This page reflects CSTM options positioning from the latest published market-close snapshot. Intraday price and contract changes are not displayed.
Published Snapshot
May 20, 2026 close
CSTM 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
24.00
9.60
7.30
8.80
0.00
0
1
101.8%
0.879
0.0218
-0.034
0.018
0.015
26.00
8.38
5.20
7.20
0.00
0
1
98.7%
0.819
0.0294
-0.043
0.024
0.015
27.00
6.80
4.20
6.70
0.00
1
2
55.2%
0.888
0.0380
-0.019
0.017
0.018
29.00
3.89
3.60
4.10
0.00
2
5
54.1%
0.780
0.0605
-0.028
0.027
0.017
30.00
3.20
2.90
3.40
1.30
4
56
53.5%
0.710
0.0707
-0.031
0.031
0.016
31.00
2.05
2.20
2.80
0.00
1
101
52.1%
0.633
0.0797
-0.033
0.034
0.014
32.00
1.80
1.75
2.25
0.10
7
232
52.8%
0.550
0.0828
-0.034
0.036
0.012
33.00
1.52
1.05
1.75
0.32
28
70
58.0%
0.476
0.0758
-0.038
0.036
0.011
34.00
1.05
0.95
1.40
0.30
2
102
52.1%
0.387
0.0810
-0.032
0.035
0.009
35.00
0.80
0.50
0.90
0.17
39
222
52.6%
0.316
0.0746
-0.030
0.032
0.007
36.00
0.65
0.40
0.85
0.08
8
251
51.2%
0.244
0.0677
-0.026
0.028
0.006
37.00
0.46
0.40
0.60
0.16
29
48
53.1%
0.199
0.0580
-0.024
0.025
0.005
38.00
0.30
0.05
0.45
-0.05
10
64
56.9%
0.173
0.0495
-0.023
0.023
0.004
39.00
0.17
0.00
0.35
0.00
4
29
57.8%
0.139
0.0422
-0.020
0.020
0.003
40.00
0.16
0.00
0.75
0.00
19
54
64.2%
0.135
0.0374
-0.022
0.020
0.003
41.00
0.37
0.00
0.75
0.00
4
22
68.9%
0.127
0.0334
-0.023
0.019
0.003
Puts
Strike
Last
Bid
Ask
Chg
Vol
OI
IV
Delta
Gamma
Theta
Vega
Rho
20.00
0.23
0.00
0.25
0.00
0
22
96.9%
-0.030
0.0077
-0.010
0.006
-0.001
23.00
0.30
0.00
0.75
0.00
16
16
93.9%
-0.080
0.0174
-0.021
0.013
-0.002
24.00
0.05
0.05
0.30
0.00
30
44
69.5%
-0.054
0.0175
-0.012
0.010
-0.002
25.00
0.23
0.10
0.35
-0.05
5
41
65.6%
-0.071
0.0229
-0.014
0.012
-0.002
27.00
0.35
0.10
0.50
-0.15
10
359
54.1%
-0.108
0.0378
-0.015
0.017
-0.003
28.00
0.60
0.40
0.85
-0.08
2
121
60.3%
-0.180
0.0481
-0.024
0.024
-0.005
29.00
0.82
0.60
0.90
-0.08
2
203
55.1%
-0.224
0.0599
-0.025
0.027
-0.006
30.00
0.95
0.85
1.05
-0.30
8
169
51.3%
-0.284
0.0730
-0.026
0.031
-0.008
31.00
1.45
1.05
1.55
-0.05
2
91
50.1%
-0.364
0.0827
-0.028
0.034
-0.010
32.00
1.80
1.65
1.85
0.09
5
59
52.2%
-0.451
0.0837
-0.030
0.036
-0.013
33.00
2.40
2.00
2.50
0.00
16
12
54.7%
-0.530
0.0803
-0.032
0.036
-0.015
34.00
4.40
2.75
3.10
0.00
7
21
53.7%
-0.608
0.0790
-0.030
0.035
-0.018
35.00
4.00
3.40
3.80
0.00
6
38
53.6%
-0.680
0.0736
-0.027
0.032
-0.020
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.