thetaOwl

CL

Colgate-Palmolive CompanyClose $84.26EOD only
Max Pain
$87.00
Next expiry Oct 9, 2026
Expected Move
±$1.90
2.3% from close
Price Gap
+2.74
Distance to max pain
IV Rank
11
Low premium
P/C OI
0.68
Slightly call-heavy
Consensus
—
No reports available
Published snapshot: Oct 2, 2026 close
End-of-day snapshot

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

Published Snapshot
Oct 2, 2026 close
CL Options Chain
Data as of market close Oct 2, 2026

Compare calls and puts side by side with OI, volume, IV, and positioning context.

Control Row
Next expiry (DTE 7)

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

StrikeLastBidAskChgVolOIIVDeltaGammaThetaVegaRho
60.0030.2024.1026.400.0001172.7%0.9820.0028-0.0930.0040.006
81.003.853.805.500.003347.6%0.9000.0409-0.1030.0160.008
82.002.643.504.400.008736.2%0.9110.0494-0.0750.0150.008
83.003.611.953.500.001234.0%0.8620.0717-0.0930.0200.008
84.001.171.052.550.004428.5%0.8140.1041-0.0940.0240.007
85.001.161.301.700.5156424.9%0.7140.1516-0.1020.0310.007
86.000.810.701.000.43381322.4%0.5500.1957-0.1060.0360.005
87.000.360.300.600.17292623.5%0.3640.1768-0.1030.0340.003
88.000.200.150.550.1047930.8%0.2700.1189-0.1180.0300.002
89.000.110.000.150.0642723.7%0.1040.0842-0.0490.0160.001
90.000.050.000.10-0.0542026.4%0.0620.0515-0.0370.0110.001
91.000.060.000.950.001965.3%0.2260.0510-0.2240.0270.002
92.000.010.000.05-0.04813831.4%0.0260.0210-0.0210.0050.000
93.000.150.000.150.002444.5%0.0550.0277-0.0560.0100.001
94.000.010.000.05-0.09114839.6%0.0200.0134-0.0220.0040.000
95.000.600.001.100.001175.6%0.1180.0290-0.1700.0180.001
96.000.050.000.400.0017462.0%0.0530.0192-0.0760.0100.000
97.000.300.001.150.001287.4%0.1070.0234-0.1830.0170.001
115.000.070.000.050.000199.2%0.0030.0011-0.0110.0010.000

Puts

StrikeLastBidAskChgVolOIIVDeltaGammaThetaVegaRho
79.000.100.000.950.000368.9%-0.1060.0294-0.1410.016-0.001
80.000.050.000.05-0.2621335.5%-0.0210.0157-0.0200.005-0.000
81.000.050.000.05-0.0511730.5%-0.0240.0205-0.0190.005-0.000
82.000.040.000.10-0.1724229.7%-0.0510.0392-0.0350.009-0.000
83.000.100.050.15-0.325726.9%-0.0850.0642-0.0460.014-0.001
84.000.200.000.30-0.52144026.5%-0.1690.1054-0.0730.023-0.002
85.000.650.050.50-0.6254624.6%-0.2840.1527-0.0910.031-0.003
86.000.950.600.90-1.0842124.7%-0.4540.1781-0.1060.036-0.004
87.001.651.101.500.001725.9%-0.6230.1626-0.1040.034-0.006
88.002.531.802.85-0.9311544.3%-0.6610.0915-0.1760.033-0.007
90.005.453.705.200.000170.7%-0.7060.0540-0.2670.031-0.007
91.004.954.706.200.000055.2%-0.8170.0533-0.1560.024-0.008
92.007.125.707.202.621061.6%-0.8340.0448-0.1640.022-0.009
93.008.046.708.202.071067.8%-0.8480.0384-0.1700.021-0.009
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.