This page reflects DAN options positioning from the latest published market-close snapshot. Intraday price and contract changes are not displayed.
Published Snapshot
Jul 2, 2026 close
DAN 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
27.00
0.40
0.00
0.85
-3.50
5
19
56.7%
0.256
0.1163
-0.033
0.016
0.002
29.00
0.15
0.00
0.75
-0.05
2
6
77.6%
0.181
0.0694
-0.036
0.013
0.002
30.00
1.00
0.00
0.75
0.00
1
10
88.1%
0.163
0.0573
-0.038
0.012
0.001
31.00
0.50
0.00
0.75
0.00
4
70
97.9%
0.150
0.0488
-0.040
0.011
0.001
32.00
0.50
0.00
0.75
0.00
10
16
107.0%
0.140
0.0425
-0.042
0.011
0.001
34.00
0.35
0.00
0.40
0.00
1
41
105.3%
0.081
0.0292
-0.028
0.007
0.001
35.00
0.14
0.00
0.30
0.00
1
109
105.5%
0.062
0.0239
-0.023
0.006
0.001
36.00
0.33
0.00
0.75
0.00
3
3
138.9%
0.113
0.0283
-0.047
0.009
0.001
37.00
1.55
0.00
0.95
0.00
10
10
155.5%
0.127
0.0274
-0.057
0.010
0.001
38.00
1.50
0.00
0.75
0.00
5
105
152.7%
0.104
0.0243
-0.048
0.009
0.001
39.00
0.11
0.00
0.75
0.00
1
1
159.2%
0.101
0.0227
-0.049
0.009
0.001
40.00
0.50
0.00
0.05
0.00
70
74
102.3%
0.012
0.0063
-0.006
0.002
0.000
Puts
Strike
Last
Bid
Ask
Chg
Vol
OI
IV
Delta
Gamma
Theta
Vega
Rho
22.00
0.05
0.00
0.75
0.00
0
5
72.1%
-0.168
0.0714
-0.031
0.012
-0.002
23.00
0.20
0.00
0.95
0.00
0
1
61.7%
-0.231
0.1012
-0.032
0.015
-0.002
24.00
0.25
0.05
1.15
0.00
1
2
50.0%
-0.328
0.1481
-0.030
0.018
-0.003
25.00
0.25
0.55
1.65
0.00
1
3
52.2%
-0.487
0.1564
-0.035
0.019
-0.005
26.00
0.55
0.35
2.30
0.00
6
8
82.7%
-0.569
0.0974
-0.055
0.019
-0.006
27.00
1.80
1.70
2.85
0.92
1
14
76.0%
-0.676
0.0970
-0.045
0.018
-0.008
28.00
1.25
2.05
3.70
0.00
8
165
81.3%
-0.741
0.0817
-0.043
0.016
-0.008
29.00
1.25
3.00
4.60
0.00
1
6
87.1%
-0.787
0.0684
-0.041
0.014
-0.009
30.00
2.15
4.00
6.50
0.00
1
10
68.8%
-0.903
0.0510
-0.017
0.008
-0.011
31.00
2.65
5.00
6.60
0.00
1
1
108.3%
-0.821
0.0496
-0.046
0.013
-0.010
32.00
1.80
5.20
7.60
0.00
0
5
117.9%
-0.832
0.0437
-0.048
0.012
-0.011
33.00
1.92
6.20
9.30
0.00
0
0
174.0%
-0.742
0.0380
-0.095
0.016
-0.011
34.00
1.07
7.20
10.20
0.00
4
0
177.4%
-0.763
0.0356
-0.092
0.015
-0.011
35.00
1.70
8.20
11.20
0.00
0
4
186.5%
-0.771
0.0332
-0.095
0.015
-0.012
36.00
4.66
9.20
12.10
0.00
2
0
188.5%
-0.791
0.0313
-0.091
0.014
-0.012
37.00
2.75
10.20
12.70
0.00
1
10
167.2%
-0.851
0.0285
-0.064
0.011
-0.013
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.