This page reflects DAC options positioning from the latest published market-close snapshot. Intraday price and contract changes are not displayed.
Published Snapshot
May 20, 2026 close
DAC 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
Strike
Last
Bid
Ask
Chg
Vol
OI
IV
Delta
Gamma
Theta
Vega
Rho
80.00
45.50
50.70
55.30
0.00
1
1
85.6%
0.987
0.0010
-0.027
0.012
0.062
90.00
32.80
40.70
45.20
0.00
2
2
64.6%
0.988
0.0013
-0.024
0.012
0.070
115.00
14.00
16.60
19.40
0.00
1
17
51.4%
0.862
0.0114
-0.084
0.082
0.075
120.00
13.85
11.60
14.70
5.35
2
31
43.8%
0.819
0.0161
-0.086
0.099
0.075
125.00
8.32
7.70
10.00
0.00
5
21
35.1%
0.757
0.0238
-0.082
0.117
0.072
130.00
5.00
4.60
6.20
0.20
2
23
31.0%
0.629
0.0326
-0.085
0.142
0.061
135.00
2.61
1.20
3.60
0.44
2
518
30.1%
0.457
0.0352
-0.084
0.148
0.045
140.00
1.20
0.80
1.45
0.15
1
61
26.1%
0.264
0.0334
-0.059
0.122
0.027
145.00
0.58
0.10
2.45
0.18
1
19
43.5%
0.265
0.0201
-0.096
0.123
0.026
150.00
0.75
0.00
2.30
0.00
3
4
50.6%
0.225
0.0158
-0.101
0.112
0.022
Puts
Strike
Last
Bid
Ask
Chg
Vol
OI
IV
Delta
Gamma
Theta
Vega
Rho
100.00
0.20
0.00
2.20
0.00
1
5
75.4%
-0.073
0.0049
-0.066
0.052
-0.008
105.00
0.30
0.00
2.25
0.00
1
6
65.7%
-0.084
0.0063
-0.064
0.058
-0.010
110.00
0.33
0.00
0.65
0.00
1
3
48.0%
-0.069
0.0074
-0.040
0.049
-0.008
115.00
0.40
0.25
1.75
-0.50
1
18
53.3%
-0.145
0.0114
-0.076
0.085
-0.017
120.00
0.64
0.55
1.10
-0.36
2
131
35.8%
-0.138
0.0164
-0.049
0.082
-0.015
125.00
2.06
1.05
1.75
0.00
1
79
31.6%
-0.222
0.0252
-0.057
0.111
-0.025
130.00
3.64
2.25
3.50
0.00
1
509
31.8%
-0.374
0.0318
-0.072
0.142
-0.042
135.00
5.20
4.60
5.70
0.00
2
3
29.6%
-0.545
0.0358
-0.066
0.148
-0.062
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.