This page reflects DAR options positioning from the latest published market-close snapshot. Intraday price and contract changes are not displayed.
Published Snapshot
May 20, 2026 close
DAR 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
37.50
25.27
20.50
23.10
0.00
1
1
99.6%
0.961
0.0051
-0.028
0.014
0.028
40.00
22.63
18.10
21.10
0.00
1
1
102.6%
0.933
0.0076
-0.042
0.022
0.028
45.00
19.27
13.90
15.80
0.00
0
2
85.9%
0.895
0.0128
-0.049
0.030
0.030
50.00
13.10
9.30
10.70
0.00
0
2
64.6%
0.846
0.0222
-0.049
0.040
0.032
52.50
7.71
7.20
8.30
-3.29
2
21
57.0%
0.796
0.0299
-0.051
0.047
0.031
55.00
8.77
5.20
5.90
0.00
1
3
54.7%
0.710
0.0377
-0.058
0.057
0.029
57.50
5.90
3.50
4.20
0.00
1
36
51.2%
0.607
0.0451
-0.060
0.064
0.025
60.00
2.63
2.15
2.90
-0.21
4
67
49.8%
0.489
0.0482
-0.060
0.066
0.021
62.50
1.86
1.35
1.80
-0.39
2
112
47.0%
0.365
0.0481
-0.053
0.062
0.016
65.00
0.95
0.70
1.10
-0.10
4
461
46.1%
0.256
0.0420
-0.044
0.053
0.011
67.50
0.62
0.35
0.75
-0.75
3
77
48.0%
0.183
0.0332
-0.038
0.044
0.008
70.00
0.37
0.20
0.40
0.00
4
265
46.4%
0.112
0.0246
-0.026
0.032
0.005
75.00
0.15
0.05
0.20
0.00
202
352
50.8%
0.057
0.0135
-0.017
0.019
0.003
80.00
0.09
0.00
0.75
0.00
1
77
69.5%
0.075
0.0122
-0.029
0.024
0.003
Puts
Strike
Last
Bid
Ask
Chg
Vol
OI
IV
Delta
Gamma
Theta
Vega
Rho
35.00
0.10
0.00
0.70
0.00
2
2
114.5%
-0.037
0.0042
-0.026
0.013
-0.002
40.00
0.30
0.00
0.75
0.00
1
27
90.8%
-0.049
0.0067
-0.026
0.017
-0.003
42.50
0.43
0.00
0.75
0.00
50
26
79.1%
-0.055
0.0085
-0.025
0.019
-0.003
47.50
0.25
0.05
0.75
0.00
3
342
58.1%
-0.077
0.0150
-0.024
0.024
-0.004
50.00
0.44
0.30
0.75
0.00
1
33
51.4%
-0.108
0.0217
-0.027
0.031
-0.005
52.50
0.39
0.55
0.75
0.00
1
7
45.8%
-0.160
0.0320
-0.031
0.040
-0.008
55.00
1.20
1.05
1.55
0.19
1
279
48.3%
-0.272
0.0413
-0.044
0.055
-0.014
57.50
2.00
1.80
2.30
0.30
70
593
44.8%
-0.385
0.0513
-0.046
0.064
-0.020
60.00
2.69
2.95
3.50
0.00
1
155
43.6%
-0.520
0.0550
-0.046
0.066
-0.027
62.50
3.80
4.50
5.10
0.00
1
295
43.5%
-0.649
0.0512
-0.041
0.062
-0.034
65.00
4.30
6.30
7.00
0.00
29
97
43.8%
-0.757
0.0429
-0.033
0.052
-0.041
67.50
4.60
7.70
9.10
0.00
1
12
44.0%
-0.841
0.0331
-0.024
0.040
-0.046
70.00
7.80
9.80
11.50
0.00
0
45
48.8%
-0.875
0.0253
-0.021
0.034
-0.050
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.