This page reflects CYTK options positioning from the latest published market-close snapshot. Intraday price and contract changes are not displayed.
Published Snapshot
Oct 2, 2026 close
CYTK 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 14)
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
55.00
16.23
6.00
9.90
0.00
0
1
54.5%
0.926
0.0236
-0.044
0.015
0.015
60.00
6.32
2.95
5.80
-5.28
4
5
63.6%
0.679
0.0517
-0.117
0.039
0.012
65.00
1.30
0.55
1.60
-2.07
1,047
35
56.1%
0.379
0.0623
-0.108
0.041
0.007
70.00
0.40
0.20
0.65
-0.25
29
640
54.1%
0.133
0.0365
-0.058
0.023
0.002
75.00
0.20
0.00
0.50
-0.10
14
514
66.5%
0.069
0.0184
-0.044
0.014
0.001
80.00
0.15
0.00
0.40
0.00
5
740
80.3%
0.048
0.0113
-0.040
0.011
0.001
85.00
0.22
0.00
0.40
0.00
30
366
95.5%
0.041
0.0084
-0.041
0.009
0.001
90.00
0.15
0.00
2.15
0.00
4
99
158.8%
0.121
0.0117
-0.159
0.022
0.002
95.00
0.25
0.00
2.15
0.00
8
39
174.6%
0.112
0.0100
-0.165
0.021
0.002
100.00
0.06
0.00
2.15
0.00
285
286
189.3%
0.105
0.0088
-0.171
0.020
0.002
105.00
0.09
0.00
2.15
0.00
0
1
202.7%
0.099
0.0079
-0.176
0.019
0.002
110.00
0.10
0.00
2.15
0.00
0
25
215.3%
0.095
0.0072
-0.180
0.018
0.002
Puts
Strike
Last
Bid
Ask
Chg
Vol
OI
IV
Delta
Gamma
Theta
Vega
Rho
55.00
0.24
0.05
0.85
0.14
1
22
64.4%
-0.108
0.0264
-0.058
0.020
-0.002
60.00
1.05
0.60
1.40
0.60
538
320
56.9%
-0.306
0.0566
-0.096
0.038
-0.006
65.00
3.00
1.60
4.90
1.50
14
201
78.8%
-0.574
0.0457
-0.148
0.043
-0.012
70.00
5.90
5.80
9.30
0.74
1
638
100.0%
-0.705
0.0317
-0.164
0.038
-0.016
75.00
9.85
10.50
14.00
0.00
20
197
119.6%
-0.774
0.0231
-0.170
0.033
-0.019
80.00
12.04
15.50
19.30
0.00
1
382
70.7%
-0.972
0.0083
-0.013
0.007
-0.024
85.00
10.41
20.50
23.40
0.00
1
1
142.5%
-0.865
0.0140
-0.144
0.024
-0.023
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.