This page reflects CTAS options positioning from the latest published market-close snapshot. Intraday price and contract changes are not displayed.
Published Snapshot
Oct 2, 2026 close
CTAS Options Chain
Data as of market close Oct 2, 2026
Compare calls and puts side by side with OI, volume, IV, and positioning context.
Control Row
Next expiry (DTE 7)
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
175.00
17.78
15.30
20.00
-5.36
2
3
73.2%
0.848
0.0120
-0.346
0.063
0.028
185.00
14.05
6.60
10.00
0.00
0
2
44.8%
0.767
0.0256
-0.278
0.082
0.026
190.00
8.70
3.40
5.10
0.00
2
4
29.9%
0.663
0.0457
-0.223
0.098
0.024
195.00
1.20
0.65
2.60
-1.73
1
3
30.6%
0.421
0.0479
-0.237
0.105
0.015
197.50
3.36
0.55
1.90
0.00
1
11
32.3%
0.318
0.0414
-0.227
0.095
0.011
200.00
0.42
0.05
1.30
-1.13
55
8
32.9%
0.230
0.0345
-0.196
0.081
0.008
202.50
0.25
0.05
0.75
-0.45
5
22
31.8%
0.147
0.0271
-0.143
0.062
0.005
205.00
0.11
0.00
0.15
-1.77
1
4
24.7%
0.043
0.0137
-0.044
0.024
0.002
207.50
0.10
0.00
0.25
-1.12
3
2
31.7%
0.054
0.0129
-0.068
0.029
0.002
210.00
0.79
0.00
0.15
0.00
3
6
32.3%
0.032
0.0084
-0.046
0.019
0.001
212.50
0.65
0.00
1.30
0.00
2
1
60.4%
0.136
0.0135
-0.254
0.058
0.005
215.00
0.50
0.00
1.30
0.00
2
19
53.7%
0.080
0.0104
-0.155
0.040
0.003
220.00
0.40
0.00
1.30
0.00
1
9
61.9%
0.070
0.0081
-0.160
0.036
0.003
225.00
0.50
0.00
1.30
0.00
1
2
69.7%
0.063
0.0066
-0.166
0.033
0.002
230.00
0.10
0.00
1.30
0.00
1
2
77.1%
0.057
0.0056
-0.170
0.031
0.002
240.00
0.74
0.00
1.30
0.00
0
3
91.1%
0.049
0.0042
-0.177
0.027
0.002
Puts
Strike
Last
Bid
Ask
Chg
Vol
OI
IV
Delta
Gamma
Theta
Vega
Rho
165.00
0.33
0.00
1.30
0.00
0
2
73.5%
-0.055
0.0056
-0.155
0.030
-0.002
170.00
0.65
0.00
1.30
0.00
0
9
62.5%
-0.064
0.0075
-0.148
0.034
-0.002
175.00
0.05
0.00
1.30
-0.50
3
3
51.3%
-0.077
0.0105
-0.140
0.039
-0.003
182.50
0.20
0.05
0.50
-1.24
16
2
31.7%
-0.094
0.0198
-0.099
0.045
-0.004
185.00
0.15
0.15
0.75
-0.32
7
6
29.9%
-0.143
0.0283
-0.125
0.060
-0.005
187.50
0.70
0.05
1.00
0.65
3
2
26.5%
-0.203
0.0398
-0.138
0.076
-0.008
190.00
0.90
0.30
1.95
-0.22
2
42
28.6%
-0.331
0.0473
-0.190
0.097
-0.013
192.50
2.16
0.95
2.95
0.14
1
11
28.1%
-0.456
0.0527
-0.202
0.106
-0.017
195.00
3.45
1.90
4.20
1.13
2
18
27.1%
-0.591
0.0535
-0.187
0.104
-0.023
197.50
3.95
3.20
6.70
0.00
2
18
35.3%
-0.666
0.0386
-0.230
0.097
-0.026
200.00
6.80
5.00
8.50
1.30
1
12
35.3%
-0.753
0.0334
-0.195
0.084
-0.029
202.50
4.36
7.00
12.00
0.00
1
1
52.5%
-0.730
0.0236
-0.314
0.088
-0.029
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.