
0.00
3
6
89.6%
0.023
0.0046
-0.105
0.007
0.000
175.00
0.63
0.00
0.95
0.00
3
5
118.0%
0.038
0.0054
-0.214
0.011
0.000
Puts
Strike
Last
Bid
Ask
Chg
Vol
OI
IV
Delta
Gamma
Theta
Vega
Rho
70.00
0.03
0.00
1.15
0.00
0
2
383.8%
-0.012
0.0006
-0.267
0.004
-0.000
75.00
0.30
0.00
1.15
0.00
0
1
351.2%
-0.014
0.0008
-0.266
0.005
-0.000
95.00
0.50
0.00
0.05
0.00
1
8
151.6%
-0.001
0.0002
-0.011
0.000
-0.000
100.00
0.21
0.00
1.15
0.00
1
18
213.3%
-0.024
0.0020
-0.259
0.007
-0.000
105.00
0.30
0.00
1.15
0.00
2
144
189.3%
-0.027
0.0025
-0.256
0.008
-0.000
110.00
0.10
0.00
1.20
0.00
2
34
167.7%
-0.032
0.0033
-0.264
0.009
-0.000
115.00
0.17
0.00
0.95
0.00
1
21
137.7%
-0.031
0.0039
-0.210
0.009
-0.000
120.00
0.24
0.00
0.65
0.04
10
85
107.1%
-0.027
0.0045
-0.145
0.008
-0.000
125.00
0.25
0.00
0.75
-0.02
10
55
90.1%
-0.038
0.0071
-0.162
0.011
-0.000
130.00
0.31
0.00
0.55
-0.06
3
57
65.0%
-0.039
0.0099
-0.119
0.011
-0.000
135.00
0.48
0.15
0.70
-0.79
3
89
51.3%
-0.079
0.0221
-0.163
0.019
-0.001
140.00
3.22
0.55
1.85
0.00
1
106
58.5%
-0.289
0.0447
-0.430
0.045
-0.004
145.00
13.59
2.50
5.60
0.00
1
7
57.9%
-0.542
0.0525
-0.490
0.052
-0.007
150.00
14.40
6.20
9.70
0.00
1
100
69.3%
-0.732
0.0364
-0.483
0.043
-0.009
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.