This page reflects CTVA options positioning from the latest published market-close snapshot. Intraday price and contract changes are not displayed.
Published Snapshot
Jul 2, 2026 close
CTVA 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
45.00
35.05
39.00
42.00
0.00
1
1
236.2%
0.948
0.0027
-0.155
0.018
0.015
55.00
21.40
29.00
32.00
0.00
3
3
174.6%
0.930
0.0046
-0.146
0.023
0.018
65.00
20.75
17.10
19.90
0.00
0
8
0.0%
1.000
0.0000
-0.008
0.000
0.025
70.00
15.55
14.30
16.40
0.00
1
10
79.0%
0.920
0.0112
-0.078
0.025
0.024
75.00
8.30
9.10
11.30
0.00
8
61
55.2%
0.906
0.0181
-0.064
0.028
0.025
80.00
5.40
4.90
6.70
0.00
7
199
43.8%
0.810
0.0369
-0.079
0.046
0.024
85.00
1.56
1.30
2.15
0.61
21
386
24.9%
0.599
0.0924
-0.064
0.065
0.019
90.00
0.35
0.20
0.35
0.00
13
450
23.6%
0.165
0.0625
-0.037
0.042
0.005
95.00
0.10
0.00
0.70
0.00
2
16
48.7%
0.158
0.0295
-0.072
0.041
0.005
100.00
0.05
0.00
0.60
0.00
1
5
51.3%
0.072
0.0160
-0.043
0.023
0.002
105.00
0.15
0.00
0.75
0.00
10
10
66.5%
0.070
0.0121
-0.054
0.023
0.002
110.00
0.14
0.00
0.70
0.00
4
5
76.6%
0.058
0.0090
-0.054
0.020
0.002
Puts
Strike
Last
Bid
Ask
Chg
Vol
OI
IV
Delta
Gamma
Theta
Vega
Rho
65.00
0.29
0.00
0.70
0.00
10
14
88.5%
-0.045
0.0063
-0.050
0.016
-0.002
70.00
0.15
0.00
0.40
0.00
2
46
61.0%
-0.038
0.0080
-0.030
0.014
-0.001
75.00
0.15
0.00
0.20
0.00
2
1,147
43.8%
-0.051
0.0143
-0.027
0.018
-0.002
80.00
0.35
0.05
0.65
-0.12
1
294
38.4%
-0.161
0.0379
-0.055
0.041
-0.006
85.00
1.45
0.65
1.60
-0.95
1
48
28.6%
-0.411
0.0810
-0.062
0.065
-0.014
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.