This page reflects CRK options positioning from the latest published market-close snapshot. Intraday price and contract changes are not displayed.
Published Snapshot
Jul 2, 2026 close
CRK 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
7.00
6.30
7.20
8.40
0.00
10
61
234.4%
0.968
0.0108
-0.018
0.002
0.002
8.00
5.40
6.20
7.40
0.00
2
12
196.9%
0.962
0.0147
-0.018
0.002
0.003
9.00
4.66
5.40
5.80
0.00
4
5
164.8%
0.954
0.0205
-0.017
0.003
0.003
10.00
5.05
4.40
5.20
-0.05
10
48
135.2%
0.944
0.0291
-0.017
0.003
0.003
11.00
2.57
3.40
3.90
0.00
10
30
128.1%
0.900
0.0476
-0.024
0.005
0.004
12.00
3.20
2.45
3.00
1.43
1
16
64.1%
0.954
0.0526
-0.008
0.003
0.004
13.00
1.87
1.60
1.95
0.25
9
181
52.7%
0.893
0.1213
-0.011
0.005
0.004
14.00
0.97
0.80
1.15
-0.03
38
883
65.8%
0.672
0.1909
-0.025
0.010
0.003
15.00
0.50
0.45
0.55
0.09
42
1,149
53.9%
0.446
0.2550
-0.023
0.011
0.002
16.00
0.29
0.15
0.25
0.08
49
620
53.3%
0.225
0.1955
-0.017
0.009
0.001
17.00
0.13
0.00
0.10
0.00
7
674
59.0%
0.115
0.1148
-0.012
0.006
0.001
18.00
0.20
0.00
0.10
0.00
1
19
63.3%
0.058
0.0640
-0.008
0.003
0.000
19.00
0.09
0.00
0.45
0.00
1
1
109.8%
0.139
0.0702
-0.025
0.006
0.001
20.00
0.06
0.00
0.15
0.00
1
1
94.9%
0.059
0.0432
-0.012
0.003
0.000
Puts
Strike
Last
Bid
Ask
Chg
Vol
OI
IV
Delta
Gamma
Theta
Vega
Rho
7.00
0.10
0.00
0.50
0.00
2
2
279.3%
-0.052
0.0132
-0.030
0.003
-0.000
8.00
0.07
0.00
0.10
-0.08
1
2
165.6%
-0.021
0.0105
-0.008
0.001
-0.000
9.00
0.15
0.00
0.10
0.00
1
3
137.5%
-0.025
0.0149
-0.008
0.002
-0.000
10.00
0.07
0.00
0.10
0.02
1
32
111.7%
-0.031
0.0216
-0.008
0.002
-0.000
11.00
0.03
0.00
0.15
-0.02
1
156
96.1%
-0.051
0.0379
-0.010
0.003
-0.000
12.00
0.07
0.00
0.15
0.02
4
478
72.3%
-0.066
0.0617
-0.009
0.004
-0.000
13.00
0.16
0.10
0.20
-0.04
7
373
61.3%
-0.139
0.1255
-0.014
0.006
-0.001
14.00
0.37
0.25
0.40
-0.03
4
842
52.1%
-0.298
0.2310
-0.018
0.010
-0.002
15.00
0.95
0.70
0.95
-0.05
104
302
54.4%
-0.553
0.2528
-0.021
0.011
-0.003
16.00
1.50
1.35
1.80
0.05
18
124
59.2%
-0.749
0.1872
-0.018
0.009
-0.005
18.00
4.62
2.90
3.70
0.00
2
5
113.1%
-0.789
0.0889
-0.032
0.008
-0.006
20.00
5.01
6.20
7.40
0.00
2
0
255.7%
-0.642
0.0508
-0.096
0.011
-0.006
22.00
7.20
6.70
7.90
0.00
0
0
197.5%
-0.802
0.0490
-0.054
0.008
-0.008
23.00
10.32
7.70
8.90
0.00
0
0
210.2%
-0.811
0.0448
-0.056
0.008
-0.008
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.