This page reflects COO options positioning from the latest published market-close snapshot. Intraday price and contract changes are not displayed.
Published Snapshot
Jul 2, 2026 close
COO 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
35.00
33.00
37.20
39.80
0.00
1
1
236.5%
0.968
0.0021
-0.091
0.010
0.012
55.00
13.00
17.20
21.30
0.00
1
0
68.8%
0.989
0.0028
-0.016
0.004
0.021
60.00
10.90
12.20
16.30
0.00
2
18
50.8%
0.986
0.0048
-0.016
0.005
0.023
65.00
7.50
7.40
11.30
0.00
1
75
98.4%
0.786
0.0204
-0.155
0.042
0.018
70.00
4.80
3.20
5.80
0.80
112
931
56.3%
0.725
0.0408
-0.103
0.048
0.018
75.00
1.07
0.95
1.35
0.52
42
1,276
28.5%
0.446
0.0954
-0.062
0.057
0.012
80.00
0.20
0.00
0.40
0.06
5
214
34.9%
0.148
0.0457
-0.043
0.034
0.004
85.00
2.15
0.00
2.15
1.59
1
1
71.4%
0.187
0.0259
-0.101
0.039
0.005
90.00
0.04
0.00
0.05
0.00
1
2
45.5%
0.018
0.0066
-0.010
0.006
0.000
Puts
Strike
Last
Bid
Ask
Chg
Vol
OI
IV
Delta
Gamma
Theta
Vega
Rho
30.00
0.07
0.00
0.60
-0.03
3
2
243.8%
-0.016
0.0011
-0.051
0.006
-0.001
35.00
0.08
0.00
2.15
0.00
0
1
271.1%
-0.046
0.0025
-0.135
0.014
-0.002
45.00
0.05
0.00
2.15
0.00
2
7
193.6%
-0.065
0.0045
-0.127
0.018
-0.002
50.00
0.15
0.00
2.15
0.00
5
7
160.6%
-0.078
0.0063
-0.121
0.021
-0.003
55.00
0.10
0.00
0.15
0.00
10
445
73.0%
-0.015
0.0035
-0.014
0.005
-0.000
60.00
0.25
0.00
2.15
0.00
8
61
101.6%
-0.120
0.0135
-0.104
0.029
-0.004
65.00
0.25
0.00
1.00
0.00
50
195
56.9%
-0.104
0.0219
-0.052
0.026
-0.003
70.00
0.55
0.00
0.95
-0.50
10
265
43.1%
-0.226
0.0480
-0.065
0.044
-0.007
75.00
2.60
0.05
3.50
0.00
5
2
51.1%
-0.516
0.0537
-0.101
0.058
-0.016
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.