This page reflects CTRI options positioning from the latest published market-close snapshot. Intraday price and contract changes are not displayed.
Published Snapshot
Aug 18, 2026 close
CTRI Options Chain
Data as of market close Aug 18, 2026
Compare calls and puts side by side with OI, volume, IV, and positioning context.
Control Row
Next expiry (DTE 3)
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
20.00
4.30
2.20
3.90
0.00
2
41
149.0%
0.839
0.0798
-0.126
0.005
0.001
22.50
0.60
0.25
0.70
-1.90
1
117
66.0%
0.558
0.2911
-0.091
0.008
0.001
25.00
0.38
0.00
0.25
0.00
1
145
81.6%
0.098
0.1033
-0.049
0.004
0.000
27.50
0.20
0.00
0.20
0.00
70
92
125.0%
0.049
0.0397
-0.044
0.002
0.000
30.00
0.11
0.00
0.05
0.00
1
2,260
129.7%
0.010
0.0100
-0.012
0.001
0.000
32.50
0.06
0.00
0.75
0.00
40
65
272.3%
0.090
0.0292
-0.152
0.003
0.000
35.00
0.46
0.00
0.20
0.00
3
660
232.8%
0.025
0.0124
-0.047
0.001
0.000
37.50
0.08
0.00
0.75
0.00
3
23
343.0%
0.071
0.0194
-0.160
0.003
0.000
40.00
0.04
0.00
0.75
0.00
3
1,159
373.0%
0.065
0.0166
-0.163
0.003
0.000
45.00
0.10
0.00
0.10
0.00
6
1,118
300.0%
0.008
0.0038
-0.024
0.000
0.000
47.50
1.40
0.00
0.75
0.00
0
2
450.0%
0.054
0.0118
-0.168
0.002
0.000
50.00
2.00
0.00
2.40
0.00
0
394
630.1%
0.136
0.0168
-0.470
0.004
0.000
Puts
Strike
Last
Bid
Ask
Chg
Vol
OI
IV
Delta
Gamma
Theta
Vega
Rho
15.00
0.10
0.00
0.75
0.00
1
4
334.4%
-0.065
0.0185
-0.145
0.003
-0.000
17.50
0.05
0.00
0.75
0.00
3
7
235.9%
-0.094
0.0347
-0.135
0.003
-0.000
20.00
0.22
0.00
0.75
0.00
2
191
145.1%
-0.155
0.0800
-0.118
0.005
-0.000
22.50
0.50
0.30
0.75
0.11
1
24
63.3%
-0.440
0.3035
-0.084
0.008
-0.001
25.00
1.54
1.25
2.80
0.00
5
846
130.9%
-0.779
0.1104
-0.130
0.006
-0.002
27.50
4.30
3.50
5.30
0.00
2
2
192.8%
-0.846
0.0599
-0.153
0.005
-0.002
30.00
3.97
5.90
7.80
0.00
1
1
243.4%
-0.877
0.0406
-0.166
0.004
-0.002
32.50
4.00
2.05
5.10
0.00
4
4
0.0%
-1.000
0.0000
0.004
0.000
-0.003
35.00
3.40
6.10
7.80
0.00
1
16
0.0%
-1.000
0.0000
0.004
0.000
-0.003
37.50
4.00
7.10
9.90
0.00
0
66
0.0%
-1.000
0.0000
0.004
0.000
-0.003
40.00
9.80
7.50
10.30
0.00
20
110
0.0%
-1.000
0.0000
0.005
0.000
-0.003
42.50
11.24
9.70
12.50
0.00
1
1
0.0%
-1.000
0.0000
0.005
0.000
-0.003
45.00
14.40
0.00
0.00
0.00
0
0
0.0%
-1.000
0.0000
0.005
0.000
-0.004
50.00
19.33
0.00
0.00
0.00
1
0
0.0%
-1.000
0.0000
0.006
0.000
-0.004
60.00
28.94
31.20
34.40
0.00
0
0
0.0%
-1.000
0.0000
0.007
0.000
-0.005
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.