thetaOwl

CSTM

Constellium SEClose $32.13EOD only
Max Pain
$31.00
Next expiry Jun 18, 2026
Expected Move
±$3.75
11.7% from close
Price Gap
-1.13
Distance to max pain
IV Rank
3
Low premium
P/C OI
0.46
Slightly call-heavy
Consensus
No reports available
Published snapshot: May 20, 2026 close
End-of-day snapshot

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

StrikeLastBidAskChgVolOIIVDeltaGammaThetaVegaRho
24.009.607.308.800.0001101.8%0.8790.0218-0.0340.0180.015
26.008.385.207.200.000198.7%0.8190.0294-0.0430.0240.015
27.006.804.206.700.001255.2%0.8880.0380-0.0190.0170.018
29.003.893.604.100.002554.1%0.7800.0605-0.0280.0270.017
30.003.202.903.401.3045653.5%0.7100.0707-0.0310.0310.016
31.002.052.202.800.00110152.1%0.6330.0797-0.0330.0340.014
32.001.801.752.250.10723252.8%0.5500.0828-0.0340.0360.012
33.001.521.051.750.32287058.0%0.4760.0758-0.0380.0360.011
34.001.050.951.400.30210252.1%0.3870.0810-0.0320.0350.009
35.000.800.500.900.173922252.6%0.3160.0746-0.0300.0320.007
36.000.650.400.850.08825151.2%0.2440.0677-0.0260.0280.006
37.000.460.400.600.16294853.1%0.1990.0580-0.0240.0250.005
38.000.300.050.45-0.05106456.9%0.1730.0495-0.0230.0230.004
39.000.170.000.350.0042957.8%0.1390.0422-0.0200.0200.003
40.000.160.000.750.00195464.2%0.1350.0374-0.0220.0200.003
41.000.370.000.750.0042268.9%0.1270.0334-0.0230.0190.003

Puts

StrikeLastBidAskChgVolOIIVDeltaGammaThetaVegaRho
20.000.230.000.250.0002296.9%-0.0300.0077-0.0100.006-0.001
23.000.300.000.750.00161693.9%-0.0800.0174-0.0210.013-0.002
24.000.050.050.300.00304469.5%-0.0540.0175-0.0120.010-0.002
25.000.230.100.35-0.0554165.6%-0.0710.0229-0.0140.012-0.002
27.000.350.100.50-0.151035954.1%-0.1080.0378-0.0150.017-0.003
28.000.600.400.85-0.08212160.3%-0.1800.0481-0.0240.024-0.005
29.000.820.600.90-0.08220355.1%-0.2240.0599-0.0250.027-0.006
30.000.950.851.05-0.30816951.3%-0.2840.0730-0.0260.031-0.008
31.001.451.051.55-0.0529150.1%-0.3640.0827-0.0280.034-0.010
32.001.801.651.850.0955952.2%-0.4510.0837-0.0300.036-0.013
33.002.402.002.500.00161254.7%-0.5300.0803-0.0320.036-0.015
34.004.402.753.100.0072153.7%-0.6080.0790-0.0300.035-0.018
35.004.003.403.800.0063853.6%-0.6800.0736-0.0270.032-0.020
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.