This page reflects CHYM options positioning from the latest published market-close snapshot. Intraday price and contract changes are not displayed.
Published Snapshot
May 20, 2026 close
CHYM Options Chain
Data as of market close May 20, 2026
Compare calls and puts side by side with OI, volume, IV, and positioning context.
Control Row
Next expiry (DTE 29)
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
7.50
16.68
9.40
10.90
0.00
10
10
292.6%
0.927
0.0095
-0.035
0.007
0.004
10.00
9.30
15.40
18.90
0.00
1
46
1437.5%
0.985
0.0005
-0.047
0.002
0.000
12.50
10.70
0.00
0.00
0.00
1
0
0.0%
1.000
0.0000
-0.001
0.000
0.010
15.00
2.70
2.75
3.30
0.00
1
89
68.1%
0.833
0.0737
-0.016
0.012
0.009
17.50
1.40
1.20
1.40
0.35
9
589
60.4%
0.564
0.1310
-0.021
0.020
0.007
20.00
0.40
0.35
0.50
0.09
77
1,047
58.8%
0.260
0.1107
-0.017
0.016
0.003
22.50
0.15
0.10
0.20
0.00
110
1,338
62.9%
0.105
0.0579
-0.010
0.009
0.001
25.00
0.07
0.05
0.10
0.00
119
1,649
70.7%
0.052
0.0303
-0.007
0.005
0.001
27.50
0.04
0.00
0.15
-0.01
2
1,847
85.2%
0.044
0.0219
-0.007
0.005
0.001
30.00
0.03
0.00
0.05
-0.01
804
11,137
82.8%
0.016
0.0099
-0.003
0.002
0.000
32.50
0.05
0.00
0.15
0.00
1
311
109.8%
0.036
0.0143
-0.007
0.004
0.000
35.00
0.07
0.00
0.10
0.00
1
548
112.9%
0.024
0.0100
-0.006
0.003
0.000
37.50
0.10
0.00
0.30
0.00
13
129
145.7%
0.053
0.0148
-0.014
0.005
0.001
40.00
0.01
0.00
0.35
0.00
8
217
159.4%
0.056
0.0143
-0.016
0.006
0.001
Puts
Strike
Last
Bid
Ask
Chg
Vol
OI
IV
Delta
Gamma
Theta
Vega
Rho
2.50
0.15
0.00
0.15
0.00
0
1
365.6%
-0.008
0.0012
-0.007
0.001
-0.000
5.00
0.01
0.00
0.25
0.00
1
0
260.9%
-0.018
0.0035
-0.010
0.002
-0.000
7.50
0.01
0.00
0.25
0.00
1
15
182.8%
-0.027
0.0068
-0.010
0.003
-0.000
10.00
0.06
0.00
0.05
0.00
15
152
95.3%
-0.012
0.0064
-0.002
0.002
-0.000
12.50
0.07
0.00
0.15
-0.03
3
110
75.8%
-0.041
0.0231
-0.006
0.004
-0.001
15.00
0.43
0.25
0.40
0.01
9
6,399
65.7%
-0.160
0.0743
-0.013
0.012
-0.002
17.50
1.17
1.00
1.25
-0.26
12
2,140
60.2%
-0.436
0.1314
-0.019
0.020
-0.007
20.00
3.20
2.65
2.95
0.00
14
1,521
61.5%
-0.728
0.1082
-0.016
0.017
-0.012
22.50
5.35
4.60
5.40
0.00
2
1,403
65.0%
-0.886
0.0594
-0.008
0.010
-0.016
25.00
7.53
7.10
7.80
-0.37
4
357
77.7%
-0.928
0.0356
-0.006
0.007
-0.019
27.50
10.00
9.30
10.50
3.90
1
261
84.4%
-0.958
0.0214
-0.003
0.004
-0.021
30.00
12.25
11.80
13.10
0.00
5
16
107.0%
-0.944
0.0211
-0.007
0.006
-0.023
32.50
10.70
14.10
15.40
0.00
3
0
169.3%
-0.849
0.0278
-0.031
0.012
-0.024
35.00
10.00
10.10
11.90
0.00
0
1
0.0%
-1.000
0.0000
0.004
0.000
-0.028
40.00
15.00
17.10
18.50
0.00
10
11
0.0%
-1.000
0.0000
0.005
0.000
-0.032
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.