This page reflects CPRI options positioning from the latest published market-close snapshot. Intraday price and contract changes are not displayed.
Published Snapshot
May 20, 2026 close
CPRI 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
10.00
11.00
0.00
0.00
0.00
5
0
0.0%
1.000
0.0000
-0.001
0.000
0.008
12.50
5.16
5.10
5.70
0.00
2
7
73.8%
0.966
0.0201
-0.006
0.004
0.009
15.00
2.88
2.45
3.50
0.00
2
7
50.8%
0.904
0.0665
-0.009
0.009
0.010
17.50
1.60
1.55
1.90
-0.10
12
311
76.8%
0.584
0.1010
-0.027
0.020
0.007
20.00
0.75
0.70
0.80
0.14
14
15,165
74.3%
0.336
0.0976
-0.024
0.018
0.004
22.50
0.32
0.20
0.35
0.05
849
35,130
72.5%
0.154
0.0653
-0.015
0.012
0.002
25.00
0.10
0.05
0.20
0.00
17
21,982
76.6%
0.075
0.0368
-0.010
0.007
0.001
27.50
0.04
0.00
0.30
0.00
1
5,582
96.1%
0.074
0.0289
-0.012
0.007
0.001
30.00
0.08
0.00
0.10
0.00
20
5,747
90.6%
0.029
0.0146
-0.005
0.003
0.000
32.50
0.03
0.00
0.05
0.00
10
251
92.2%
0.015
0.0083
-0.003
0.002
0.000
35.00
0.07
0.00
0.00
0.00
36
0
50.0%
0.000
0.0000
0.000
0.000
0.000
37.50
0.02
0.00
0.05
0.00
1
15
110.2%
0.013
0.0060
-0.003
0.002
0.000
Puts
Strike
Last
Bid
Ask
Chg
Vol
OI
IV
Delta
Gamma
Theta
Vega
Rho
10.00
0.05
0.00
0.10
0.00
0
20
108.6%
-0.020
0.0088
-0.004
0.002
-0.000
12.50
0.08
0.05
0.15
-0.04
3
1,000
82.0%
-0.048
0.0240
-0.007
0.005
-0.001
15.00
0.52
0.35
0.65
0.00
101
1,081
81.1%
-0.187
0.0660
-0.018
0.014
-0.003
17.50
1.30
1.25
1.35
-0.22
6
945
72.6%
-0.416
0.1069
-0.024
0.020
-0.007
20.00
2.92
2.80
3.10
-0.28
5
1,073
76.5%
-0.658
0.0955
-0.023
0.018
-0.012
22.50
5.40
4.70
5.30
0.90
1
169
77.5%
-0.826
0.0660
-0.015
0.013
-0.016
25.00
7.90
7.00
8.20
0.00
2
10
106.9%
-0.831
0.0469
-0.021
0.013
-0.018
27.50
10.35
9.40
10.90
0.00
2
24
129.6%
-0.840
0.0374
-0.024
0.012
-0.020
30.00
12.95
11.70
14.20
0.00
4
0
168.6%
-0.802
0.0328
-0.037
0.014
-0.022
32.50
15.20
14.20
16.70
0.00
2
0
184.0%
-0.813
0.0290
-0.039
0.013
-0.024
35.00
17.95
16.50
19.20
0.00
4
0
190.0%
-0.837
0.0257
-0.037
0.012
-0.026
37.50
19.80
19.20
21.70
0.00
2
0
210.0%
-0.830
0.0240
-0.042
0.013
-0.028
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.