thetaOwl

DORM

Dorman Products, Inc.Close $132.82EOD only
Max Pain
$120.00
Next expiry Aug 21, 2026
Expected Move
±$5.90
4.4% from close
Price Gap
-12.82
Distance to max pain
IV Rank
17
Low premium
P/C OI
1.04
Balanced positioning
Consensus
No reports available
Published snapshot: Aug 18, 2026 close
End-of-day snapshot

This page reflects DORM options positioning from the latest published market-close snapshot. Intraday price and contract changes are not displayed.

Published Snapshot
Aug 18, 2026 close
DORM Options Chain
Data as of market close Aug 18, 2026

Compare calls and puts side by side with OI, volume, IV, and positioning context.

Control Row
Next expiry (DTE 3)

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

StrikeLastBidAskChgVolOIIVDeltaGammaThetaVegaRho
95.0037.5817.5022.000.00010.0%1.0000.0000-0.0110.0000.008
100.0022.300.000.000.00100.0%1.0000.0000-0.0120.0000.008
105.0029.4411.8015.400.00010.0%1.0000.0000-0.0120.0000.009
110.0034.5521.2025.200.00111115.9%0.9680.0052-0.1800.0090.009
115.0025.590.000.000.00400.0%1.0000.0000-0.0140.0000.009
120.0011.1011.2013.700.001290.9%0.8990.0161-0.3350.0210.009
125.0014.006.509.900.001494.0%0.7760.0264-0.5750.0360.008
135.003.100.604.100.0011059.5%0.3940.0537-0.4650.0460.004
140.0010.900.002.500.009766.9%0.2030.0350-0.3820.0340.002
145.002.400.002.400.0041089.0%0.1480.0216-0.4160.0280.002
150.003.050.002.150.00012105.8%0.1120.0149-0.4050.0230.001
155.001.500.002.150.0011124.3%0.0950.0113-0.4230.0200.001
170.000.800.002.150.00033172.9%0.0680.0063-0.4540.0160.001
180.000.800.000.000.000050.0%0.0000.00000.0000.0000.000
190.001.250.003.200.0001249.0%0.0710.0045-0.6760.0160.001

Puts

StrikeLastBidAskChgVolOIIVDeltaGammaThetaVegaRho
70.000.600.003.500.0001447.8%-0.0370.0015-0.7320.010-0.000
75.000.900.002.900.0001388.5%-0.0360.0017-0.6150.010-0.000
80.001.250.054.300.0011392.0%-0.0540.0023-0.8640.013-0.001
85.001.200.000.000.000050.0%0.0000.00000.0000.0000.000
90.001.700.000.000.000050.0%0.0000.00000.0000.0000.000
95.000.280.001.100.003132200.5%-0.0260.0025-0.2460.007-0.000
105.004.507.5012.000.0001423.4%-0.2100.0057-2.4480.035-0.003
110.000.400.002.150.0018150.6%-0.0730.0077-0.4190.017-0.001
115.002.050.002.150.0019123.9%-0.0900.0109-0.4020.020-0.001
120.002.920.002.150.0011197.2%-0.1150.0166-0.3770.023-0.001
125.000.050.002.350.000272.5%-0.1680.0288-0.3630.030-0.002
130.001.500.003.000.005377.7%-0.3650.0402-0.5800.045-0.004
135.004.201.605.500.000277.3%-0.5760.0421-0.5980.047-0.007
140.005.805.209.300.002286.0%-0.7360.0316-0.5510.039-0.009
145.008.8010.4013.000.000178.1%-0.8850.0207-0.2890.023-0.011
150.009.0015.3018.700.0004118.8%-0.8580.0157-0.5190.027-0.011
155.009.8719.8023.900.0020144.1%-0.8670.0124-0.6040.026-0.011
180.0047.700.000.000.00000.0%-1.0000.00000.0210.000-0.015
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.