thetaOwl

DVA

DaVita Inc.Close $196.87EOD only
Max Pain
$185.00
Next expiry Jun 18, 2026
Expected Move
±$14.10
7.2% from close
Price Gap
-11.87
Distance to max pain
IV Rank
4
Low premium
P/C OI
0.77
Slightly call-heavy
Consensus
No reports available
Published snapshot: May 20, 2026 close
End-of-day snapshot

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

Published Snapshot
May 20, 2026 close
DVA 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

StrikeLastBidAskChgVolOIIVDeltaGammaThetaVegaRho
100.0098.3896.0099.200.0005130.8%0.9790.0007-0.0750.0280.075
105.0093.4590.3094.200.0005109.6%0.9860.0006-0.0490.0200.081
140.0018.1055.3059.400.001166.9%0.9730.0017-0.0560.0350.106
145.0042.2750.3054.400.000561.0%0.9700.0020-0.0560.0380.110
150.0011.4045.4049.600.000358.4%0.9600.0026-0.0640.0470.112
155.0043.8241.3043.900.0019854.2%0.9520.0033-0.0690.0560.115
160.0030.8436.5039.000.0059350.5%0.9400.0043-0.0750.0670.117
165.0024.7031.5034.900.0034664.6%0.8600.0062-0.1540.1240.107
170.0028.0126.9030.200.0011259.3%0.8370.0075-0.1550.1370.107
175.0018.9022.2025.600.003954.2%0.8080.0091-0.1580.1520.106
180.0018.8218.6021.100.0055849.2%0.7700.0111-0.1580.1680.103
185.0013.1013.9016.300.001342.0%0.7300.0142-0.1480.1830.101
190.0011.1811.0012.700.0033940.0%0.6560.0166-0.1540.2040.092
195.007.987.809.000.001935.8%0.5710.0197-0.1470.2180.082
200.005.205.506.00-0.0822,27032.9%0.4650.0218-0.1350.2210.068
210.002.952.352.700.18242,26432.3%0.2660.0183-0.1070.1820.039
220.001.700.901.350.002934.5%0.1450.0119-0.0780.1260.022

Puts

StrikeLastBidAskChgVolOIIVDeltaGammaThetaVegaRho
100.000.130.000.45-0.421612108.5%-0.0090.0004-0.0240.013-0.002
105.000.150.000.40-0.35131399.7%-0.0080.0004-0.0220.013-0.001
110.001.330.002.150.0001123.4%-0.0320.0010-0.0830.039-0.006
115.000.150.000.75-0.5012295.2%-0.0160.0007-0.0360.022-0.003
120.000.200.000.60-0.9511285.4%-0.0140.0008-0.0290.020-0.002
125.000.160.002.150.00110100.0%-0.0390.0015-0.0790.047-0.007
130.000.200.000.350.001967.4%-0.0110.0008-0.0180.016-0.002
135.000.640.000.350.000362.0%-0.0120.0009-0.0180.017-0.002
140.000.200.000.550.00112260.8%-0.0180.0013-0.0250.025-0.003
145.000.180.000.500.0038654.5%-0.0180.0015-0.0230.025-0.003
150.009.500.000.500.00879655.8%-0.0340.0024-0.0390.041-0.006
155.000.420.000.350.0051246.8%-0.0280.0025-0.0290.036-0.005
160.0012.800.000.950.00101051.5%-0.0640.0044-0.0600.069-0.011
165.0016.300.050.850.000144.2%-0.0660.0052-0.0530.071-0.011
170.000.740.453.10-1.741257.7%-0.1570.0075-0.1290.134-0.027
175.001.151.002.25-0.1031344.3%-0.1510.0095-0.0960.130-0.025
180.001.781.552.35-0.2213037.9%-0.1780.0124-0.0900.144-0.029
185.002.652.402.85-0.05366233.5%-0.2290.0163-0.0910.168-0.038
190.004.303.704.200.0028832.2%-0.3170.0200-0.1020.198-0.053
195.005.405.306.10-0.995013831.2%-0.4240.0226-0.1070.217-0.071
200.006.307.808.600.0051030.5%-0.5400.0234-0.1020.220-0.091
210.0016.0014.6015.700.0021131.6%-0.7400.0185-0.0790.180-0.128
240.0051.8041.1044.400.000050.9%-0.9010.0062-0.0590.097-0.176
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.