This page reflects CNM options positioning from the latest published market-close snapshot. Intraday price and contract changes are not displayed.
Published Snapshot
May 20, 2026 close
CNM 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
25.00
30.00
26.80
31.10
0.00
1
0
408.8%
0.871
0.0039
-0.199
0.028
0.010
40.00
9.50
6.40
9.00
0.00
2
6
56.7%
0.870
0.0281
-0.031
0.028
0.026
42.50
6.55
4.40
6.70
0.00
1
3
51.1%
0.792
0.0423
-0.037
0.038
0.025
45.00
2.65
2.80
5.10
0.00
10
13
52.5%
0.658
0.0526
-0.047
0.049
0.021
50.00
1.45
1.15
1.70
0.00
1
168
52.6%
0.381
0.0546
-0.048
0.051
0.013
52.50
1.07
0.00
1.10
0.00
1
20
54.0%
0.270
0.0462
-0.042
0.044
0.009
55.00
0.65
0.40
0.60
0.00
3
107
52.3%
0.171
0.0365
-0.031
0.034
0.006
57.50
0.31
0.05
0.60
-0.23
3
227
52.0%
0.103
0.0260
-0.022
0.024
0.004
60.00
0.50
0.00
2.25
0.00
1
54
85.9%
0.194
0.0241
-0.055
0.037
0.006
62.50
0.90
0.00
2.35
0.00
2
20
95.9%
0.185
0.0209
-0.060
0.035
0.006
65.00
0.40
0.00
2.30
0.00
1
20
103.4%
0.172
0.0186
-0.061
0.034
0.006
67.50
1.05
0.00
1.75
0.00
1
1
102.3%
0.138
0.0162
-0.052
0.029
0.004
70.00
1.70
0.05
3.10
0.00
0
1
130.3%
0.188
0.0156
-0.081
0.036
0.006
Puts
Strike
Last
Bid
Ask
Chg
Vol
OI
IV
Delta
Gamma
Theta
Vega
Rho
30.00
0.70
0.00
2.35
0.00
1
2
148.7%
-0.098
0.0087
-0.058
0.023
-0.005
32.50
1.20
0.05
1.60
0.00
53
53
114.7%
-0.093
0.0109
-0.043
0.022
-0.004
35.00
0.30
0.00
0.00
0.00
1
0
25.0%
-0.000
0.0000
-0.000
0.000
0.000
37.50
2.40
0.00
2.60
0.00
1
64
95.7%
-0.160
0.0192
-0.052
0.032
-0.007
40.00
0.71
0.10
2.20
0.00
1
27
73.8%
-0.182
0.0270
-0.043
0.035
-0.008
42.50
1.20
0.25
1.30
0.00
4
17
60.1%
-0.238
0.0387
-0.041
0.041
-0.010
45.00
1.45
1.35
2.30
0.00
1
7
52.4%
-0.341
0.0527
-0.042
0.049
-0.014
47.50
2.67
1.90
3.00
0.00
1
526
51.9%
-0.483
0.0578
-0.044
0.053
-0.020
50.00
4.23
3.30
5.60
0.00
10
19
50.0%
-0.628
0.0569
-0.039
0.050
-0.027
52.50
2.70
5.10
7.50
0.00
1
4
75.4%
-0.650
0.0370
-0.059
0.049
-0.030
55.00
7.15
8.00
10.30
0.00
2
36
69.6%
-0.750
0.0344
-0.045
0.042
-0.035
57.50
6.20
3.90
6.80
0.00
1
2
0.0%
-1.000
0.0000
0.007
0.000
-0.046
60.00
6.70
4.90
8.00
0.00
2
3
0.0%
-1.000
0.0000
0.007
0.000
-0.048
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.